By using the least square estimation with structural breaks, we have the point estimator and interval estimator for the autoregression model of inflation rate. 我们利用包含结构转变点的最小二乘估计方法,获得了通货膨胀率自回归模型的结构转变点估计和区间估计;
The Regional Asymmetric Effect of China's Monetary Policy& A Test Based on the Structural Vector Autoregression Model 中国货币政策区域非对称性效应&基于结构向量自回归模型(SVAR)的检验
Forecasts of29 stations in the Bohai Sea and10 stations in the northern Huanghai Sea were made using the autoregression model every10ds. 用自回归模型,对覆盖渤海标准水文断面上的29个站和北黄海的10个站的底层海水温度进行了预报。
A class graphical models, called linear conditional mutual information graph, is proposed for identification structural vector autoregression model. 非线性自回归模型在结构向量自回归(VAR)模型辨识的图模型中引入信息论方法。
Based on vector autoregression model, this paper uses impulse response function and forecast variance to decompose and depict the dynamic correlation between investment in science and technology and economic growth in agriculture in China. 文章基于向量自回归模型,运用脉冲响应函数和预测方差分解刻画了我国农业科技投入与农业经济增长之间的动态相关性。
Spatial Autoregression Model on the Income of Residents and City Economy 居民收入与城市经济水平的空间自回归模型
The Linear Autoregression Model associated with weighting and recursive estimation 线性自回归加权递推模型
This paper tests and analyzes the linkage between A-share and B-share indices using Granger causal test and vector autoregression model ( VAR). 运用Granger因果检验及向量自回归模型(VAR)对A、B股价指数的关联性进行检验和分析。
This paper uses such time series analysis methods as Cointegration and Vector Autoregression model based Granger Cause Test and anticipation Variance Decomposition to analyze the influence on stock market by credit channel. The result shows that credit channel has an apparent negative influence on China's stock market. 本文运用协整与基于向量自回归模型的格兰杰因果检验和预测方差分解等时间序列分析方法,实证分析信贷渠道对股票市场的影响,结果表明信贷渠道对我国股票市场产生显著的负相关影响。
The prediction formula and its error estimation are also established. Its regression and time-varying autoregression model is presented. 在此基础上建立时变序列预测公式及误差估计公式,给出其回归与时变自回归模型。
This paper uses the recursion algorithm of the least-square method to identify an autoregression model and an autoregression moving average model. On-Line computer program of short-term load forecasting of power system is presented. 本文用最小二乘递推算法辨识自回归模型和自回归动平均模型,编制了电力系统短期在线负荷予报程序。
To study this mecha-nism, we used the exponential autoregression model which is originated from non-linear auto-vibration. 为了探索这种活动机制,本文用基于非线性自激振动的指数自回归模型来研究这些特征。
It belongs to the dynamic random difference equation in structure and combines the merits of both the linear autoregression model and linear multivariant regression model. 模型结构属动态随机差分模型范畴;集中了线性自回归和多元线性回归模型两者的优点;
A Research on the Relationship between Stock Price and Macroeconomic Variables Based on Vector Autoregression Model 基于向量自回归方法的股票价格与宏观经济变量关系研究
This paper deals with the linear autoregression model associated with weighting and recursive estimation and forecasting methods, the weighting method using weighting matrix was applied to the autoregression model. 本文论述了线性自回归加权递推模型及其预测方法,并将指数窗加权方法用于自回归递推模型。
The calculation results show that the precision of jibe dispersed coefficient seasonal model is much higher than the autoregression model. 计算结果表明,模型为疏系数季节模型,模型精度显著高于自回归模型。
The method is tested by a linear autoregression model and the Lorenz system. 一个线性自回归模型和Lorenz系统的仿真计算证实了这种方法的有效性。
The Method of Pricing Order of the Multivariate Autoregression Model for Amelioration of Forecast Precision of the Partial Least-Squares Regression Model 多维时序定阶方法对偏最小二乘回归模型预报精度的改进
The study on exponential autoregression model originated from non-linear auto-vibration and seismicity 基于非线性自激振动指数自回归模型与地震活动研究
During dynamic modeling predication, some elements of affecting one point deformation must be regarded. The paper generalized the AR model to autoregression model that regards the adjacent point deformation. 在动态建模预测中,为考虑其他因素(如相邻点变形量)对某点变形的影响,本文将AR模型推广到建立考虑邻近点变形因素项的自回归模型。
This paper introduces a recurrence formula for estimating the variances of errors of a sequence forecasted by an autoregression model and gives two examples under both smooth and nonsmooth conditions. 讨论了自回归模型的预测误差的方差估计问题,给出了详细的递推计算公式,并给出了平稳序列与非平稳序列的例子各1个。
The autoregression model spectrum assess, power spectrum and phase of SOC AEP and LL AEP were analyzed. 用自回归模型谱估计(AR谱)、功率谱以及相位谱对SOCAEP和LLAEP行频域分析。
A class of augment multiscale autoregression model based on wavelet denoise was introduced. 建立了基于小波去噪的增强多尺度自回归模型。
The linear autoregression model with input variables is a comprehensive forecasting model which is superior to the conventional model for phenological forecast. 带输入项的线性自回归模型是一种综合性预测模型,较之常用的树木物候预测模型更为优越。
The Sparse Coefficient Autoregression Model and Its Application to Predicting Mine Inflow of Water 疏系数自回归模型及其在矿井涌水量预测中的应用
Strong consistency in spatial autoregression model 空间自回归模型中的强相合性
And then we analyze the transmission mechanization of interest rate in China by facilitating numerous time series data and Factor Augmenting Vector Autoregression Model, analyzing the relationships between interest rate and macroeconomic variables. 然后分析中国利率传导机制,并采用大量的经济时间序列数据和要素增强型向量自回归模型对利率与宏观经济变量的相关性进行实证分析。
This paper mainly involves the measurement of VAR ( Vector Autoregression Model), pool model, the HP filter and the OLS ( ordinary least squares) method. 本文主要涉及的计量方法有VAR(VectorAutoregressionmodel)、面板数据模型、HP滤波以及OLS(普通最小二乘法)。
Moreover, Chapter Three analyzes the effects of the foreign reserve on the money supply empirically through the cointegration theory and vector autoregression model. 第三章利用协整理论与向量自回归模型,从实证上分析了外汇储备对我国货币供给的影响。
In the fifth chapter, the threshold double autoregression model is used to analyse the stock index futures and the spot market, and estimated by the quasi-maximum likelihood method. 第五章,对市场的股指期货与指数现货序列分别运用门限双自回归模型建立VaR的估计模型,并运用拟极大似然方法给出了模型的估计。