root test
英 [ruːt test]
美 [ruːt test]
网络 根值审敛法; 根值判别法
双语例句
- Research on Wald Statistics for Unit Root Test
单位根检验中的Wald统计量研究 - This paper uses unit root test model, co-integration test model and Granger Causal test model, to analyze the relation between international tourism and economic growth of Guilin.
运用动态计量经济学的单位根检验模型、协整分析模型、因果关系检验模型，以桂林市为例，对国际旅游业和地方经济增长之间的动态关系进行了实证分析。 - Panel unit root test based on generalized nonlinear instrument variables estimation
基于广义非线性工具变量法的综列单位根检验 - Unit Root Test for Nonlinear Trend Series Based on De-trending with SVD
基于奇异值分解去势的非线性趋势序列单位根检验研究 - Using LSTAR ( 1) model as an example, we give the unit root test statistic and its critical value.
以LSTAR（1）模型为例，本文给出了在其中进行单位根检验的统计量及其临界值。 - Research on the Properties of Panel Unit Root Test Statistics with Cointegration among Individual Units
个体协整条件下面板单位根检验统计量性质研究 - In this article, we propose seasonal unit root test statistics based on the Weighted Symmetric estimator and derive representation for limiting distributions of the statistics.
在平均值为零或平均值为已知的季节时间序列模型中，根据加权对称估计量提出季节单位根的检验统计量，并求出此统计量的极限分布的表达式。 - Based on the work of unit root test of China's GDP, the acceleration of China's economic growth which is the second difference of GDP, is regarded as a random walk model.
为探索中国经济波动的性质及影响因素，运用数理统计和回归分析方法对中国经济数据进行了单位根检验，揭示了中国经济增长加速度（GDP的二阶差分）具备随机游走性质； - Analysis on the Influence of Unit Root Test on the Random Walk Time Series with Drift Term
带有漂移项的随机游走时间序列单位根检验的影响分析 - Unit Root Test with Structural Change of Stock Markets in China
结构变化下中国股市单位根现象研究 - The Studies on Unit Root Test on Structural Changes Series with Small Samples Using GIBBS Sampler
具有结构突变的小样本GIBBS抽样单位根检验方法研究 - As an important tool of testing time series stationarity, unit root test is always used, and cointegration test is also often implied for judging long equilibrium between nonstationary variables.
单位根检验是计量经济学中检验时间序列数据平稳性的最重要工具，而协整检验则是用来判断非平稳变量之间是否存在长期均衡关系的常用方法。 - ADF test is the most common method of unit root test.
ADF检验是实际中最常用的单位根检验之一。 - The Analysis of United Test of F Statistics in ADF Unit Root Test
ADF单位根检验中联合检验F统计量研究 - The ratio test and the root test are two widely used convergence tests for positive series.
比式判别法和根式判别法是对正项级数收敛性进行判别的两种广用的方法。 - This paper introduces the developing trends of FDI and GDP in China, and researches empirically on the relationship between FDI and GDP by using the unit root test, co-integration test and Granger causality test.
介绍了中国FDI和GDP的发展趋势，利用单位根检验、协整检验以及Granger因果检验对FDI与GDP之间的关系进行了实证研究。 - We research the stability of the three-factor Model by using chow test and research the coefficient stationary by using unit root test, and forecast the coefficient of the model using ARMA, GARCH model.
我们利用chow检验对证券收益三因素模型结构的稳定性进行了分析研究，用ADF检验对模型的三个回归系数的稳定性进行了实证分析，运用ARMA和GARCH模型对回归系数的预测能力进行了研究。 - Using the unit root test and generalized least square method with the financial crisis, the relationship between each factor measurement model.
采用了单位根检验法、广义最小二乘法等对金融危机与其各影响因素的关系进行计量模型分析。 - Then the application of unit root test, cointegration test and granger causality test.
其次应用了单位根检验、协整检验和格兰杰因果关系检验，对不平稳的时间序列数据建立协整模型，并且找出二者之间所存在的因果关系。 - After that, I conduct the unit root test, cointegration test and Granger causality test among the various influencing factors.
在描述分析的基础上，对中国出口产品结构和各影响因素进行了单位根检验、协整性检验和格兰杰因果检验。 - First, the original data in ADF unit root test is conducted, and then the relationship between transport and local economic is analyzed according to the results of co-integration and Granger causality test.
在利用ADF单位根检验对原始数据进行平稳性检验后，根据协整检验和Granger因果关系检验分析了交通运输与当地经济发展的关系。 - In the empirical part of this passage, through the unit root test, Johansen co-integration test, impulse response functions and variance decomposition I succeed in verifying the theoretical conclusions.
在实证研究中，通过单位根检验、Johansen协整检验、脉冲响应函数和方差分解验证了理论分析结果。 - At the same time, tests the stationary of 16 macroeconomic variables using the time series random coefficient unit root test.
同时，利用时间序列的随机系数单位根检验方法对我国16个宏观经济变量的平稳性进行了再检验。 - On this basis, this article establishes a model to analyze the FDI-growth effects among three regions. The empirical analysis methods include unit root test, cointegration test as well as Granger causality test of time series data and panel-data model analysis.
在此基础上，本文通过构建模型实证分析了FDI对三大区域经济增长的影响，其中采用的实证分析方法包括时间序列数据的单位根检验、协整检验、格兰杰因果关系检验和面板数据模型分析。 - The paper uses the panel data of provinces, by the unit root test, co-integration test and regression analysis of quantitative analysis method for the stock market to promote economic growth made an empirical test.
论文采用省际面板数据，通过单位根检验、协整检验和回归分析等计量分析方法将股票市场对经济增长的促进作用进行实证检验。 - Part V through the use of unit root test, cointegration tests, Granger causality test and other quantitative analysis methods, analysis of Shaanxi between economic growth and environmental pollution is how the relationship between the assumptions set up earlier on the test results are described and analysis.
第五部分通过运用单位根检验、协整检验、格兰杰因果检验等计量分析的方法，分析陕西经济增长与环境污染之间是怎样的关系，前文假设是否成立，对检验的结果进行说明和分析。 - An in the positive analysis, considering of the characteristics of time series, the unit root test and co integration are used to test the variables.
在实证研究中，本文充分考虑了时间序列的特点，为了避免出现伪回归，对相关变量进行了单位根检验及协整检验。 - Different from the previous studies using the industries data, in this paper we use the panel data from 1997 to 2006, and study on it with the unit root test, cointegration test, model choice and regression analysis.
与以往研究运用产业数据分析不同，本文利用1997年至2006年我国省（市）面板数据，从面板数据的单位根检验、协整检验和面板模型的选择与回归三个步骤层层作出分析。 - Two variables of unit root test and found two variables in an order difference after are stationary sequence.
对两个变量进行单位根检验，发现两个变量在一阶差分后都是平稳序列。 - Moreover, the unit root test results of nominal interest rate and inflation rate are also different when use different unit root test methods.
本文阐明了单位根检验方法在检验非平稳时间序列数据时存在局限性，而且本文使用不同的单位根检验方法检验名义利率和通货膨胀率的平稳性时，得到的结果也是有差异。