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- ADF unit root process 单位根过程
- ADF test was applied to test Shanghai Stock Index and its transaction volume. It was found that Shanghai Stock Index close value was a unit root process, the transaction volume was a trend stationary process and the market was efficient. 对上海证券指数收市价及成交量作了ADF检验 ;发现指数收市价存在有单位根 ;价格服从随机行走模型 ;成交量趋势平稳 ;市场是有效的 .
- ADF Unit Root Test on TARCH-SGED Error 具有TARCH-SGED误差项的ADF单位根检验
- ADF Unit Root Test on Time Series with GJR-GARCH-skewt Error Term 具有GJR-GARCH-skewt误差项时序的ADF单位根检验
- 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
- Functional Central Limit Theorem approximations and ADF Unit Root Test of Financial Time Series With GARCH-GED Error Term 泛函中心极限定理渐进性与具有GARCH误差项的金融时序单位根检验
- 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。
- Abstract:ADF test is the most common method of unit root test. 摘 要:ADF检验是实际中最常用的单位根检验之一。
- ADF unit root test ADF单位根检验
- ADF unit root stationarity test 平稳性检验
- the unit root process 单位根过程
- The new process is the root process of a new process group. 新进程是新进程组的根进程。
- Dickey fuller test for a unit root! 单位根检验!
- Time Trend Unit Root Process 趋势性单位根过程
- unit root process 单位根过程
- Based on the influence of structure abrupt change to the market efficiency, the paper firstly inspected the unit root of price series except the ADF inspection. 在充分考虑了市场中存在的结构性突变后对市场有效性进行了研究。 首先对价格序列的单位根检验除了进行ADF检验外,还考虑了更为一般的结构性突变后的单位根检验,得出价格序列存在单位根;
- The results of these three tests indicate that the volatility process of SCI after shares separation reform has a unit root and displays strong persistence. 三种检验方法的结果都表明,股权分置改革后的上证综指收益率波动过程有单位根,波动呈现出很强的持续性。
- Unit root testing is the foundation of cointegration model and VEC model. 摘要单位根检验是协整建模及误差修正分析的基础与前提。
- Unit Root Processes 单位根过程
- It takes longer to dry out at lower temperature and the prolonged wetness may affect certain plant growth or rooting process. 在低温下要让水乾掉需要较长的时间;拖长的潮湿可能影响某些植物生长或发根过程.