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- characteristic root test 特征根检验
- 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。
- We analyzed the monthly real estate index of Shanghai from July 2000 to March 2004 through unit root test, EG two-|step standard and VAR model. 本文采用单位根检验、EG两步法(EngleandGranger,1987)和VAR模型(sims,1980)对上海房地产市场2000年7月到2004年3月的月度数据进行分析。
- This paper approved that the Brent futures market is efficient within 5 months through the unit root test and the cointegration test. 本文利用单位根检验和协整关系检验验证了Brent原油期货市场的有效范围,发现其在5个月内是有效的。
- The unit root test method in econometrics is used to examine the stationarity of five economic indexes about Zhongguancun Science Park. 利用计量经济学中的单位根检验法对中关村科技园区的5个经济发展指标作了平稳性检验,结果显示5种经济指标的最终检验结果都具有平稳性。
- It's a primer problem of unit root test that establishing the null hypothesis reasonably, which is not studied deeply up to now. 摘要原假设的合理设定是单位根检验的首要问题，至今尚无学者对此进行深入研究。
- In the real life analysis on CEV model (Constant Elasticity of Variance Model),its unit root test is long been ignored or at most Dickey-Fuller Test is accepted as a valid test. 在应用CEV模型(ConstantElasticityofVarianceModel)的实证分析中,其单位根检验一直被忽略或者被默认可以使用迪基-富勒检验。
- An annual runoff forecasting method is presented based on unit root test, cointegration test and error correction model of the upper and lower reaches of the Second Songhua River. 摘要介绍了协整分析理论，结合第二松花江流域上下游的年径流量，阐述了单位根检验、协整检验、误差修正模型的理论与分析方法。
- F Test Screening Method of Characteristic Root Factor 特征根因子F检验筛选法
- 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。
- Solving the static characteristic roots of hydraulics in isotope separation by centrifuge cascades is an important problem. 求解离心级联水力学静态特征根是同位素离心分离领域的一个重要研究课题。
- Adjoionted Matrix And Characteristic Root 高次伴随矩阵与逆高次伴随矩阵及其特征根
- Amongtlmeni, the test forweak-form efficiency includes unit root test, first-order serialcorrelation test,second-order serial correlation test, BDS test, RIS analysis andhurst index test. 其中，弱式有效性的实证分析包括：单位根检验、序列一阶相关性检验、序列二阶相关性检验、BDS检验、R/S分析和hurst指数检验等内容；
- Discussing the matrix the opposite angles the problem when marix only contains two characteristics root, the method very forthright. 摘要主要讨论了矩阵只有两个特征根时的对角化问题，方法简捷，效果耐人寻味。
- As a common interest rate model,CEV model (Constant Elasticity of Variance Model) has been widely used in the real life analysis. However,its unit root test has long been ignored or at most Dickey?Fuller Test is accepted as a valid test. CEV模型(ConstantElasticityofVarianceModel)作为常用的利率模型,在实证分析中得到了广泛运用,但是其单位根检验一直被忽略或者被默认可以使用迪基-富勒检验。
- Taking the real differential digit as critical value and selecting lag truncation parameter to make root test have maximum power,the author compares the reliability of ADF test and PP test through their theoretical power. 以统计量的实际分位数为临界值,在选择滞后截断参数使单位根检验具有最高势的前提下,通过比较检验的势给出了ADF检验和PP检验可靠性的比较结果及其适用范围。
- In this paper,two new relative efficiency are given in signular G-M model. The first is based on the ratio of the minimum of the characteristic roots from two different matrix. The second is defined by the generalizered Euclid norm. 在奇异线性模型下利用2个矩阵特征根比值的最小值推广了Euclid范数定义的2种相对效率.
- Econometrics methods of Unit root test, Granger-causality and Panel data model are used to analyze the relationships between the development of insurance industry and economic growth in China. 摘要利用单位根检验、格兰杰因果关系检验等计量经济方法，对中国保险业发展与经济增长关系进行了实证分析。
- Sympathy is the feeling characteristic of mankind. 同情心是人类特有的感情。
