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- Dickey fuller test for a unit root! 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。
- 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。
- Phillips,P.C.B.and P.Perron.Testing for a Unit Root in Time Series Regression[J].Biometrika,(75): p335-46. 陈磊.;中国转轨时期经济景气的测定和分析[J]
- Phillips, P. and P. Perron, 1988, “Testing for a unit root in time series regression”, Biometrika, 75, pp.335-46. 俞海琴、谢德宗和林师模，1994，“以时间序列频谱分析方法探讨整合与分隔市场理论对台湾股市适用性之研究”，台大管理论丛，5(1)，页113-64。
- 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。
- 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。
- 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。
- 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;
- 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。
- Dickey, D.A. and W.A.Fuller.Distribution of the estimator for autoregressive time series with a unit root [ M ] .Jour. of the American Statistical Association , (74), p427-31. 陈磊;张屹山.;中国转轨时期经济周期波动的谱分析[J]
- Using nonstationary panel data, namely, panel unit root and panel cointegration, the paper researches the consumption function of the Yangtze River Valley. 摘要运用面板单位根与面板协整方法研究长江流域的消费函数。
- Phillips, P.C.B. and Perron, P. (1988), “Testing for Unit Roots in Time Series Regression,” Biometrika, 75, 335-346. 对单位根检验的意义做了一个很好的概括。
- 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；
- The luminous intensity on unit area. 单位面积上的发光强度。
- Unit-Root-Testing results show that Chinese quarter data of the tool variables of monetary policy and multi-variables of macro-economy are non-stationary and contain a Unit Root in our analytical term of sample. 单位根检验结果显示，在我们分析的样本期内，我国货币政策工具变量与宏观经济变量季度数据均是含有一个单位根的非平稳序列。
