Granger causality test的意思|示意
格兰杰因果关系检验
Granger causality test的网络常见释义
格兰杰因果检验 文章详细信息 关键词: 股指期货;;股票指数;;格兰杰因果检验;;引导关系 [gap=882]Keywords: Hushen 300 Stock Index Futures;Stock Index;Granger causality test;casual relationship
格兰杰因果关系检验 格兰杰因果关系检验(Granger Causality Test)是检验经济变量间因果关系常用的一种计量经济学方法,其本质是用一种条件概率定义因果关系。
杰因果检验 4.3.4格兰杰因果性检验 所谓 格兰杰因果检验 ( Granger Causality Test )指的 是,每个经济变量对各变量的各期滞后值进行回归,通 过检验各滞后值的系数的显著性和整个检验的拟合效果 来确定单向或双向...
Granger causality test相关短语
1、 Panel Granger Causality Test 面板格兰杰因果检验
2、 The Granger Causality Test 格兰杰因果关系检验
3、 multi variable Granger causality test 多元Granger因果测试
Granger causality test相关例句
It is applies Granger causality tests to test the causes of China technology markets growth according to technology demand pull and technology push theories.
采用格兰杰因果分析法,依据需求拉动和技术推动理论,对中国技术交易规模扩张的原因进行了实证检验。
This paper, based on Granger causality test in a vector autoregressive process, empirically analyzed the money supply in China.
在向量自回归模型基础上,通过格兰杰因果检验对我国货币供给的内生性或外生性作了实证检验。
In the empirical study, the synergistic integration and Granger causality test, and error correction model by textile clothing effect factor of the short term dynamics.
在实证研究中,本文对相关数据进行了协整和格兰杰因果检验,并通过误差修正模型研究了纺织品服装出口影响要素的短期动态关系。
The paper USES multivariable integration test and Granger causality test based on vector error correction model and analyzes the relationship between Chinas energy consumption and economic growth.
为了探究影响中国能源消费增长的内在规律,文章运用协整分析方法对能源消费与产业结构变化之间的关系进行了定量分析,并建立了向量误差修正模型。
Finally, we use the Granger causality test to analysis the inherent relationship between the institution change and economic growth.
最后,我们利用格兰杰因果检验分析了制度变迁与经济增长之间的内在关系。
Moreover, the model can test if there exists the long-term or short-term Granger causality relation between variables.
该模型还可以进一步检验变量之间的因果关系是长期或短期的因果关系。