Unit Root Testing的意思|示意

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单位根检验


Unit Root Testing的网络常见释义

位根检验 ...定其序列是一个P阶自回归过程,增加一个滞后的差分项来解决误差项 的高阶序列相关问题,称之为ADF单位根检验(Unit Root Testing)。即检验方程:

Unit Root Testing相关短语

1、 unit-root testing 单位根检验

Unit Root Testing相关例句

The results of an unit root testing can directly influence the process of modeling, the long-run equilibrium relationship and the short-run error correction mechanism.

单位根检验结果是否可信,直接影响后续的协整建模过程,从而影响变量之间长期的结构均衡关系,以及短期的误差修正机制。

Thus, testing unit root in seasonal time series is necessary.

这样对季节性时间序列进行单位根检验是很必要的。

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。

And according to the null hypothesis of hypothesis testing, the theory of panel unit root test and co-integration test are systemically described.

其次,按照假设检验的零假设进行分类,系统阐述面板单位根检验和协整检验理论。