heteroscedasticity test的意思|示意

As in ordinary regression models, the problem of the heteroscedasticity test still exists in nonlinear models with correlated errors, but, the test for correlation also needs to be considered.

和普通的非线性回归模型一样，具有相关误差的非线性模型也存在异方差检验问题，但通常还要检验相关性。

However, in practice many parameters do not satisfy those hypothesized distribution. In order to handle the defect of normal heteroscedasticity testing means, we pose a new mean, that is runs test.

但实际研究中往往有很多参数不服从假设的分布，针对这一以往方法的缺陷，提出了异方差的游程检验方法。

This thesis is composed of two sections in which we discuss generalized spectral density test of conditional autoregressive heteroscedasticity for threshold autoregressive model.

本文分两节对门限自回归模型中自回归条件异方差的广义谱密度检验进行了讨论。在第一节中，我们介绍了广义谱密度检验。

High-level ARCH effect is certification in the BDI logarithm process by ARCH LM test, GARCH(1,1)model is used to eliminate the conditional heteroscedasticity.

通过ARCH LM检验认为BD I对数序列存在高阶ARCH效应，并用GARCH（1，1）模型消除残差序列的条件异方差性。