cointegration 中文意思是什麼
cointegration
解釋
共整合分析-
Cointegration and causality analysis between structural change in exports and economic growth of china
中國出口結構變革和經濟增長的協整分析 -
After fractional order differencing, the long momory series of dowjones index and nasdaq index become stationary, but the fractional order of two indexes is different, so there does not exist linear cointegration relation between them
摘要首先對道瓊斯工業指數進行分整分析，長記憶的道指被分數維差分得到平穩時間序列；進而對納指也進行分數維差分。 -
Structure change is the most advanced subject of unit root theory and cointegration theory which represents one of the developing trends in macro - econometrica
事實上，結構突變問題和單位根及協整理論一起構成了宏觀計量經濟學的核心內容和前沿課題。 -
But the result from cointegration show the structure of fresh water catch ca n ' t result hi the price fluctuation 5 ) we had build all of the empirical models above applied the theory of economics, prediction and econometrics by farmer price and retail price of aquatic products in 2000 sampled between 1978 and 1999
但是，單整檢驗結果表明，淡水捕撈結構的變動不對水產品收購價格產生沖擊。 5 ）選取1978 ? 1999年水產品零售價格與收購價格作為樣本區間， 2000年作為測評區間，分別採用相應計量方法對上述模型進行了實證。 -
The comovement relation in this dissertation includes reciprocally effects, long - run cointegration, granger causality, leading and lag relation and time - varying correlation between the return and liquidity of stock and bond markets
本文的聯動關系包括兩個市場的收益率之間與流動性之間的相互影響、長期協整關系、因果關系、領先滯后關系，以及時序變化的相關性。 -
Cointegration analysis between gdp growth and water resources use in agriculture
農業水資源利用與經濟增長之間的協整分析 -
The empirical test of cointegration and causality between shenzhen composition index and the price of shenfazhan
深發展與深成指協整和引導關系的實證檢驗 -
The author insists that the proposition on bmp contains numberous precondictions, the reference values of the qulitative papers are limited as they cannot answere exactly what on earth the bmp is. so this dissertation systematically studied the bmp of china according to the clue of monetary supply which is the immediate target of monetary policy. of course, the stress is to attempt to apply the newest econometric approaches, such as impulse response function and cointegration test, to develop the topic on bmp to a new regime and draw some valuable conclusions
因此，本文在國內外學者已有的研究基礎上，以我國貨幣政策的中介目標? ?貨幣供應量為線索，就有關我國貨幣政策的宏觀調控效果進行了系統的理論與實證研究，重點是應用國外時間序列經濟計量學的最新研究成果，如脈沖響應函數、預測方差分解模型等進行探索性地定量分析，並得出有價值的實證結論。 -
The modelling of china s foreige capital demand and its cointegration analysis
東西部地區企業職工培訓投資與收益的實證分析 -
Estimating the model of money circulation velocity by johansen cointegration, we find that the price increase of the stock impacts the currency circulation velocity in an negative way
採用johansen協整檢驗估計得到貨幣流通速度的回歸方程，結果顯示股票價格上漲對貨幣流通速度有負向的影響。 -
The dissertation gives out the assets pricing theory in fractal markets by utilizing nonlinear cointegration theory, and sets up wavelet neural network models for capital assets pricing in fractal markets. the experiment of shanghai stock market shows that the pricing method we present above is superior to capm
論文運用非線性協整理論來研究分形市場中的資本資產定價問題，提出了分形市場中的資本資產定價理論，並利用小波神經網路給出了分形市場中的資本資產定價模型。 -
Empirical analysis of the correlation and cointegration of chinese stock market a and b
股市場相關性與協整性的實證研究 -
Research of cointegration for the stock index fluctuation of shanghai and shenzhen stock markets
滬深股市股指波動的協整性研究 -
Using nonstationary panel data, namely, panel unit root and panel cointegration, the paper researches the consumption function of the yangtze river valley
摘要運用面板單位根與面板協整方法研究長江流域的消費函數。 -
As the time trend function represent the impact of economic development on consumption, in the paper the semi - parametric model with deterministic time trend function is firstly used to make empirical study for cointegration test between actual consume and income per capita of chinese urban residents from 1978 to 2005, and the results show that there do exists cointegration between consume and income with income having important effects on consume, while the time trend form is not as what we usually suppose
摘要由於確定性時間趨勢項代表了經濟發展等的因素對消費的影響，故本文首次基於帶有非參數時間趨勢項的半參數模型對我國1978 ~ 2005年的消費收入進行了協整檢驗，實證結果表明：轉軌時期我國城鎮居民人均收入與消費之間存在著長期均衡關系，收入是消費的一個重要決定因素；同時趨勢項的影響也並不是如很多文章描述的那樣具有直線形式。 -
From impulse - response curves that were derived from vec models based on cointegration vectors finally, we can conclude as follows : all monetary policy tool variables have rather small impulse to macro - economy variables in the short run, and their impulse would boost up at different degree in the long run
從最終作出的基於協整向量的誤差修正模型的沖擊響應曲線，可看到：所有貨幣政策工具變量對宏觀經濟變量的沖擊在短期內均較微弱，從長期來看，沖擊均有不同程度的增強。 -
" for methods of analyzing economic time series with common trends cointegration
.以表彰他們在「分析經濟時間數列」研究領域所作出的突出貢獻 -
Structure change can be classified into unit root related structure change and cointegration structure change. the main subject of this paper is the previous one
關于結構突變問題大致可以分為有關單位根的結構突變問題和協整的結構突變問題。 -
For example, w. rostow considered that the growth of economy was aroused by leading industry, and industrial structure took a very important role in the economy growth ; h. chenery considered that industrial structure and economy growth had a bidirectional causal relation ; however, the most influencing theory was brought forward by s ? kuznets, who considered that it was economic growth which caused the variance of industrial structure advancement, etc. according to cointegration theory and granger causality theory, this paper, based on the summary of multitudinous scholars ’ research literature, carries a positive analysis to the relationship between industrial structure and economic growth, using the time serial data from 1978 to 2003 by
分析結果驗證了配第?克拉克定律的正確性即經濟的增長是就業人口向第三產業轉移的原因，但卻否認了庫茲涅茨的收入決定論，即至少在我國，產業結構的演進是經濟增長的原因而不是相反。同時，本文還原創性地論證了，我國的經濟增長與產業結構之間存在惟一的動態均衡關系即協整關系，產業結構與經濟增長之間短期波動與長期均衡關系存在於根據協整方程建立的向量誤差修正模型之中。 -
The data from the engine and fccu simulator are processed and modeled using a cointegration testing method, and, propose the sub - cointegration model to diagnosis the systems ’ fault
針對故障診斷問題，作者提出了降階診斷協整模型法，並使用該方法進一步確定了破壞發動機及fccu系統長期均衡關系的源頭。
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