heteroscedasticity 中文意思是什麼
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In the first part of this article, the problem of heteroscedasticity is put forward. the serious effect is also stated. in the first section of the second part, several commonly cited testing methods are introduced, such as graph method, spearman rank correlation coefficients test, park test, glejser test and goldfeld - quandt test
在第二節中，首先綜述了各種文獻中給出的常用的檢驗異方差的方法，它們有圖示法、斯皮爾曼（ spearman ）的秩相關系數檢驗法、帕克（ park ）檢驗法、格萊舍爾（ glejser ）檢驗法、戈德菲爾德-匡特（ goldfeld - quandt ）檢驗法。 -
In the third section three different forms of heteroscedasticity are used in the random simulation and then park test, glejser test and goldfeld - quandt test are compared although the existence of heteroscedasticity does not destroy the unbiasedness of the ols estimators, the variances become larger
異方差的存在雖然並不破壞普通最小二乘估計量的無偏性，但是估計量的方差變大了。由於估計量方差的變大，就使通常假設檢驗的值不可靠。 -
However in most economic phenomena, this kind of hypothesis is not necessary true. sometimes the disturbances vary with the observations. this is called heteroscedasticity
但在大多數經濟現象中，這種假設不一定成立，有時擾動項u _ i的方差隨觀察值的不同而變化，這就是異方差性。 -
Firstly, several methods are used to test if there is heteroscedasticity in the data. then some variance stabilizing transformation methods are applied to the data. finally, it is pointed out that the least squares fitting may be used to the transformed data
先用幾種方法對數據是否具有異方差性進行檢驗，然後選擇適當的方法進行變換，最後指出，可以通過對新模型作最小二乘擬合等方法，觀察變換后的模型其數據的擬合程度，以確定模型的優劣。 -
In the last decade, there exist two active lines on the investigation of nonlinear time series. one is the autoregressive conditional heteroscedasticity ( arch ) model, the another is the nonstationary ( unit root ) time series model
對非線性時間序列的研究，近幾十年來，有兩條研究路線非常活躍，其一是自回歸條件異方差（ arch ）模型，其二是非平穩（單位根）時間序列模型。 -
Approximate power of heteroscedasticity test in nonlinear models with arima errors
誤差的非線性回歸異方差檢驗的漸近功效 -
Using different methods to cope with heteroscedasticity may result in different models
對異方差不同的處理方法，可能得出不同的模型。 -
In the third part, the article mainly gives the methods to deal with the heteroscedasticity in different conditions
本文在第三節中，主要討論異方差的處理方法。 -
Thus, it is of great significance to study the hypothesis testing of heteroscedasticity and statistical inference for the regression models with heteroscedasticity
因此，研究異方差的檢驗方法及存在異方差時的處理方法具有重要意義。 -
Although these models can eliminate the heteroscedasticity, it is still necessary to make a further study to decide which model is much better and more effective
這些模型雖然都能消除異方差，但需要進一步研究哪種模型比較適合，哪個模型更有效。 -
The concept of arch, which stands for autoregressive heteroscedasticity, was first introduced by engle ( 1982 ) to handle time series with a changing conditional variance
具有自回歸條件異方差（ arch ）的時間序列模型，首先是由engle （ 1982 ）提出，這類模型在金融和經濟領域有著廣泛的應用。 -
Thus, it makes the hypothesis testing unreliable. so, if heteroscedasticity is found exist through hypothesis testing, it should be dealt with in a suitable way
因此，如果懷疑存在異方差或者已經檢測到了異方差的存在，就要想辦法克服它，使估計量具有較小的方差，使回歸模型有較強的實用性。
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