long-run forecast 中文意思是什麼
long-run forecast
解釋
長期預測-
We research the stability of the three - factor model by using chow test and research the coefficient stationary by using unit root test, and forecast the coefficient of the model using arma 、 garch model. the results show that the model is instability in the long run, most coefficient is non - stationary, and we can preferably forecast the coefficient by using the arma 、 garch model. in the process of designing strategic investment portfolios and the strategic risk budgeting prevailing in resently which in order to control investment risk, the investors generally structure their portfolios in different industries
模型回歸系數是測度投資對象系統風險的重要指標，我們利用chow檢驗對證券收益三因素模型結構的穩定性進行了分析研究，用adf檢驗對模型的三個回歸系數的穩定性進行了實證分析，採用arma和garch模型對回歸系數的預測能力進行了研究，結果表明組合三因素模型結構不穩定，但短期比長期結構穩定性要高;大部分組合回歸系數時序穩定性較差，同時arma和garch模型對每個回歸系數時間序列進行預測顯示有較好的預測能力。 -
It provides a scientific basis for long - run forecast of nationwide and provincial land use in the future. next, it makes relevancy analysis among cultivated land per capita, food per capita and gdp per capita and determines the relevancy by using grey mathematical method. finally, it undertakes systematical assessment of land use present situation so as to show the regional difference of land use present situation and analyzes the compartment achievement
論文在對省區土地利用差異的理性思考的基礎上，在全國和省區層次進行土地利用的多因素分析，構建了相關的數學模型，為未來時期有關全國和省區土地利用遠景預測提供科學依據；應用灰色數學方法進行人均耕地和人均糧食佔有量與人均gdp之間關聯分析，確定其關聯度；最後進行省區土地利用現狀系統評價，顯化土地利用現狀的區域差異，並對區劃成果進行分析。
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