root test 中文意思是什麼

root test 解釋
根檢驗法, 檢根法
  • root : n 魯特〈姓氏〉。n 1 (草木、毛發等的)根;根菜,食用菜根;根莖,地下莖;塊根;有根植物,草木,草...
  • test : n 1 檢驗,檢查;考查;測驗;考試;考驗。2 檢驗用品;試金石;【化學】試藥;(判斷的)標準。3 【化...
  1. Test method for organic matter content of putting green and sport turf root zone mixes

    小型高爾夫球場用綠呢和運動草坪根層混合物的有機物質含量的試驗方法
  2. Standard test methods for organic matter content of putting green and sports turf root zone mixes

    小型高爾夫球場用綠呢和運動場草皮根層混合物中有機物質含量的標準試驗方法
  3. Effects and toxicity test of several fungicides on soybean root rot

    幾種藥劑對大豆根腐病菌毒力測定及藥效試驗
  4. Methods altogether 97 water samples in dry season and 101 samples in rainy season were collected, and the mutagenicity was detected by the vicia faba root - tip micronucleus test and comet assay test

    方法:採用蠶豆根尖微核試驗和慧星實驗方法,檢測泰興市枯水期97份和豐水期101份水樣的致突變性。
  5. When you test multiple web sites on your own computer and those web sites do not share a common root directory, you might want to hard - code the path to the web site in each test instead of using the

    當您在自己的計算機上測試多個網站,並且這些網站不共享同一個根目錄時,您可能想在每個測試中硬編碼網站路徑,而不是使用
  6. Application of vicia faba root tip cell micronucleus test in the research on the mutagenicity of songhua river water

    蠶豆根尖微核試驗在松花江水致突變性研究中的應用
  7. The fifth chapter " stock price arfima, garch and figarch model " introduced different kinds of time series models including fractal model, method such as analysis of variance ( anova ) and unit root test to test the stability of time series, method and criteria to estimate the arfima, garch and figarch model

    第五章介紹了股票價格的分形時間序列模型,介紹了檢驗時間序列平穩性的方差分析和單位根檢驗方法以及非平穩的處理方法, arfima , garch和figarch模型的建模方法和股票市場的分形特徵和股票價格的figarcll模型叭穴參數估計方法和估計準則。
  8. The third part is the core of paper, which mainly includes the determination of i & e elastic model and data selection, the data unit root test, co - integrated test, the vector error correction model as well as the relations between real effective exchange rate and the economic growth of the research on these aspects

    第三部分即論文的核心。主要包括進出口彈性模型的確定與數據的選取,數據的單位根檢驗,協整檢驗,誤差修正模型的建立以及實際有效匯率與經濟增長關系的研究這幾個方面。
  9. Unit root test for seasonal time series with seasonal linear trend

    的時間序列模型的建立與分析
  10. In this paper, the algorithms of applying the conditions in electric power system short - term load forecasting are introduced. it also gives the algorithms of unit root test and cointegration test, which are necessary to the test of the conditions

    針對預測精度的提高,本文還分析了組合預測應用於電力系統短期負荷預測的條件,指出:組合預測模型中的每個單項預測應與被預測變量具有協整關系。
  11. ( 3 ) how to design the bayesian test method about the parameter ' s linear hypothesis according to the relationship between the multivariate t distribution and f distribution. ( 4 ) the bayesian diagnosis and unit root test method about the random error series. ( 5 ) the bayesian mean value quality control chart when the variance is known and the mean value - standard error control chart when the variance is unknown

    然後,研究了擴散先驗分佈下單方程模型參數的貝葉斯估計理論,證明了模型系數的后驗分佈為多元t分佈,模型誤差項方差的后驗估計為逆gamma分佈;根據多元t分佈和f分佈之間的關系,構造了模型系數線性假設檢驗的貝葉斯方法;根據hpd置信區間構造了隨機誤差序列自相關的貝葉斯診斷和單位根檢驗方法,並利用單方程模型的貝葉斯推斷理論研究了方差已知時的貝葉斯均值控制圖和方差未知時的貝葉斯均值?標準差控制圖。
  12. We test the convergence with unit root test of panel data to examine the trend of china rural development regional disparity

    為了考察中國農村發展地區差距的變化趨勢,我們採用面板數據單位根檢驗的不同方法對其收斂性進行了嚴格的計量檢驗。
  13. Adf unit root test on time series with gjr - garch - skewt error term

    利用加權對稱估計量對季節性時間序列的單位根檢驗
  14. As usual, the unit root test is done ( with adf ), and the ecm model is gradually adapted to the final equation

    然後筆者用sas將二者合成,力求用最簡單的方式最真實地反映決策約束。
  15. 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。
  16. Empirical analysis show that hierarchicalstructure panel data analysis model is the better one. finally, the dissertation study unit root test and cointegration of panel data set anddiscuss nonstationary of gdp and export annul data from 1992 to 2004 in the prc ’ sprovince, cities, and autonomous regions. empirical analysis show that the panel datahas a unit root, so it is nonststionary

    並且考慮到中國內地省區市1992年至2004年的年度國內生產總值與對外出口貿易總額的面板數據集在中國內地東部、中部和西部的差異而設定了包括東部、中部和西部三個頂層效應以及各省區市的底層嵌套效應,利用建立的兩層嵌套面板數據模型對多層嵌套面板數據集做了實證分析,得到了較好的兩層嵌套擬合模型。
  17. Firstly, in the preface part, the paper elaborate the development process and mainresearch result of panel data analysis, including basic theories and the latest researchresult about unit root test and cointegration

    首先在引言部分闡述了面板數據分析理論的發展歷程和主要研究成果,包括面板數據分析的基本理論以及面板數據的單位根檢驗和協整分析等近期熱點研究領域的最新成果。
  18. Frist, this paper uses unit root test and cointegration techniques to study the correlations between chinese pulic capital and private capital formation, production efficiency and economic growth under the total production function by examining the sample from1978 to 2003

    本文第一個工作是在總量生產函數的框架下,以1978 - 2003年為樣本期,運用單位根檢驗和協整分析方法研究了中國公共資本和私人資本形成、產出效率與經濟增長之間的相關性。
  19. Strong the relationship of tax and economy, adjust the structure of budgetary expenditure … ) and some points need further research ( e. g. the analysis of tax structure … ) this paper adopt unit root test, cointegration test and ecm model to solve the spurious regression of traditional forecast model. var model has good forecast effect and stepwise regression can solve multicollinearity

    本文在繼承前輩研究成果的基礎上力爭有所突破,在研究方法上,針對傳統稅收預測模型存在的某些缺陷,採用單位根檢驗、協整檢驗及ecm模型解決困擾計量經濟學界多時的偽回歸問題; grange因果關系檢驗、 var模型被證明具有較好的預測效果;逐步回歸則有效的克服了多重共線性帶來的問題。
  20. We can conclude that macro - economical data of china are all non - stationary that contain a unit root in our analytical term of sample from unit - root - test results

    單位根檢驗結果中可以看出,在我們分析的樣本期內,我國宏觀經濟數據均是含有一個單位根的非平穩序列。
分享友人