unit root 中文意思是什麼

unit root 解釋
單位根 （計量經濟學）
  • unit : n 1 個體，一個，一人。2 （計值、組織、機構）單位；單元；小組，分部；【軍事】部隊；分隊。3 【機械...
  • 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...
  1. The research of unit root related structure change abroad took place mainly in america in 1990s, which included the so - called " perron phenomena " and " partly anti - perron phenomena "

    本文主要研究的是前者。國外，有關單位根的結構突變研究主要集中在90年代的美國，即所謂「 perron現象」和「部分逆perron現象」等。
  2. 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。
  3. Unit root tests on time series with garch - skew - t error term

    誤差項的時序的單位根檢驗
  4. 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。
  5. 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。
  6. 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。
  7. 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。
  8. Testing for a unit root in time series with tarch - skew - t errors

    混凝土碳化深度隨機時間序列預報模型
  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. The traditional methods of times series can not be used for the unit root process. but economic phenomenon has long term equilibria relationship between each other, so we can seek cointegration for the multi - unit root process. if they have cointegration relationship, there must be long term equilibrium among them while other factors act as short - term impact

    對于具有單位根過程的經濟指標數據，傳統的時間序列方法不能使用，但是經濟現象往往又表現出它們之間具有的長期均衡關系，因此，對于多個單位根過程，可以尋求它們之間的協整關系，如果經濟指標之間具有協整關系，則它們之間就具有長期均衡關系，而其它因素的作用只是短期隨機沖擊而已。
  12. Liang, q., and teng, j. z., 2006. unit root and structural breakpoints in china macroeconomic and financial time series. frontiers of economics in china, 1 ( 4 ), 537 - 559

    滕建州、梁琪： 《中國區域經濟增長收斂嗎？基於時序列的隨機收斂和收斂研究》 ， 《管理世界》 ， 2006年第12期。
  13. Based on the theory of structural breaks, we studied on the different structural breaks models in dgp, and proposed its test methods, which can distinguish unit root with structural breaks from trend stabilization with structural breaks

    本文基於結構突變理論，研究了數據生成過程中的幾種不同結構突變模式，並對結構突變的單位根過程和結構突變的趨勢穩定過程給出了不同結構突變模式的檢驗方法。
  14. ( 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。
  15. 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。
  16. Appling unit root stationarity test and cointegration test theory, this paper studies the relationship of fiscal expenditure on science and technology and economic growth from 1978 - 2005

    摘要利用單位根平穩性檢驗和協整檢驗的理論，研究1978 - 2005年度我國財政科技投入與經濟增長的關系。
  17. 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
  18. Research on the difference between trend stability and unit root process with intercept

    趨勢平穩與帶常數項單位根過程的區別研究
  19. 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。
  20. 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。
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