vector autoregression 中文意思是什麼

vector autoregression 解釋
向量自回歸模型
  • vector : n 1 【數學】向量,矢量,動徑。2 【航空】飛機航線;航向指示。3 【天文學】幅,矢徑。4 【生物學】帶...
  • autoregression : 自回歸
  1. First, do a preliminary sum up in the field of the monetary policy transmission in real estate, from three aspect, theory of monetary policy transmission, key method of monetary policy transmission research ( vector autoregression ) and policy evaluation and study from different country researchers

    為了回答這樣的問題。本文首先從貨幣政策傳導理論、貨幣政策傳導主要研究方法(向量自回歸)以及各國學者對貨幣金融政策研究評價3個方面對房地產市場貨幣政策傳導效應的研究完成初步的歸納與討論。
  2. I find that the chinese stock market size was significantly and positively correlated with economic growth and saving deposits rate, even after controlling for other growth inducing variables. on the basis of this, the dynamic interaction relationship between stock market development and economic growth of china is examined in a bivariate vector autoregression ( var ) framework. i find there is one positive cointegration between stock market capitalization and economic growth, uni - directional causality from gdp to the stock market capitalization, but the stock market shock can influence the output positively

    我們在兩變量向量自回歸模型框架下考察了中國經濟增長與股票市場發展之間的動態互動關系:股市規模與總產出之間存在著正向的協整關系,表明兩者在長期上是均衡發展的;格蘭傑因果檢驗顯示兩者間存在著經濟增長股票市場規模發展的單向因果關系,沖擊響應分析結論指出股票市場和經濟增長之間有著一種互動關系,股票市場和經濟增長的正向變動均會給對方帶來永久的正向影響,但目前股票市場沖擊對產出的這種影響還很微弱。
  3. Modeling and analysis of network traffic prediction using autoregression and support vector machine based on byte length in data packets

    引入非線性小波基函數構造支持向量機
  4. The second part is a introduction to methods and models : vector autoregression, the cointegration of vector autoregression, and impulse response function and variance decomposition, which is on the basis of vector autoregression

    第二部分是模型方法介紹。介紹了向量自回歸模型,向量自回歸模型中的協整,以及基於向量自回歸模型基礎上的脈沖響應函數與方差分解。
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