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关注:1
2013-05-23 12:21
求翻译:如果两个变量都不存在单位根,则都是平稳的时间序列,就可以通过一般的回归分析研究它们之间的相关性;如果两个序列存在单位根但阶数不同,则说明两个变量之间不存在相关关系;如果两个序列都存在单位根,并且阶数相同,则需要进行协整关系检验。对于有些时间序列,虽然它们自身是非平稳的,但其某种线性组合却是平稳的,这种稳定性的线性组合被称为协整方程,可以解释为变量的长期均衡关系。两个变量的协整检验要求它们是同阶单整的。因此,在检验变量关系前,我们必须首先进行单位根检验。是什么意思? 待解决
悬赏分:1
- 离问题结束还有
如果两个变量都不存在单位根,则都是平稳的时间序列,就可以通过一般的回归分析研究它们之间的相关性;如果两个序列存在单位根但阶数不同,则说明两个变量之间不存在相关关系;如果两个序列都存在单位根,并且阶数相同,则需要进行协整关系检验。对于有些时间序列,虽然它们自身是非平稳的,但其某种线性组合却是平稳的,这种稳定性的线性组合被称为协整方程,可以解释为变量的长期均衡关系。两个变量的协整检验要求它们是同阶单整的。因此,在检验变量关系前,我们必须首先进行单位根检验。
问题补充: |
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2013-05-23 12:21:38
正在翻译,请等待...
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2013-05-23 12:23:18
If two variables are not present, everything is 单位根 smooth time-series, it can be a general study of the regression analysis between them; if the relevance of two sequences, but there are number of steps 单位根 different, the two variables do not exist between the relationship between two sequences; if
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2013-05-23 12:24:58
If two variables both do not have the unit root, then all is the steady time series, may study between them through the general regression analysis the relevance; But if two sequence existence unit root the exponent number is different, then explained between two variables does not have the correlat
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2013-05-23 12:26:38
If two variables do not exist, you are stationary time series, you can through the regression analysis on the correlation between them; there is a unit root but if two sequences order different, then there is no correlation between two variables; there is a unit root if two sequences, and order the
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2013-05-23 12:28:18
正在翻译,请等待...
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