说明:双击或选中下面任意单词,将显示该词的音标、读音、翻译等;选中中文或多个词,将显示翻译。
您的位置:首页 -> 词典 -> 向量自回归分析
1)  VAR Analysis
向量自回归分析
2)  vector autoregressive
向量自回归
1.
Focusing on the demand of wind turbine aerodynamics and structural analysis, a novel vector autoregressive method for 3-dimmentional wind speed simulation is presented.
针对风力发电机空气动力学和结构分析的要求,提出一种新的向量自回归(vector autoregressive,VAR)三维阵风速场仿真方法。
2.
The error correction model and vector autoregressive model between the two variables were set up.
基于1985~2004年数据,运用协整理论分析了浙江省固定资产投资增长率与GDP增长率的均衡关系,并建立了它们之间的误差修正模型(ECM)和向量自回归(VAR)模型。
3.
Using the weekly data on the SSE(Shanghai Stock Exchange) bond market from 2001-09-01 to 2005-02-28,the expectations hypothesis of the term structure was tested and analyzed with the modern financial econometric methods of regressive analysis,unit root test and vector autoregressive.
采用上海证券交易所债券市场2001-09-01到2005-02-28的每周国债收盘价格为研究样本,利用回归分析、单位根检验以及向量自回归这些现代金融计量方法对利率期限结构的形成假设理论进行验证和剖析,并提出了利用EGARCH-M模型来刻画某些长短期利率间期限溢价的动态变化特征。
3)  vector auto-regression
向量自回归
1.
Using Vector Auto-regression model and Impulse Response Function,this article investigates the dynamic correlation between development of urbanization and the level of consumption.
从定量的角度,采用向量自回归模型,运用脉冲响应函数对我国城市化和全国平均消费水平进行了动态性研究,揭示了两者内在的相互促进方式。
2.
By establishing the vector auto-regression time series model,the authors use least square algorithm to estimate the model s parameter matrix and predict the time-varying parameters of a time-varying auto-regression (AR) model.
本文对一般时变自回归模型(TVAR)的时变系数提出一种估计方法,即建立一个关于时变系数的向量自回归时间序列模型,利用最小二乘方法计算其系数矩阵,在此基础上预测时变系数,从而得到时变自回归序列的点预测,另外给出了点预测和区间预测的方法。
3.
This paper tests the response of economic growth to the investment since 1978 using vector auto-regression model, and the result shows that investment, during the whole period, has the obvious short effects, and the response elasticity is significantly less than one.
本文利用向量自回归 (VectorAutoregresion)模型中的脉冲响应函数检验了中国自 1 978年以来经济增长对投资的响应路径 ,结果发现 ,在整个期间 ,投资具有非常明显的短期性 ,而且经济增长率对投资的响应弹性在大多数的时间显著小于 1 ,这也说明了投资仍然是粗放型的 ,而不是集约型的。
4)  vector autoregression
向量自回归
1.
Based on vector autoregression model, this paper uses impulse response function and forecast variance to decompose and depict the dynamic correlation between investment in science and technology and economic growth in agriculture in China.
文章基于向量自回归模型,运用脉冲响应函数和预测方差分解刻画了我国农业科技投入与农业经济增长之间的动态相关性。
2.
A method named as vectorization of univariate hourly wind speed time series has been presented for eliminating diurnal nonstationary,and vectorized hourly wind speed was expressed as a vector autoregression(VAR) model.
在此基础上,提出将单变量小时风速时间序列向量化,以消除日周期非平稳,进而建立了向量自回归(vector autoregression,VAR)模型,并用于小时风速预测。
3.
Then use the Cointegration, Vector Autoregression an Vector Error Correction Model technology to study the inherent relation between the import trade and economic growth from three perspectives---total volume, import structure and import mode.
在实证研究中,本文运用协整、VAR向量自回归技术、VECM向量误差修正模型从进口贸易总量、进口贸易结构以及进口贸易方式三个角度更加全面地分析了进口贸易与中国经济增长的动态关系。
5)  VAR [vɑ:]
向量自回归
1.
Based on the theory of co-integration and using the VAR models and the price monthly date of Brent and Daqing crude oil,the paper makes a empirical analysis on the interaction between international and domestic crude oil prices during two time interval respectively from January 1999 to April 2004 and from May 2004 to October 2007.
文章基于协整理论,采用向量自回归(VAR)模型分别对我国1999年1月至2004年4月,和2004年5月至2007年10月两个时间区间的布伦特和大庆原油价格月度数据进行了实证分析。
2.
The present paper deals with the advantage and disadvantage of simultaneous equations model and VAR model and introduces TSSS which has the advantage of the two models.
给出时间序列联立方程模型,并以我国经济现状为研究对象,用时间序列联立方程和向量自回归两种模型对1996年形势进行模拟,预测1997年冬季度经济指标的发展情况,并对两种模型的结果进行对比分析。
3.
In this paper,chaotic economics theory and VAR(vector autoregression)are put forward to analyze the causes and trends of deflation in China.
本文利用混沌经济学和向量自回归 (VAR)方法 ,实证分析了我国通货紧缩的成因及发展趋势。
6)  Vector Auto Regression
向量自回归
1.
On the foundation of vector auto regression model, this paper applies impulse response function and variance decomposition to make up positive analysis, which refers to economic increase fluctuation in Shandong.
本文通过建立向量自回归模型,运用脉冲响应函数和预测方差分解的方法对山东省经济增长的波动情况进行了实证分析。
2.
On the foundation of vector auto regression model, this paper applies impulse response function and variance decomposition to make up positive analysis, which refers to economic increase fluctuation in Liaoning macroeconomic system.
通过建立向量自回归模型,运用脉冲响应函数和预测方差分解的方法对辽宁省宏观经济系统中经济增长的波动情况进行实证分析。
3.
Based on stock market segmentation theory and informational economics, we use linear Grangercause test and vector auto regression model to systematically and thoroughly study the feature and rule of trading pricevolume relationship of A, B and H share market.
本文通过VAR(向量自回归)模型,对我国A、B、H股证券市场的价量关系进行葛兰杰因果关系检验,最终对中国证券市场分割的市场有效性程度和信息不对称现象进行了系统研究,为中国证券市场分割的理论与决策提供了重要参考。
补充资料:多元回归分析


多元回归分析
multiple regression analysis

用多元线性方程来描述和分析多个变量之间关系的统计分析方法。线性方程系数正、负表示正、负相关;系数权重比较表示这些变量在相关关系中贡献大小。但预报仅为大致的估计值。
说明:补充资料仅用于学习参考,请勿用于其它任何用途。
参考词条