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协整

网络Cointegration; cointegrating; cointegrate

协整

协整

Cointegration

借助协整(Cointegration)和向量自回归(VAR)技术,通过实证研究了股票即时价格与期货价格之间的关系.主要包括反映两个变量长 …

cointegrating

■ 内置的对于单方程协整(cointegrating)回归的规范和估计的支持 ■ 对于广义线性模型(Generalized Linear Models)的规范和估 …

cointegrate

在瑞典皇家科学院的公告中,格兰杰因为时间序列的协整(cointegrate),分析方法而获奖,他的贡献将用于研究财富与消费、汇率与 …

cointegrated

两个时间序列的这种情形称为“协整”（cointegrated），因为两只股票序列的线性组合是零阶单整的。协整的股票通常来自同一 …

Cointegration Test

3.5.2 协整(Cointegration Test)检验26-29 3.5.3 协整关系式的向量误差修正模型29-30 3.6 对宏观经济变量与股票价格指数的实 …

1

but also discovered that it has the deviation between them , they do not have the long-term balanced (co-integration) relationship .

但研究也发现它们之间存在偏离，即不具有长期均衡（协整）关系。

2

Panel co-integration testing reveals that the long run co-integration relationship exists among all variables .

面板协整检验表明，各变量之间存在长期协整关系。

4

Co-integration means the linear combination with non-stationary variable would be stationary .

所谓协整，是指多个非平稳经济变量的某种线性组合是平稳的。

5

Unit-root test , Co integration test and Granger Causality test are applied to analyze factors of construction industrial growth.

在处理数据时，主要运用了计量经济学中单位根检验、格兰杰因果检验和协整检验的方法。

8

Real exchange rate ; Mechanical&Electrical Products ; Cointegration test; Vector auto-regression model.

实际有效汇率；机电产品；协整分析；向量自回归。

10

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Second , these two economical variables of the FDI and economy growth is co-integration relationship in Inner Mongolia .

第二，内蒙古外商直接投资与内蒙古经济增长这两个经济变量之间具有协整关系。

13

Then the co-integration theory and dynamic construction model was adopted to establish the mining economic growth model .

并运用协整理论和动态建模方法建立了我国采矿业经济增长模型。

14

Finally , by co-integration testing, it is verified that resources consumption has a negative association with consumption-capital ratio .

最后从实证角度，利用协整理论验证了资源消耗与消费资本比之间的反向关系。

15

three tests: ADF tests, Cointegration tests, Granger causality test, empirical tests of China's cotton Futures Market and Spot Market .

三个检验：ADF 检验、协整检验、格兰杰因果检验，实证检验我国棉花期货市场与现货市场的关系。

17

Then will co-integration theory and error correction model is established combined , vector error correction model and the VEC model .

然后将协整与误差修正模型结合起来，建立了向量误差修正模型及 VEC 模型。

19

The no-cointegration and cointegration results indicate that health expenditure and GDP are co integrated.

无协整和协整结果表明，保健支出和国内生产总值的协整。

20

The thesis mainly studies the co-integration and volatility of price in closed-end securities investment fund market .

本文主要对封闭式基金市场的协整性和价格波动性进行研究。

21

This paper finds the co-integration relationship between capital formation and economic growth .

研究发现我国经济增长与资本形成存在协整关系。

22

Results show that there is long-term co-integration relation between consumption and income of Nan Jing'households .

研究表明，南京市居民消费与收入之间存在长期的协整关系。

23

New results for country -by-country and panel tests of non-stationarity and cointegration are presented .

新成果的国别和测试小组的非平稳性和协整介绍。

24

This article examines interactions of foreign direct investment and the environment pollution the using the ADF test , cointegration test .

同时，对外商直接投资与环境污染的关系进行了平稳性检验、协整检验。

26

There is no cointegration relationship between China's import and FDI.

进口与外商直接投资之间不存在明显的协整关系。

28

Therefore , on this basis , they have cointegration test .

因此，在此基础上，对其进行协整检验。

29

Traditional linear cointegration theory and ECM can be used widely in time series analysis .

传统的线性协整和 ECM 在现代时间序列分析中得到广泛应用。

30

Unit root testing is the foundation of co integration model and VEC model .

单位根检验是协整建模及误差修正分析的基础与前提。

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