cointegration
基本解釋
- 共整合現(xiàn)象
英漢例句
- Unit-root test; Cointegration test and so on.
統(tǒng)計數(shù)據(jù)的檢驗 - There is a cointegration relation between spot price and FFA price.
遠期運費價格和現(xiàn)貨價格之間存在協(xié)整關(guān)系; - Unit root testing is the foundation of cointegration model and VEC model.
摘要單位根檢驗是協(xié)整建模及誤差修正分析的基礎(chǔ)與前提。 - There is a cointegration relationship and long run equilibrium among TXF, T50Index and T50ETF .
一、三變數(shù)存在共整合現(xiàn)象，顯示具有長期的均衡關(guān)系。 - Combining with R/S analysis, a practical algorithm for judgment of the nonlinear cointegration was worked out.
最后結(jié)合R/S分析，給出一個判斷非線性協(xié)整關(guān)系的實用算法。