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Seasonal Unit Root Test on China's Monthly Export Data 中国出口月度数据的季节性单位根检验
Tests for Seasonal Unit Roots in Periodical Heteroscedastic Time Series 周期异方差时间序列的季节单位根检验
seasonal unit roots 季节单位根
seasonal unit root 季节性单位根
Dickey fuller test for a unit root! 单位根检验!
ADF test is the most common method of unit root test. ADF检验是实际中最常用的单位根检验之一。
Abstract:ADF test is the most common method of unit root test. 摘要:ADF检验是实际中最常用的单位根检验之一。
Unit root testing is the foundation of cointegration model and VEC model. 摘要单位根检验是协整建模及误差修正分析的基础与前提。
Module 14 FESTIVE SEASONS UNIT 1 What do you do on New Year's Eve? 模块十四
Phillips, P.C.B. and Perron, P. (1988), “Testing for Unit Roots in Time Series Regression,” Biometrika, 75, 335-346. 对单位根检验的意义做了一个很好的概括。
Said, S. and D. Dickey, 1984, “Testing for unit roots in autoregressive moving average models of unknown order”, Biometrica, 71, pp.599-607. 张巧宜，2003，“美国与台湾共移程度之研究-分数共整合之应用”，东吴经济商学学报，40，页99-122。
Module 14 FESTIVE SEASONS UNIT 2 Why do we celebrate the Spring Festival? 模块十四
Phillips,P.C.B.and P.Perron.Testing for a Unit Root in Time Series Regression[J].Biometrika,(75): p335-46. 陈磊.;中国转轨时期经济景气的测定和分析[J]
Phillips, P. and P. Perron, 1988, “Testing for a unit root in time series regression”, Biometrika, 75, pp.335-46. 俞海琴、谢德宗和林师模，1994，“以时间序列频谱分析方法探讨整合与分隔市场理论对台湾股市适用性之研究”，台大管理论丛，5(1)，页113-64。
We analyzed the monthly real estate index of Shanghai from July 2000 to March 2004 through unit root test, EG two-|step standard and VAR model. 本文采用单位根检验、EG两步法(EngleandGranger,1987)和VAR模型(sims,1980)对上海房地产市场2000年7月到2004年3月的月度数据进行分析。
This paper approved that the Brent futures market is efficient within 5 months through the unit root test and the cointegration test. 本文利用单位根检验和协整关系检验验证了Brent原油期货市场的有效范围,发现其在5个月内是有效的。
The area is subject to devastating seasonal winds. 这个地区常遭破坏性季风的袭击。
The unit root test method in econometrics is used to examine the stationarity of five economic indexes about Zhongguancun Science Park. 利用计量经济学中的单位根检验法对中关村科技园区的5个经济发展指标作了平稳性检验,结果显示5种经济指标的最终检验结果都具有平稳性。
It's a primer problem of unit root test that establishing the null hypothesis reasonably, which is not studied deeply up to now. 摘要原假设的合理设定是单位根检验的首要问题，至今尚无学者对此进行深入研究。
A raincoat is a must in the rainy season. 在雨季雨衣是必备之物。