向量自回归模型,VAR model
1)VAR model向量自回归模型
1.Banking System,Stock Market and Fixed Asset Investment——Granger Causality Tests Based on a Three-Factor VAR Model;银行体系、股票市场与固定资产投资——基于三元向量自回归模型的格兰杰因果关系检验
2.Some econometric methods such asVAR model,Granger Causality tests,IRF,Variance Decomposition are used to analyze the data from 1985 to .向量自回归模型、因果检验、脉冲响应等动态分析显示,中国城市化与技术创新互为格兰杰因果关系,城市化对自身波动的冲击反应强烈,对技术创新波动的冲击反应较弱,技术创新对城市化的冲击反应强烈而对自身冲击反应较弱。
3.This paper uses theVAR model to analyze the data from .通过使用1月至12月的月度数据,借助向量自回归模型,分析了需求因素对近期中国通货膨胀冲击的影响。
英文短句/例句
1.The vector autoregressive model of Chinese industrial structure trend analysis;中国产业结构趋势分析的向量自回归模型
2.Vector Autoregressive Model Selection Based on Gibbs Sampler;基于吉伯斯样本生成器的向量自回归模型选择
3.Empirical Analysis of the VAR Model on Exchange Rate Microstructure汇率微观结构决定的向量自回归模型实证研究
4.The Research on the Effectiveness of Monetary Policy Transmission Mechanism Based on Vector Autoregressive Model;基于向量自回归模型的我国货币政策传导机制有效性研究
5.The Analysis of Factors Influencing Technology Progress of China--An Empirical Study Based on VAR model;中国技术进步影响因素研究(1981～)——基于向量自回归模型实证分析
6.Empirical Analysis of Chinese Price Fluctuation Based on SVAR Model基于结构向量自回归模型的我国物价波动实证分析
7.VAR Model and Volatility Analysis:An Empirical Study to Shanghai and Shenzhen Stock Market in Price Limits System涨跌停板制度下沪深股市向量自回归模型及波动性的协整分析
8.Quantitative Study of the Relationship between Regional Fiscal Income and Economic Growth in China--Econometric Analysis Based on the VAR Model区域性财政收入与经济增长之间的定量研究——基于向量自回归模型的经济计量分析
9.The Influence of Foreign Direct Investment on Income Distribution in China--The Dynamic Econometric Test Based on the Vector Auto Regression Model外商直接投资对我国收入分配的影响分析——基于向量自回归模型的动态计量检验
10.Banking System,Stock Market and Fixed Asset Investment--Granger Causality Tests Based on a Three-Factor VAR Model;银行体系、股票市场与固定资产投资——基于三元向量自回归模型的格兰杰因果关系检验
11.The Dynamic Interactions between Taiwan Investment in the Chinese Mainland and Trade across the Taiwan Straits;台商对祖国大陆投资与两岸贸易间的动态关系——基于向量自回归模型的实证研究
12.A Stepwise Regression--Autoregression Mathematical Model of Multiple Dependent Variables for Predication the Preperties of Water in X lakeX湖水质预测的多因变量逐步回归——自回归模型
13.Research on Model Selection for Support Vector Regression and Application of It;支持向量回归的模型选择及应用研究
14.Study on Wavelet Support Vector Regression Model and Application;小波支持向量回归模型及其应用研究
15.Model of highway freight traffic forecasts based on support vector regression;基于支持向量回归机的公路货运量预测模型
16.Real-time forecasting model of reference crop evapotranspiration based on support vector regression machines参考作物腾发量支持向量回归机实时预报模型
17.The fuzzy linear regression model with random perturbation;模糊随机向量的性质及在回归模型中的应用
18.The Simulation and Forecast of Shanghai Stock Index Based on Vector Autoregression Model;基于向量自回归方法的上证指数模拟和预测
相关短句/例句
vector autoregression model向量自回归模型
1.This paper,which is based on monetary market exchange rate decisive theory and combines the Chinese and American data between 1980 and ,does empirical research by adopting unit root test andvector autoregression model.基于货币市场的汇率决定理论,结合中美两国1980-数据,采用单位根检验和向量自回归模型进行实证研究,结果表明货币市场各变量对汇率的反应机制还没有建立起来,利率对汇率有一定影响作用,但作用并不明显。
2. to establish multivariate OLS(ETP model),Vector Autoregression model(VAR),Cointegration and Vector Error Correction(VEC) model between various stock returns and macroeconomic variables,the monetary policy control variables are included in the model too in order to evaluate the interaction between asset returns and real economy.基于Lamont设立的经济跟踪指标组合体系,选择1997年5月至11月的数据构建了股市各项资产收益率与宏观经济指标之间的多元OLS回归模型(ETP)、向量自回归模型(VAR)、协整检验和向量误差修正模型(VEC),全面考察了我国股市资产收益率与宏观经济变量之间的互动关系。
3)VAR[vɑ:]向量自回归模型
1.VAR Model and Volatility Analysis:An Empirical Study to Shanghai and Shenzhen Stock Market in Price Limits System涨跌停板制度下沪深股市向量自回归模型及波动性的协整分析
2.Dynamic interactions between Taiwan direct investment in the mainland and trade across the Taiwan Straits have been analyzed with a vector auto-regression (VAR) model.基于向量自回归模型(VAR),可对台商大陆投资与两岸贸易彼此之间的动态关系进行分析。
3.The results suggest that a shock of one standard deviation of innovation of the tertiary industry to three industries in China in theVAR has the positive responses accumulatively;the shock to primary industry is also the positive responses;but the shock to secondary industry mainly displays the negative accumulative responses.基于向量自回归模型,运用脉冲响应函数方法探求了韶关三次产业间相互冲击的动态响应。
4)vector autoregressive model向量自回归模型
1.Through the construction ofvector autoregressive models and varying parameter models, the paper quantify the associated effects among automobile industry, national economy and specific industries.本文运用产业经济学中的产业关联理论,分析了汽车产业对国民经济的贡献,及其与上下游产业间的关系,通过构建向量自回归模型、变参数模型,量化研究了我国汽车产业的产业关联效应和波及作用,实际测度了汽车产业与宏观经济及特定产业间的关联度。
2.Based on the time sequential data from 1989 to and by using the impulse response function and forecast variance,this article establishesvector autoregressive model to analyze the dynamic relation between the price rise of agricultural means of production and the income of orange farmers.采用1989~的时序数据,通过建立向量自回归模型考量我国农资价格上涨与橘农收入之间的动态影响关系,并在对VAR模型进行残差检验和稳定性检验的基础上,运用脉冲响应函数和预测方差方法进行经济计量分析。
3.Then,the paper tests the linkages between technical standards and market factors empirically by calibrating avector autoregressive model in data of China.接着,文章运用向量自回归模型,对中国的技术标准与市场要素之间的关联度进行了经验研究。
5)Vector Auto-regression Model向量自回归模型
1.Based onVector Auto-regression Model, the paper applies the pulse response function and the difference decomposition to analyze the dynamic correla.本文突破了规范性研究的范畴,将财政政策对城镇化发展的支持进行量化,通过建立在向量自回归模型的基础上,运用脉冲响应函数和预测方差分解来研究财政政策和城镇化发展之间的动态相关性以及三者之间的交互响应情况和响应路径。
2.The paper discusses the relationship among savings, foreignexchange reserves and general money supply through the followingresearch methods -Vector Auto-regression Model and JohansenCo-integrating Test Model.本文以中国储蓄、外汇储备和广义货币供应量M2之间的关系问题为研究对象,采用了国外成熟的向量自回归模型(VAR:Vector Auto-regression)、Johansen协整检验模型等研究方法,建立了一个包括储蓄、外汇储备和广义货币供应量M2等三个变量在内的模型;之后,本文运用脉冲响应函数(IRF: ImpulseResponse Function)及Granger因果检验模型等方法对上述三个变量进行了全面研究。
3.After review the relationship between the carry-cost theory, storage theory, rational expectation theory and price discovery function and the way in which the futures market promote the function took effort, we use the vector auto-regression model and the cointegration to test the price discovery function of gold futures market in China.在简要回顾了持有成本理论、仓储理论和理性预期理论以及期货市场的交易制度安排与价格发现功能之间的关系之后,利用向量自回归模型和协整理论对中国黄金期货的价格发现功能进行了实证研究,研究结果表明:(1)中国黄金期货市场较为充分地发挥了价格发现的功能;(2)以纽约商品交易所的黄金期货价格为代表的国际黄金期货价格引导着中国黄金市场的期货和现货价格;(3)中国的黄金期货市场与国外的黄金期货市场之间存在显著的双向互动关系。
6)Recursive VAR递归的向量自回归模型
延伸阅读
多元线性回归模型分子式：CAS号：性质：假定从理论上或经验上已经知道输出变量y是输入变x1，x2，…,xm的线性函数，但表达其线性关系的系数是未知的，要根据输入输出的n次观察结果(c11，x21，…，xml，yi)(i=1,n)来确定系数的值。按最小二乘法原理来求出系数值，所得到的模型为多元线性回归模型。
