自回归误差 meaning in English
autoregressive error
Examples
- ( 2 ) when analyzing the testing method for the " day - of - week effect " , we considered the ols regression effect and the testing power will decrease because of the different variable in real securities data . we considered the identification . estimation and hypothesis testing of the linear regression model with one rank auto - regression ( ar ( 1 ) ) error ( 3 ) we considered how investors reasonably utilize the testing result of the " day - of - week effect " to direct the investment strategies after obtained it
( 2 )在对“周内效应”的检验方法进行分析时，考虑到实际证券数据由于具有异方差性，使得利用ols进行回归将导致回归效果和检验的势降低，我们对于具有一阶自回归误差的线性回归模型，仔细讨论了该模型的识别、估计和对相应参数假设检验的方法。