| 1. | There exist positive serial correlation among the residuals 残差之间存在正的序列相关。 |
| 2. | Empirical likelihood ratio test for serial correlation in partial linear model 部分线性模型序列相关的经验似然比检验 |
| 3. | The test statistic is 0 . 598 , indicating strong positive serial correlation 统计量为0 . 598 ,说明存在很强的正的序列相关性。 |
| 4. | We also analysis the heteroskedasticity of serial correlation and find the linkage between the serial 所以,股票的成交量与它的市场价格有效性之间存在一定的联系。 |
| 5. | To see how serial correlation looks like , we need to plot error terms against time , if we know the error terms 如果我们知道误差项,为了看出序列相关的样子,我们需要画出它和时间的关系。 |
| 6. | The six sigma black belt should be able to correctly apply ewma charts to a process with serial correlation in the data 6西格玛黑带应能正确的将指数加权移动平均图应用到一个在数据上连续相关的过程。 |
| 7. | This paper tests by examining the autocorrelations of the daily returns . neither public information nor private information will generate significant serial correlation , 公共消息和私有信息不能促使股票收益产生明显的自相关,然而若交易噪声存在,则股票收益应该是自相关的。 |
| 8. | However , based on non - linear method , fmh depicts the facts of stock markets . secondly , this treatise summarize the methods of how to test the efficiency of stock markets , such as serial correlation test , run test , and filter test 本章首先阐述了文章的选题背景、选题意义以及选题目的;其次,分别综述了国外、国内研究动态;然后,总结了全文的研究思路和方法;最后,指出文章可能的创新之处。 |
| 9. | Controlling time - specific and province - specific factors and serial correlation , we find there is conditional convergence of regional disparity for province - based rural development and internal disparity among the east , the middle and the west of china 检验结果显示,在考虑了时间和省份特殊效应、序列相关等因素的影响后,中国各省农村发展差距以及东中西部地区农村发展的内部差距均存在条件性收敛。 |
| 10. | We empirically test the return serial correlation of shanghai stock market under the vr ( variance ratio ) test framework . we suggest that the test results of index and individual stocks are consistent with the exist results . the index return is positive serial correlation and individual stocks returns are weakly negative serial correlation 2 .我们使用高频交易数据,在方差比检验的框架下检验了上海证券市场收益率的序列相关性,我们发现在市场指数和个股样本方面的检验结果与以往的研究结果存在一致性,即指数收益率存在正序列相关性,而个股收益率存在弱负序列相关性。 |