伪回归 meaning in Chinese
spurious regression
Examples
- Strong the relationship of tax and economy , adjust the structure of budgetary expenditure … ) and some points need further research ( e . g . the analysis of tax structure … ) this paper adopt unit root test , cointegration test and ecm model to solve the spurious regression of traditional forecast model . var model has good forecast effect and stepwise regression can solve multicollinearity
本文在继承前辈研究成果的基础上力争有所突破,在研究方法上,针对传统税收预测模型存在的某些缺陷,采用单位根检验、协整检验及ecm模型解决困扰计量经济学界多时的伪回归问题; grange因果关系检验、 var模型被证明具有较好的预测效果;逐步回归则有效的克服了多重共线性带来的问题。 - According to a lot of research both from international and domestic , economic data acts as unit root process , so the economic index which have no correlation with each other will demonstrate marked correlativity ( known as suprious regression ) . we should see whether the economic phenomenon has relation with others in the regression model , otherwise the result will not properly reflect the relationship between the economic index
根据国内外大量研究成果表明，经济数据往往是单位根过程，如此一来，对于并没有相互关系的经济指标，就会显出它们之间具有显著的相关关系(称为“伪回归” ) ，因此，如果直接使用回归模型，而不对经济现象本身是否具备回归模型所必需的特性进行检验和分析，其结果不能正确地反映经济指标之间的相互关系。