向量自回归模型 meaning in Chinese
vector autoregression
Examples
- Moreover , we analyze the persistence of multi - asset portfolio which follows a rv - var process
又进一步讨论了多资产组合条件下， “已实现”波动向量自回归模型持续性对组合投资的影响。 - It exists a relatively stable relationship between the fluctuations of the stock price and macroeconomic variables , and it is the embodiment of the macroeconomic efficiency of the stock market
本文利用自回归分布滞后模型和向量自回归模型分别对我国股票价格和通货膨胀的关系进行了实证分析,并关注了货币政策在其中的作用。 - The paper analyses the relationships between the foreign reserves of china and the price index based on the cointegration method and vector error correction model of a variable vector auto - regressive ( var ) model
摘要本文运用多变量向量自回归模型( var )的协整分析方法与向量误差修正模型对我国外汇储备与物价指数之间的关系进行了实证检验。 - The second part is a introduction to methods and models : vector autoregression , the cointegration of vector autoregression , and impulse response function and variance decomposition , which is on the basis of vector autoregression
第二部分是模型方法介绍。介绍了向量自回归模型，向量自回归模型中的协整，以及基于向量自回归模型基础上的脉冲响应函数与方差分解。