自回归移动平均模型 meaning in Chinese
autoregressive moving averagemodel
Examples
- Based on the rvarma model , the empirical analysis points out the facts that the conditional variances have a persistent effect on capital asset pricing in model with root
给出了基于“已实现”波动自回归移动平均模型的实证分析，指出当模型具有单位根时条件方差对资产定价的影响是持续的。 - Based on the rv - arma model , it is discussed that the persistence of conditional variances has a effect on capital asset pricing model ( capm ) from persistence viewpoint
在“已实现”波动自回归移动平均模型基础上，从条件方差持续性的角度，讨论了条件方差的持续性对资产资本定价模型的影响。 - Analyzed the change law of chinese textile clothing export by using autoregresse integrated moving average model . forecast the increase tendency of the export of chinese textile clothing in the future
摘要利用协整自回归移动平均模型分析了我国纺织品服装出口变化规律，对未来几年中国纺织品服装出口总额变化趋势进行了预测。 - By using autoregressive integrated moving average model and on the basis of chinese textile and clothing export data from january of 2000 to december of 2004 , this paper carries out forecast analysis for the chinese textile clothing export tendency of 2005 and 2006
摘要本文利用单整自回归移动平均模型，依据2000年1月至2004年12月中国纺织品服装出口额数据，对2005年和2006年中国纺织品服装出口走势进行预测分析。 - The corresponding models of realized volatility and realized covariance of time series of high - frequency finance are brought forward and the realized volatility - autoregressive and moving average ( rv - arma ) model and the realized volatility - vector autoregressive ( rv - var ) model are set up
摘要对高频金融时间序列的“已实现”波动和“已实现”协方差提出相应的模型并建立“已实现”波动自回归移动平均模型和“已实现”波动向量自回归模型。