向量自回归模型 meaning in English
vector autoregression
Examples
- 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。 - Taking chinese only feed industrial futures - soybean meal futures in dalian commodity exchange as examples , this article examines the dynamic relationship between the prices of spot and futures , and discloses the role of futures market plays in price discovery quantitatively , using var model , cointegration test , error correction model , variance decomposition and impulse responses function methods , etc
摘要本文借助向量自回归模型、协整检验、误差修正模型、方差分解、脉冲响应函数等方法，以中国唯一的饲料工业期货大连商品交易所豆粕期货品种为例，研究了期货价格与现货价格之问的动态关系，定量刻画了期货市场在价格发现中的作用。 - I find that the chinese stock market size was significantly and positively correlated with economic growth and saving deposits rate , even after controlling for other growth inducing variables . on the basis of this , the dynamic interaction relationship between stock market development and economic growth of china is examined in a bivariate vector autoregression ( var ) framework . i find there is one positive cointegration between stock market capitalization and economic growth , uni - directional causality from gdp to the stock market capitalization , but the stock market shock can influence the output positively
我们在两变量向量自回归模型框架下考察了中国经济增长与股票市场发展之间的动态互动关系：股市规模与总产出之间存在着正向的协整关系，表明两者在长期上是均衡发展的；格兰杰因果检验显示两者间存在着经济增长股票市场规模发展的单向因果关系，冲击响应分析结论指出股票市场和经济增长之间有着一种互动关系，股票市场和经济增长的正向变动均会给对方带来永久的正向影响，但目前股票市场冲击对产出的这种影响还很微弱。 - Therefore , under open economy , study to the effects of balance of payments , an economic parameter representing trade changes between domestic and foreign countries , on domestic macroeconomic process has theoretical and practical significance for china that joins international economy . although balance of payments problems are almost included in international economics , this thesis mostly pays attention to open economics problems based on the monetary approach
在上述分析的基础上,利用granger影响关系检验、协整检验和arma模型、误差修正模型、向量自回归模型、离散选择模型等经济计量方法,在开放经济条件下对中国国际收支项目与国内宏观经济变量之间的长期动态影响关系和传导机制进行了实证研究。 - The rural finance mechanism is perfect and the development has the pivotal function to the rural economy development . the researches on finance and rural economy development question are so many , but the questions which grow to the rural economy development and the farmer income are not so many that research credit aid with the gauging device , therefore , this article establishes much yuan
研究金融与农村经济发展的问题的文献不少,以计量方法研究信贷支持对农村经济发展及农民收入增长的问题不多,因此,本文通过建立多元时间序列及向量自回归模型分析影响农民收入增长的因素,然后建立相应的预测模型。