自回归模型 meaning in English
autoregressive model
var model
Examples
- 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。 - In the basis of that , the autoregressive model , which is very mature in the theory of linear time series , was used for establishing the future cash dividend predicted model . parameters were estimated by computer simulation
在这个基础上，本文利用线性时间序列理论上十分成熟的自回归模型( ar )建立了未来现金股利的预报模型，并通过计算机模拟技术对参数进行了估算。 - In the second part , we choose four stations on the basin which up the long - tan dam - site , and estimate a multidimensional auto regression model to model the daily discharge . then test the model and the simulate effect of the modified flood series
第二篇中选择龙滩坝址以上流域的四个站，通过建立多维自回归模型对其日流量进行随机模拟，然后对模型和模拟生成的洪水系列进行仿真效果检验。 - 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。