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  • 匿名
关注:1 2013-05-23 12:21

求翻译:实际生活中,时间序列通常都是一个随机游走的过程。为了避免“伪回归”,应首先对时间序列数据进行单位跟检验。根据AIC准则进行自动判定滞后阶数,时间序列Y、X1、X2、X3的ADF统计值明显大于个显著水平临界值,表明四个变量为非平稳序列,经过二阶差分后,在10%水平下平稳,有Y-I(2)、X1-I(2)、X2-I(2)、X3-I(2),这就说明数据可以做回归分析。是什么意思?

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实际生活中,时间序列通常都是一个随机游走的过程。为了避免“伪回归”,应首先对时间序列数据进行单位跟检验。根据AIC准则进行自动判定滞后阶数,时间序列Y、X1、X2、X3的ADF统计值明显大于个显著水平临界值,表明四个变量为非平稳序列,经过二阶差分后,在10%水平下平稳,有Y-I(2)、X1-I(2)、X2-I(2)、X3-I(2),这就说明数据可以做回归分析。
问题补充:

  • 匿名
2013-05-23 12:21:38
Real life, the time series is usually a random walk process. In order to avoid the "spurious regression", you should first unit with the test of time series data. Aic criteria to determine the lag order of y-time series, x1, x2, x3 adf statistics significantly greater than the significant level thre
  • 匿名
2013-05-23 12:23:18
In real life, and the time sequence is usually a random tour of the process along. In order to avoid the "return FALSE" and should be first in a time series data with unit testing. In accordance with guidelines for AIC lag automatically determined number of steps, time series, X Y X 2, 1, and 3 of X
  • 匿名
2013-05-23 12:24:58
In the practical life, the time series all are usually a process which walks randomly stochastically.In order to avoid “the false return”, should first carry on the unit to the time series data with the examination.Carries on the automatic determination lag exponent number according to the AIC crite
  • 匿名
2013-05-23 12:26:38
In real life, time series are usually a random walk process. In order to avoid "pseudo-regression", first time series data for unit testing. According to AIC guidelines for automatically found lag order number, time sequence y, and X1, and X2, and X3 of ADF statistics value obvious is greater than a
  • 匿名
2013-05-23 12:28:18
正在翻译,请等待...
 
 
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