Subsequently it establishes error correction models to describe short-term dynamic change and carries on forecastvariance decomposition.
在此基础上建立了描述上海城市竞争力短期动态变化的误差修正模型,并进行了预测方差分解。
2
Using EWMA to forecast the portfolio's dynamic transferred variance-covariance matrix, we can get more reasonable and precise dynamic transferred coefficient matrix.
采用EWMA模型预测动态变化的方差-协方差矩阵,从实证的角度得到更精准的动态迁移相关系数矩阵。
3
P/L forecast and variance analysis based on in-depth understanding business to estimate revenue, cost and OPEX.