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johansen cointegration test
释义
johansen cointegration test
网络
共整合检定;协整关系检验;约翰森协整检验
网络释义
1.
共整合检定
3.3.1 Johansen
共整合检定
(
Johansen Cointegration Test
) . . . . . . . . . . . . . . . . . 83.3.2 向量误差修正模型(Vector Err...
etd.lib.nsysu.edu.tw
2.
协整关系检验
5.2.2
协整关系检验
(
Johansen Cointegration Test
)54-55
cdmd.cnki.com.cn
3.
约翰森协整检验
...的技术手段,如:迪克 - 富勒检验 (ADF) 、
约翰森协整检验
(
Johansen Cointegration Test
) 、向量自回归检验 (VAR)和向量误差 …
www.docin.com
4.
试作约翰逊协整检验
...ated of order 1,记作I(1)),则
试作约翰逊协整检验
(
Johansen Cointegration Test
)协整检验, 探测变量之间是否存在长期稳定 …
www.docin.com
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更新时间:2025/8/3 15:28:22