cointegration test
,Testsforcointegrationassumethatthecointegratingvectorisconstantduringtheperiodofstudy.Inreality,itispossiblethatthelong-runrelationship ...,,Atestofcointegrationisatestofwhetherˆtuisstationary.Thisisdeterminedby.ADFtestsontheresiduals,withtheMac...
16.3 Cointegration
- 共整合
- cointegration統計
- cointegration test
- cointegration檢定
- engle granger
- cointegration共整合
- cointegration中文
- cointegration analysis中文
- cointegration test中文
- cointegrating中文
- 共整合檢定
- engle granger test
- Cointegration pair trading
- Johansen test
- unit root
- I 1 process
- Cointegrated VAR
- 共整合 cointegration
Then,aDickey-Fullertestisusedfortestingthehypothesisthatztztisanonstationaryseries.ThisisknownastheEngle-GrangerAugmentedDickey-Fuller ...
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