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granger相关的网络例句

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The paper obtains some conclusions after many theories analysis and empirical tests: Firstly, Volume-price relativity is extensive: total volume or it's change, disassembled volume promoting price movement or it's change all has plus relativity to equilibria price. Secondly, there is unilateralisms Granger casuality in bullmarket, while there is bidirectional Granger casuality in bearmarket. There is not nonlinear Granger casuality in both markets. Third, Behavior finance has remarkable effects after contrasting to different investment conditions. Moreover, causality research by moving tendency can reflect the stable relation while usual causality research can't do. Fourth, it can be ture forecasing key period of tendency reversion by building volume-price elasticity coefficient containing composite information of volume-price and analysis methods of moving tendency.

本文大量的理论分析和实证研究得到以下结果:第一,量价之间的相关性具有广泛性,总成交量及变化、分解的促进股价变化的成交量及变化都与均衡价格收益有正相关关系;第二,在牛市中,收益和成交量之间存在单向的Granger因果关系,而在熊市中,收益和成交量之间存在双向的Granger因果关系,不论熊市和牛市,上证和深证量价间均没有非线性因果关系;第三,不同市场环境的比较中还发现行为金融在股市中的作用明显,通过比较发现依据运行趋势的因果关系分析能反映量价间的稳定关系,而常规因果分析方法却反映不出来;第四,通过建立包含量价信息的量价弹性系数指标和依据运行趋势的关键区域研究法,可以实现对趋势转变关键区域的预测。

The density is Granger of height and breast diameter, and the heightis Granger causality of the diameter too, but the diameter isn't the causality of the height when logging number equates 2. In the intercomparison of effects of the diameter, height and density each other, the effect of the height and density is far-reaching. The height and density should be paid more attention for maintaining its' effect on the diameter in forest management.

当滞后阶数为2时,密度是胸径、树高的Granger原因,树高是胸径的Granger原因,胸径不再是树高的Granger原因,说明胸径、树高、密度3个林分因子中,密度、树高的影响更深远,所以在森林培养时,一方面要更加注意林分密度,优化林木的营养空间,促进林木因子的全面生长,另一方面,也不能忽视对树高的培养,以维持树高对胸径的影响。

In the terms of methodology, this paper firstly apply the method of orthogonal decomposition of adjustment coefficient matrix in cointegation-VECM models proposed by Gonzalo and Granger (1995) and methodologies proposed by Gonzalo and Granger (1995) and by Darrat and Zhong (2002) respectively in China\'s academic circles.

2在方法论上,本文在国内学术界首次使用了Gonzalo和Granger(1995)有关协整—VECM模型调节系数阵的正交分解技术,以及Gonzalo和Granger(1995)、Darrat和Zhong(2002)提出的检验协整系统中的长期驱动力和短期驱动力的方法。

Granger causality tests show that there are unidirectional Granger causalities between electricity consumption and the explanatory variables.

Granger检验表明电力消费与解释变量之间存在单向的Granger因果关系。

The Granger causality test indicates herding and price volatility are related, implying herding is not able to make market more efficient. Transaction volume Granger casues herding, reconfirming that investors are sensitive to price changes in the markets.

最后,从不动产价格波动与从众行为之因果检定,指出从众行为无法促进不动产市场之效率,但从市场交易量与从众行为之因果检定,可确认不动产市场投资者有追随群体之现象。

If Danny Granger hadn't made it, you'd have to start thinking the players from also-ran teams weren't in the mix at all.

如果格兰杰不成功,你一定会开始考虑失败的球队!

In the second,third and forth section, we use Vector AutoRegression model, Granger Test of Causality and Pearson simple correlation to process the data set.

第二步,我们利用经济计量学中的向量自回归模型、格兰杰因果关系检验模型和pearson相关系数法对数据进行分析处理。

China's 1979-2004 data based on the use of cointegration analysis, vector autoregression, error correction model and Granger causality test theoretical analytical framework to study China's tax revenue and government expenditure on economic growth and short-term impact long-term relationship.

本文以我国1979—2004年数据为基础,运用协整分析、向量自回归、误差修正模型和格兰杰因果检验理论的分析框架,研究了我国税收和****支出对经济增长的短期影响与长期关系。

In the time series analysis, Granger causality is adapted to vector autoregression models to analyze the causal relationships among variables.

本文利用时间数列资料的特性,建立向量自我回归模型,再运用 Granger因果关系的概念,探讨台湾妇女劳动参与、婚姻、生育行为和劳动市场状况等相关变数的因果关系。

We divide Shanghai and Shenzhen stock markets into bear and bull market, and use the regression analysis and Granger test of causality to analyze the relationship between price and volume in different market background.

以上证指数的走势将股市划分为熊市和牛市,针对不同的市场背景,采用回归分析和Granger因果关系检验,分别对牛市和熊市的量价关系进行研究。

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推荐网络例句

The circulation, consumption and reproduction of the trilogy have not only testified to its historical significance and literariness, but also invested it with new meanings.

该三部曲的流通、消费与再生产不仅验证了其历史意义及文学性,而切还赋予它以新的意义。

If he thought that he could buy me off, he would be wrong.

如果他认为他可以收买我,那他就大错特错了。

Can I be excused today's lesson?

我可以不上今天的课吗?