1) seasonal unit roots
季节单位根
1.
When data generation process is independent seasonal unit roots,the relation between variables may lend to spurious.
实际应用中,通常在回归模型中添加季节虚拟变量来消除季节性的影响,但是当数据生成过程是独立的季节单位根情形下会导致虚假回归现象的发生。
5) unit root
单位根
1.
Research on the difference between trend stability and unit root process with intercept;
趋势平稳与带常数项单位根过程的区别研究
2.
Unit Root Spurious Test for Time Series with Structural Change;
结构突变时间序列单位根的“伪检验”
3.
Analyzing Unit Root Spurious Test;
单位根“伪检验”解析——以GDP时间序列为例
6) unit roots
单位根
1.
Using a 12-year time series of the average house prices and the per capita annual income of urban residents,from China Statistic Year Book,the paper implements unit roots and cointegration tests as well as ADL and ECM models to find that the house prices and the income are cointergrated and have a longtime equilibrium.
本文利用我国12年住宅销售价格和人均实际收入数据,采用单位根检验和协整分析,结合分布自回归滞后模型和误差修正模型,发现房价与收入之间存在(1,1)阶协整和长期均衡增长关系,而收入则对房价的影响有两年的滞后关系,且短时期内对房价没有显著影响。
2.
The monthly import series was studied using the theory of seasonal unit roots, and the problems of the expression of unvariate seasonal time series and its seasonal characteristics can be solved by selecting the model structures.
用季节性单位根理论研究了我国月度进口量序列 ,通过模型形式的选择来解决单变量序列趋势规律的表达和季节性规律的识别问题。
补充资料：单位根
单位根 设n 是正整数，当一个数的n 次乘方等于1 时，称此数为n 次“单位根”。在复数范围内，n 次单位根有n 个。例如，1、－1、i、－i 都是4次单位根。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条