2) Generalized Forecast Error Variance Decomposition
广义预测方差分解分析
3) generalized forcast error variance decomposion
预测误差方差正交分解
5) forecasting error decomposition
预测误差分解
1.
According to VAR model, the author models forecasting error decomposition model to discuss the main factors which causes the cycle and evaluate the relative importance of these factor
本文利用ＶＡＲ模型建立了“预测误差分解模型”讨论了引起景气变动的几个主要因素并对其相对重要性进行评价。
6) variance decomposition
预测方差分解
1.
On the foundation of vector auto regression model,this paper identifies the long run equal relationship and the short run dynamic relationship,applies impulse response function and variance decomposition to make up empirical analysis,which refers to volatility of equipment manufacturing profit in Liaoning.
通过建立VAR模型,运用脉冲响应函数和预测方差分解的方法对辽宁省装备制造业利润增长的波动情况进行实证分析。
2.
Based on vector autoregressions(VAR) model,this paper measures the length of the impact lags of China’s financial policy by using impulse response function and variance decomposition comparatively and cross correlation.
基于向量自回归模型 ,本文利用脉冲响应函数和预测方差分解方法对我国金融政策的作用时滞做了具体测算。
3.
On the basis of explaining the effective theory and the transmission mechanism theory of monetary policy, by adopting cointegration test, vector autoregressive model(VAR) and variance decomposition, this paper has conducted an empirical study on the controversy monetary transmission mechanism of China with the data sample from 1984 to 2004.
本文在详细阐述货币政策有效性理论和货币政策传导机制理论的基础上，运用协整检验、向量自回归和预测方差分解等方法，围绕国内外学者争议较多的货币渠道和信贷渠道，对我国1984—2004年的货币政策传导机制进行实证分析。
补充资料：误差方差
分子式：
CAS号：
性质：表示随机因素引起的实验误差大小的方差。
CAS号：
性质：表示随机因素引起的实验误差大小的方差。
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