1) Hasbrouck Variance Decompose
Hasbrouck方差分解
2) variance decomposition
方差分解
1.
Based on Granger Causal test and ADF test,a VAR model was developed and the impulse response function and variance decomposition method were employed for quantitative study of the relationships between the industrial output,industrial wastewater effluent,and technical efficiency of industrial water utilization.
工业化进程导致的工业废水排放量与工业用水技术效率有关,为了量化研究工业产值、工业废水排放量与工业用水技术效率三者之间的关系,对数据检验之后,建立VAR模型,运用脉冲响应函数和方差分解方法进行分析。
2.
On the base of the model,it analyzes the dynamic effects of the relationship between the highway and economic development by the pulse response function and the variance decomposition.
在模型的基础上,运用脉冲响应函数和方差分解分析了高速公路与经济发展之间的动态效应。
3.
On the basis of the result unit root test, we established the VAR model and practice co integration test, and constituted the ECM and carry out Granger causality test, and analyzed series of hard wheat future and spot price by using variance decomposition and impulse responses function.
在此基础上先建立VAR模型并进行协整检验,然后建立误差修正模型并进行格兰杰因果检验,最后对期货与现货价格序列进行方差分解和脉冲响应函数分析。
3) variance decomposition proportion
方差分解比
1.
In this paper,a new method based on condition index and variance decomposition proportion(CIVDP) is proposed to diagnose the presence,number and composition of multicollinearities which exist among the columns of the design matrix in Gauss-Markov model for surveying adjustment.
运用条件指标和方差分解比提出一种诊断设计阵复共线性的新方法———条件指标-方差分解比(CIVDP)法,该方法不但可以确定设计阵数据列之间复共线性关系的个数,而且可以确定每个复共线性关系存在于哪些数据列之间,并通过大量的模拟计算和实际应用验证该方法的有效性。
4) bias/variance decomposition
偏差/方差分解
1.
The selection of learning algorithms in meta-learning is investigated from the point of bias/variance decomposition as well as the effect of correlation on its accuracy.
提出一种元学习定义,从偏差/方差分解角度对元学习中学习算法的选取机制进行研究,得出了元级选用错误率低且偏差小的学习算法、基级学习算法按照错误率及方差从低到高排列的结论。
5) Variance decomposition analysis
方差分解分析
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：并合方差
分子式：
CAS号：
性质：是按加权方式计算出的各组的共同方差，当试验分m组进行，总的测定方差s2由m组的方差si2(i=1,2, …,m)共同决定。总方差，式中ni、fi和xi；分别为第i组的测定次数、自由度和平均值，xij是第i组的第j次测定值。
CAS号：
性质：是按加权方式计算出的各组的共同方差，当试验分m组进行，总的测定方差s2由m组的方差si2(i=1,2, …,m)共同决定。总方差，式中ni、fi和xi；分别为第i组的测定次数、自由度和平均值，xij是第i组的第j次测定值。
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