1) Generalized Forecast Error Variance Decomposition
广义预测方差分解分析
3) analysis of general variance
广义方差分析
4) 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。
5) generalized forcast error variance decomposion
预测误差方差正交分解
补充资料：广义
范围较宽的定义（跟‘狭义’相对）：～的杂文也可以包括小品文在内。
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