serial correlation

serial correlation什么意思,serial correlation翻译

基本解释

un.: 序列相关
网络: 序列相关性

英汉解释

• 序列相关

例句

• It is not clear how much of an issue this is; none of the 1024 elements results had serial correlation.

  这个问题的影响程度不明确；1024个元素的所有结果没有序列相关性。

• Mr Smithers shows that this conclusion is empirically false: stock markets exhibit "negative serial correlation" .

  史密瑟斯提出，从经验来看，这一结论是错误的：股市呈现的是“负序列相关”。

• Testing for serial correlation has long been a standard practice in applied econometric practice analysis.

  回归模型的序列相关检验是经济和金融数据分析中的一项重要的工作。

• In tins paper, we propose a test statistic for testing serial correlation in linear measurement error model.

  基于最小二乘残差，作者提出了一个检验统计量以检验线性度量误差模型的误差序列是否存在序列相关性。

• In this paper, ARCH effects and serial correlation of stock returns are tested.

  本文检验了我国股市的ARCH效应和序列相关性。

• The positive serial correlation caused by nonsynchronous trading and nonsymmetry of feedback trading are also considered in the model.

  实证模型还考虑了非同步交易引起的正序列相关以及反馈交易的非对称性。

• Historically, systems have worked because of serial correlation.

  系统对过去有用是由于一些关联。

• Spurious Regression in Panel Data With General Serial correlation--Asymptotic and Finite Sample Properties of the Estimators

  一般序列相关下面板虚假回归研究--估计量的渐进分布和小样本性质

• The Treatment of Heteroscedasticity and Serial Correlation in Econometric Models

  计量经济模型中的异方差和序列相关问题

• Empirical Likelihood Ratio Test for Serial Correlation in Partial Linear Model

  部分线性模型序列相关的经验似然比检验