cointegration
基本解释
- 共整合现象
英汉例句
- Unit-root test; Cointegration test and so on.
统计数据的检验 - There is a cointegration relation between spot price and FFA price.
远期运费价格和现货价格之间存在协整关系; - Unit root testing is the foundation of cointegration model and VEC model.
摘要单位根检验是协整建模及误差修正分析的基础与前提。 - There is a cointegration relationship and long run equilibrium among TXF, T50Index and T50ETF .
一、三变数存在共整合现象,显示具有长期的均衡关系。 - Combining with R/S analysis, a practical algorithm for judgment of the nonlinear cointegration was worked out.
最后结合R/S分析,给出一个判断非线性协整关系的实用算法。