向量自回归(VAR),vector autoregression
1)vector autoregression向量自回归(VAR)
2)Impulse-response FunctionVAR(向量自回归)
3)VAR model向量自回归(VAR)模型
4)VAR[vɑ:]向量自回归模型(VAR)
5)vector autoregressive向量自回归
1.Focusing on the demand of wind turbine aerodynamics and structural analysis, a novel vector autoregressive method for 3-dimmentional wind speed simulation is presented.针对风力发电机空气动力学和结构分析的要求,提出一种新的向量自回归(vector autoregressive,VAR)三维阵风速场仿真方法。
2.The error correction model and vector autoregressive model between the two variables were set up.基于1985~2004年数据,运用协整理论分析了浙江省固定资产投资增长率与GDP增长率的均衡关系,并建立了它们之间的误差修正模型(ECM)和向量自回归(VAR)模型。
3.Using the weekly data on the SSE(Shanghai Stock Exchange) bond market from 2001-09-01 to 2005-02-28,the expectations hypothesis of the term structure was tested and analyzed with the modern financial econometric methods of regressive analysis,unit root test and vector autoregressive.采用上海证券交易所债券市场2001-09-01到2005-02-28的每周国债收盘价格为研究样本,利用回归分析、单位根检验以及向量自回归这些现代金融计量方法对利率期限结构的形成假设理论进行验证和剖析,并提出了利用EGARCH-M模型来刻画某些长短期利率间期限溢价的动态变化特征。
英文短句/例句

1.The Simulation and Forecast of Shanghai Stock Index Based on Vector Autoregression Model;基于向量自回归方法的上证指数模拟和预测
2.The vector autoregressive model of Chinese industrial structure trend analysis;中国产业结构趋势分析的向量自回归模型
3.Vector Autoregressive Model Selection Based on Gibbs Sampler;基于吉伯斯样本生成器的向量自回归模型选择
4.Empirical Analysis of the VAR Model on Exchange Rate Microstructure汇率微观结构决定的向量自回归模型实证研究
5.A Research on the Relationship between Stock Price and Macroeconomic Variables Based on Vector Autoregression Model;基于向量自回归方法的股票价格与宏观经济变量关系研究
6.Research on the Influence Factors of the Stock Return Volatility with Vector Regression Approach and Variance Decomposition;用向量自回归和方差分解研究股票收益波动的影响因素
7.The Research on the Effectiveness of Monetary Policy Transmission Mechanism Based on Vector Autoregressive Model;基于向量自回归模型的我国货币政策传导机制有效性研究
8.The Analysis of Factors Influencing Technology Progress of China--An Empirical Study Based on VAR model;中国技术进步影响因素研究(1981~2006年)——基于向量自回归模型实证分析
9.Empirical Analysis of Chinese Price Fluctuation Based on SVAR Model基于结构向量自回归模型的我国物价波动实证分析
10.VAR Model and Volatility Analysis:An Empirical Study to Shanghai and Shenzhen Stock Market in Price Limits System涨跌停板制度下沪深股市向量自回归模型及波动性的协整分析
11.An Online Learning Algorithm of Support Vector Regression Based on Natural Gradient基于自然梯度的支持向量回归在线算法
12.Adaptive Weighted Least Square Support Vector Machine Regression and Its Application自适应加权最小二乘支持向量机回归及应用
13.Regress our first independent variable x1 on our second independent variable x2 , and then obtain the residual .将第一个自变量向第二个自变量进行回归,然后得到残差。
14.Optimization of Calibration Interval for Automatic Test System Based on Support Vector Regression基于支持向量回归的自动测试系统校准间隔动态优化
15.A Stepwise Regression--Autoregression Mathematical Model of Multiple Dependent Variables for Predication the Preperties of Water in X lakeX湖水质预测的多因变量逐步回归——自回归模型
16.Research on Automated Regression Testing Technologies of GUIs;面向GUI的自动化回归测试技术研究
17.Going against Superior and Regression--A Brief Discussion on Trend of Natural Science in the 21st Century;僭妄与回归——简论21世纪自然科学走向
18.Research on Model Selection for Support Vector Regression and Application of It;支持向量回归的模型选择及应用研究
相关短句/例句

Impulse-response FunctionVAR(向量自回归)
3)VAR model向量自回归(VAR)模型
4)VAR[vɑ:]向量自回归模型(VAR)
5)vector autoregressive向量自回归
1.Focusing on the demand of wind turbine aerodynamics and structural analysis, a novel vector autoregressive method for 3-dimmentional wind speed simulation is presented.针对风力发电机空气动力学和结构分析的要求,提出一种新的向量自回归(vector autoregressive,VAR)三维阵风速场仿真方法。
2.The error correction model and vector autoregressive model between the two variables were set up.基于1985~2004年数据,运用协整理论分析了浙江省固定资产投资增长率与GDP增长率的均衡关系,并建立了它们之间的误差修正模型(ECM)和向量自回归(VAR)模型。
3.Using the weekly data on the SSE(Shanghai Stock Exchange) bond market from 2001-09-01 to 2005-02-28,the expectations hypothesis of the term structure was tested and analyzed with the modern financial econometric methods of regressive analysis,unit root test and vector autoregressive.采用上海证券交易所债券市场2001-09-01到2005-02-28的每周国债收盘价格为研究样本,利用回归分析、单位根检验以及向量自回归这些现代金融计量方法对利率期限结构的形成假设理论进行验证和剖析,并提出了利用EGARCH-M模型来刻画某些长短期利率间期限溢价的动态变化特征。
6)vector auto-regression向量自回归
1.Using Vector Auto-regression model and Impulse Response Function,this article investigates the dynamic correlation between development of urbanization and the level of consumption.从定量的角度,采用向量自回归模型,运用脉冲响应函数对我国城市化和全国平均消费水平进行了动态性研究,揭示了两者内在的相互促进方式。
2.By establishing the vector auto-regression time series model,the authors use least square algorithm to estimate the model s parameter matrix and predict the time-varying parameters of a time-varying auto-regression (AR) model.本文对一般时变自回归模型(TVAR)的时变系数提出一种估计方法,即建立一个关于时变系数的向量自回归时间序列模型,利用最小二乘方法计算其系数矩阵,在此基础上预测时变系数,从而得到时变自回归序列的点预测,另外给出了点预测和区间预测的方法。
3.This paper tests the response of economic growth to the investment since 1978 using vector auto-regression model, and the result shows that investment, during the whole period, has the obvious short effects, and the response elasticity is significantly less than one.本文利用向量自回归 (VectorAutoregresion)模型中的脉冲响应函数检验了中国自 1 978年以来经济增长对投资的响应路径 ,结果发现 ,在整个期间 ,投资具有非常明显的短期性 ,而且经济增长率对投资的响应弹性在大多数的时间显著小于 1 ,这也说明了投资仍然是粗放型的 ,而不是集约型的。
延伸阅读

自回归自回归auto - regression 自回归【auto一比g,551.;a.:operpece,,〕 给定随机序列{戈、;n一0,土1】}中的值戈与其先行值弋l…‘戈,的回归依赖关系m阶线性自回U刁由X。与刃二一*(天=l…,m)之间的线性回归(regresslon)方程来定义,即 弋二刀,弋!十…+尹,戈一。+气,(*)这里刀、,二,几为常数,而随机变量:。同分布,具有均值O和方差62,且为不相关的(有时假定它们独立)在描述某些时间序列(time series)时,自回归是一个有用的随机模型(线性自回归的概念是G.丫ule在1921年提出的)它用于分析描述一个系统的时间序列,该系统在其内力与随机的外来冲击的作用厂产生振动.自回归(*)可看作是一个特殊类型的随机过程—自回归过程(auto一regresszonProcess).