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- ADF test was applied to test Shanghai Stock Index and its transaction volume. It was found that Shanghai Stock Index close value was a unit root process, the transaction volume was a trend stationary process and the market was efficient. 对上海证券指数收市价及成交量作了ADF检验 ;发现指数收市价存在有单位根 ;价格服从随机行走模型 ;成交量趋势平稳 ;市场是有效的 .
- the unit root process 单位根过程
- Time Trend Unit Root Process 趋势性单位根过程
- unit root process 单位根过程
- ADF unit root process 单位根过程
- Dickey fuller test for a unit root! 单位根检验!
- The new process is the root process of a new process group. 新进程是新进程组的根进程。
- ADF test is the most common method of unit root test. ADF检验是实际中最常用的单位根检验之一。
- Abstract:ADF test is the most common method of unit root test. 摘 要:ADF检验是实际中最常用的单位根检验之一。
- The results of these three tests indicate that the volatility process of SCI after shares separation reform has a unit root and displays strong persistence. 三种检验方法的结果都表明，股权分置改革后的上证综指收益率波动过程有单位根，波动呈现出很强的持续性。
- 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。
- Unit Root Processes 单位根过程
- Phillips,P.C.B.and P.Perron.Testing for a Unit Root in Time Series Regression[J].Biometrika,(75): p335-46. 陈磊.;中国转轨时期经济景气的测定和分析[J]
- Phillips, P. and P. Perron, 1988, “Testing for a unit root in time series regression”, Biometrika, 75, pp.335-46. 俞海琴、谢德宗和林师模，1994，“以时间序列频谱分析方法探讨整合与分隔市场理论对台湾股市适用性之研究”，台大管理论丛，5(1)，页113-64。
- We analyzed the monthly real estate index of Shanghai from July 2000 to March 2004 through unit root test, EG two-|step standard and VAR model. 本文采用单位根检验、EG两步法(EngleandGranger,1987)和VAR模型(sims,1980)对上海房地产市场2000年7月到2004年3月的月度数据进行分析。
- It takes longer to dry out at lower temperature and the prolonged wetness may affect certain plant growth or rooting process. 在低温下要让水乾掉需要较长的时间;拖长的潮湿可能影响某些植物生长或发根过程.
- This paper approved that the Brent futures market is efficient within 5 months through the unit root test and the cointegration test. 本文利用单位根检验和协整关系检验验证了Brent原油期货市场的有效范围,发现其在5个月内是有效的。
- The unit root test method in econometrics is used to examine the stationarity of five economic indexes about Zhongguancun Science Park. 利用计量经济学中的单位根检验法对中关村科技园区的5个经济发展指标作了平稳性检验,结果显示5种经济指标的最终检验结果都具有平稳性。
- It's a primer problem of unit root test that establishing the null hypothesis reasonably, which is not studied deeply up to now. 摘要原假设的合理设定是单位根检验的首要问题，至今尚无学者对此进行深入研究。
- In the real life analysis on CEV model (Constant Elasticity of Variance Model),its unit root test is long been ignored or at most Dickey-Fuller Test is accepted as a valid test. 在应用CEV模型(ConstantElasticityofVarianceModel)的实证分析中,其单位根检验一直被忽略或者被默认可以使用迪基-富勒检验。
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