cointegration

基本解釋

Unit-root test; Cointegration test and so on.
統(tǒng)計(jì)數(shù)據(jù)的檢驗(yàn)
There is a cointegration relation between spot price and FFA price.
遠(yuǎn)期運(yùn)費(fèi)價(jià)格和現(xiàn)貨價(jià)格之間存在協(xié)整關(guān)系;
Unit root testing is the foundation of cointegration model and VEC model.
摘要單位根檢驗(yàn)是協(xié)整建模及誤差修正分析的基礎(chǔ)與前提。
There is a cointegration relationship and long run equilibrium among TXF, T50Index and T50ETF .
一、三變數(shù)存在共整合現(xiàn)象，顯示具有長(zhǎng)期的均衡關(guān)系。
Combining with R/S analysis, a practical algorithm for judgment of the nonlinear cointegration was worked out.
最后結(jié)合R/S分析，給出一個(gè)判斷非線性協(xié)整關(guān)系的實(shí)用算法。