Chaper three has tested the qualitative conclusion quantitatively by the Cointegration Theory, Error Correction Model and Granger Causality test.
第三章运用协整理论,误差修正模型及格兰杰因果关系检验对定性分析结论进行了实证定量分析检验。
In the empirical study, the synergistic integration and Granger causality test, and error correction model by textile clothing effect factor of the short term dynamics.
在实证研究中,本文对相关数据进行了协整和格兰杰因果检验,并通过误差修正模型研究了纺织品服装出口影响要素的短期动态关系。
Moreover, the model can test if there exists the long-term or short-term Granger causality relation between variables.
该模型还可以进一步检验变量之间的因果关系是长期或短期的因果关系。
The paper makes use of Granger causality test and GARCH model to tests the return spillover and volatility spillover effect.
本文将利用两步法的GARCH模型对股票市场和权证市场的均值溢出和波动溢出进行检验。
The paper USES multivariable integration test and Granger causality test based on vector error correction model and analyzes the relationship between Chinas energy consumption and economic growth.
为了探究影响中国能源消费增长的内在规律,文章运用协整分析方法对能源消费与产业结构变化之间的关系进行了定量分析,并建立了向量误差修正模型。
The paper USES multivariable integration test and Granger causality test based on vector error correction model and analyzes the relationship between Chinas energy consumption and economic growth.
为了探究影响中国能源消费增长的内在规律,文章运用协整分析方法对能源消费与产业结构变化之间的关系进行了定量分析,并建立了向量误差修正模型。
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