... 作一次差分后，序列就平稳了， yt yt - yt-1 0 ut （平稳过程）所以也称 yt 为差分平稳过程（difference- stationary process） 是 yt 序列的均值，原序列 yt 。的增长速度。
基于16个网页-相关网页
The article educed that the series of hard wheat futures and spot prices show their first-order difference stationary, I (1) process, by the unit root test.
通过单位根检验，确定硬麦期货与现货价格序列具有一阶差分平稳性即i(1)过程。
It is a controversial issue whether the output and productivity follow a trend-stationary or difference-stationary process in modern macroeconomic theory.
产出和生产率，究竟是趋势平稳，亦或差分平稳，是现代宏观经济学争论的重要议题。
应用推荐