variance decomposition
常见例句
- Subsequently it establishes error correction models to describe short-term dynamic change and carries on forecast variance decomposition.
在此基础上建立了描述上海城市竞争力短期动态变化的误差修正模型,并进行了预测方差分解。 - Basing on the VAR model, we use the impulse response function and variance decomposition method to analyzed the dynamic effect of the change of GDP and income on the housing price.
本文通过建立VAR模型,通过脉冲响应函数与方差分解的方法,研究了GDP与居民可支配收入变化冲击对房地产价格的动态影响。 - The Granger causality test, generalized impulse response function, and variance decomposition analysis were used to study the relation between real estate development investment and the GDP in China.
通过广义脉冲响应分析和方差分解分析,研究当前中国房地产开发投资和GDP相互之间的脉冲响应特性。 返回 variance decomposition