root n. 鲁特〔姓氏〕。 n. 1.(草木、毛发等的)根;根菜,食用菜根;根茎,地下茎;块根;有根植物,草木,草;〔pl.〕根菜类;(山)麓。 2.根本,根源,原因;本质;基础,根柢;【语言学】词根;根词;【数学】根数,根。 3.祖先;【圣经】子孙。 4.【音乐】和弦基音。 the root of a tooth 牙根。 the root of all evil 祸根。 the root of a gem 玉根〔毛玉的非玉部分〕。 a cubic [second, square] root 立方[平方]根。 at (the) root 根本上。 be at the root of 是…的根本[基础]。 by the root(s) 连根,从根部,从根源 (pull up by the roots 连根拔除,根除)。 get at [go to] the root of 追究…的根底,追查…的真相。 lay the axe to the root of 根本改革;治本。 root and branch 完全,都;彻底地,急进地。 strike at the root of 打击…的根部,彻底摧毁。 strike [take] root 生根;扎根;固定,固着。 to the root(s) 充分地;竭力地;彻底地。 vi.,vt. (使)生根;(使)固定;(使)固着;〔比喻〕深深种下,使根深蒂固。 Terror rooted him to the spot. 吓得他呆立不动。 root up [out] 连根拔除(杂草等);肃清(反叛等)。 adj. 根的;根本的。 a root idea 根本思想。 vt.,vi. (猪等)用鼻子掘(地);搜寻 (for)。 R-, hog, or die. 〔美国〕拚命干啊,不然就得饿死。 vi. 〔美俚〕应援,声援;支持,赞助;欢呼,喝彩。
( 3 ) how to design the bayesian test method about the parameter ' s linear hypothesis according to the relationship between the multivariate t distribution and f distribution . ( 4 ) the bayesian diagnosis and unit root test method about the random error series . ( 5 ) the bayesian mean value quality control chart when the variance is known and the mean value - standard error control chart when the variance is unknown 然后,研究了扩散先验分布下单方程模型参数的贝叶斯估计理论,证明了模型系数的后验分布为多元t分布,模型误差项方差的后验估计为逆gamma分布;根据多元t分布和f分布之间的关系,构造了模型系数线性假设检验的贝叶斯方法;根据hpd置信区间构造了随机误差序列自相关的贝叶斯诊断和单位根检验方法,并利用单方程模型的贝叶斯推断理论研究了方差已知时的贝叶斯均值控制图和方差未知时的贝叶斯均值?标准差控制图。
The relations hip between the real estate price and residents ' disposable income in china is analyzed from the point of view of economics theory , then based on the data from 20 provinces from 1990 to 2005 , the relations hip between the real estate price and residents ' disposable income in china is verified through unit roots test , cointegration test and long - term model test ; finally , the basic policy suggestions are proposed based on the conclusion of theoretical and case analysis 摘要从经济学理论的角度阐述了我国房地产价格与居民可支配收入的关系;然后基于1990 ~ 2005年我国20个省份组成的面板数据,通过单位根检验,协整检验,建立长期模型检验,验证了我国房地产价格和居民可支配收入的关系;最后根据理论和实证分析得出的结论,提出了基本的政策建议。
We research the stability of the three - factor model by using chow test and research the coefficient stationary by using unit root test , and forecast the coefficient of the model using arma 、 garch model . the results show that the model is instability in the long run , most coefficient is non - stationary , and we can preferably forecast the coefficient by using the arma 、 garch model . in the process of designing strategic investment portfolios and the strategic risk budgeting prevailing in resently which in order to control investment risk , the investors generally structure their portfolios in different industries 模型回归系数是测度投资对象系统风险的重要指标,我们利用chow检验对证券收益三因素模型结构的稳定性进行了分析研究,用adf检验对模型的三个回归系数的稳定性进行了实证分析,采用arma和garch模型对回归系数的预测能力进行了研究,结果表明组合三因素模型结构不稳定,但短期比长期结构稳定性要高;大部分组合回归系数时序稳定性较差,同时arma和garch模型对每个回归系数时间序列进行预测显示有较好的预测能力。
The fifth chapter " stock price arfima , garch and figarch model " introduced different kinds of time series models including fractal model , method such as analysis of variance ( anova ) and unit root test to test the stability of time series , method and criteria to estimate the arfima , garch and figarch model 第五章介绍了股票价格的分形时间序列模型,介绍了检验时间序列平稳性的方差分析和单位根检验方法以及非平稳的处理方法, arfima , garch和figarch模型的建模方法和股票市场的分形特征和股票价格的figarcll模型叭穴参数估计方法和估计准则。
Empirical analysis show that hierarchicalstructure panel data analysis model is the better one . finally , the dissertation study unit root test and cointegration of panel data set anddiscuss nonstationary of gdp and export annul data from 1992 to 2004 in the prc ’ sprovince , cities , and autonomous regions . empirical analysis show that the panel datahas a unit root , so it is nonststionary 并且考虑到中国内地省区市1992年至2004年的年度国内生产总值与对外出口贸易总额的面板数据集在中国内地东部、中部和西部的差异而设定了包括东部、中部和西部三个顶层效应以及各省区市的底层嵌套效应,利用建立的两层嵌套面板数据模型对多层嵌套面板数据集做了实证分析,得到了较好的两层嵌套拟合模型。