作业帮 > 英语 > 作业

英语翻译we first evaluated individual time series for the presen

来源:学生作业帮 编辑:大师作文网作业帮 分类:英语作业 时间:2024/11/10 17:30:29
英语翻译
we first evaluated individual time series for the presence of a unit root by the Augmented
Dickey-Fuller (Dickey and Fuller,1981,hereafter ADF) and Phillips-Perron (Phillips and
Perron,1990,hereafter PP) tests.In essence,ADF and PP examine whether a time series is
stationary by taking into account the heteroscedasticity in the time-series data.If the unit
root hypothesis is rejected,it means that a time series is stationary.If the unit root hypothesis
is not rejected,the series is non-stationary.
The purpose of our approach is to insure that the test results are robust in the presence of drifts and trends.9
The PP test may be more appropriate if autocorrelation in the series under investigation is
suspected.The statistics are transformed to remove the effects of autocorrelation from an
asymptotic distribution of the test statistic.The formula for transformed test statistics is
given in Perron (1988).The lag truncation related to the PP test is determined by Newey
and West (1987).In both the ADF and PP tests the Mackinnon (1991) critical values are
used.
英语翻译we first evaluated individual time series for the presen
我们首先评估个人的时间序列存在一个单位根的增量
Dickey和Fuller,Dickey-Fuller(1981年)和Phillips-Perron,以后传导(菲和
Perron,1990,以下简称PP)测试.在本质上,传导和PP能否时间序列
通过考虑到静止的异方差性在时序数据.假如单位
根假说是拒绝,它意味着一个时间序列是固定的.假如单位根的假说
不拒绝,这部连续剧的时变性.
我们的方法的目的是保证在测试结果具有很强的鲁棒性和趋势9飘过的存在
聚丙烯(PP)测试可能更合适,如果在这个系列赛中自相关函数在调查
疑似病例.这些统计数字转化为去除的影响,自相关函数从一个
渐近分布的测试的统计.试验对该公式进行了改造.统计是
给出了Perron(1988).截断相关滞后聚丙烯(PP)测试是由内韦
和西(1987).在这两种配合和PP检验了麦克基侬(1991)至关重要的价值观