查询词典 serial correlation coefficient

In this paper, ARCH effects and serial correlation of stock returns are tested.

本文检验了我国股市的 ARCH效应和序列相关性。

When r is positive and large, first differencing can eliminate most of the serial correlation.

当r 为正而且很大时，一阶差分可以消除大部分的序列相关性。

Therefore, it is necessary to test the presence of serial correlation and heteroscedasticity before statistic inference.

因此，在统计推断之前，检验模型是否存在序列相关和异方差很有必要。

If so have you accounted for serial correlation and the reduction in degrees of freedom brought about by correlating smoothed series ?

如果是的话，你对序列的相关性和由相关的平滑序列所导致的自由度降低作出解释了吗？

This basic method can be extended to allow for higher order serial correlation, ARq

这个基本模型可以被扩展为允许更高阶的序列相关性，ARq

The same respondent may also cause serial correlation problem in the panel data of three waves.

在三期的经纬数据中，相同受访者的不同期数据间可能有序列相关的问题。

When the model is heteroscedastic, we can face with the same problems as serial correlation.

若模型存在异方差性，也会存在同样的问题。

The results of qualitative analysis of EDZ and time serial displacement grey correlation analysis indicate that the method is credible.

用反演所得的参数值对第7步开挖引起的位移增量和松动圈变化进行计算分析，结果表明该方法的正确性。

The Six Sigma Black Belt should be able to correctly apply EWMA charts to a process with serial correlation in the data.

六西格玛黑带应该能够正确的将指数加权移动平均图应用的一个在数据上连续相关的过程。

To see how serial correlation looks like, we need to plot error terms against time, if we know the error terms.

如果我们知道误差项，为了看出序列相关的样子，我们需要画出它和时间的关系。

What was it that made you want to change sider ?

是什么使你临阵倒戈？

I don't know what he wants, but let's play along with him.

我不知道他要干什么，可我