因果关系检验
- 网络Granger causality test;granger causality testing;causality testing
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其次,运用这一期间信息技术产业的实际产值和实际GDP数据进行格兰杰因果关系检验,发现信息技术对总产出的影响具有滞后性,滞后期为4年。
Second , By the Granger Causality Tests using the actual data , we also found the contribution of the information technology to economic growth have hysteresis , the lag is 4 years .
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本部分首先采用Granger因果关系检验和协整分析的方法,分析人民币汇率与上证A、B股指数的因果关系及其长期均衡关系。
This section use Granger causality tests and co-integration analysis method to analyze causality and long-run equilibrium relationship between RMB exchange rate and Shanghai a-share and b-share index firstly .
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基于Granger因果关系检验的居民储蓄影响因素分析
Analysis the Factors of Household Savings Based on Theory of Granger Causation
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Granger因果关系检验在攻击检测中的应用研究
Application research based on Granger causality test for attack detection
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Granger因果关系检验方法是其中最重要、也是被使用最广泛的方法。
Granger causality test is one of the most important and popular methods .
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定量分析方法采取的是现代计量经济学方法&ADF单位根检验、Granger因果关系检验法和最小二乘法。
Quantitative methods include ADF , Granger causality test and ordinary least squares .
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能源消费与出口贸易的协整及Granger因果关系检验&以山东省为例
Co-integration and Granger Causality Test on the Relation between Energy Consumption and Export
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格兰杰因果关系检验揭示了石油价格冲击和GDP之间存在单向的因果关系。
The test for Granger causality between the variables reveals that a uni-directional causality relationship exist from oil price shocks to GDP .
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研究了Granger因果关系检验在小样本下的适用性。
This paper studies the applicability of the Granger causality test for small samples .
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Grange因果关系检验、VAR模型被证明具有较好的预测效果;逐步回归则有效的克服了多重共线性带来的问题。
VAR model has good forecast effect and Stepwise regression can solve multicollinearity .
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Granger因果关系检验进一步说明只存在经济增长对股票市场的单向因果关系;
Granger-causality test gives further proof that economic growth advance to stock market is unilateral ;
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Granger因果关系检验的适用性
Applicability of the Granger causality test
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实证研究主要运用到VAR模型、Granger因果关系检验及脉冲响应函数等方法。
The empirical research is mainly used the VAR model . Granger causality test and impulse response function method .
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格兰杰因果关系检验表明,在短期存在着文化创意产业分别到人均GDP和全要素生产率的单向因果关系。
Granger causality test shows that there are unidirectional causalities of cultural - creative industries respectively to per capita GDP and TFP in the short term .
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Granger因果关系检验表明,GDP对房地产开发投资存在单向的显著可信的Granger因果关系;
The Granger causality test shows that there is one-way remarkable Granger causality relationship from GDP to real estate development investment .
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并用Granger因果关系检验表明,全省及苏南的FDI与GDP总体上呈现出互为因果的关系。
We also do a Granger no-causality test between FDI and GDP . There is mutual causality between FDI and GDP in Jiangsu and Sunan .
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对东中西部时间序列数据进行格兰杰因果关系检验的结果表明,在东部地区和中部地区,FDI是经济增长的原因;
FDI is the cause of economic growth in the Eastern and Middle Regions , Economic growth is also the cause of FDI inflow in the two regions .
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全球5.0级以上地震活动与地球自转变化的Granger因果关系检验
Testing for the Granger causality of the changes of the Earth 's rotation and global earthquakes of magnitude above 5.0
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信贷资金一直是中国农业资金最重要的来源之一,误差修正模型对1978~2001年间中国农业GDP与农业信贷作出了Granger因果关系检验。
Based on co-integration analysis and the error correction model , the Granger causality of agri-GDP and agri-credit in China ( 1978-2001 ) is tested .
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第四章是重庆FDI、对外贸易与经济增长关系的实证分析,运用平稳性检验、协整检验和格兰杰因果关系检验法进行研究。
Chapter 4 is the empirical analysis of the relationships among FDI , foreign trade and economic growth , using the methods of cointegration test and Granger causality test .
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本文通过对二者的Granger因果关系检验和Chow检验来实证这个问题并进行原因分析。
The paper is designed to justify and analyze this view by Granger cause and effect test and Chow test .
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通过基础设施与经济增长的Granger因果关系检验,说明了基础设施资本存量是促进经济增长的更为积极的原因;
Infrastructure capital stock is the more positive reason for promoting economic growth than the other by Granger cause and effect test ;
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Granger因果关系检验结果表明:上述三个品种的国外期货价格都是国内期货价格的格兰杰原因;
Granger causality test shows that the international futures price of the three are Granger ly causing the domestic futures ' price .
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在时态数据挖掘框架下,对基于Granger因果关系检验的攻击检测方法进行了研究。
The method for attack detection based on Granger Causality Test ( GCT ) within the framework of temporal data mining was investigated .
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将协整理论中的基于ECM的Granger因果关系检验用来检验股票市场是否存在框定依赖,然后对我国股票市场是否存在框定依赖进行实证研究。
The paper introduced the Granger causality test based on error correction model in the cointegration model into testing framing dependence in stock market .
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在此之后又通过格兰杰-西姆斯因果关系检验,得出四川省GDP绝对规模的增加是财政支出绝对规模增长的格兰杰原因。
Following this , we get the conclusion that in Sichuan Province , the absolute size of GDP is the Granger Cause of the size of fiscal expenditure by Grange-Sims Causality Test .
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该文应用Granger因果关系检验、协整分析和误差修正模型,对我国广义货币流动性(M1/M2)作了实证研究。
This paper carries out a positive research on liquidity of general money using Granger causality test , cointegration approach and error correction model .
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本文运用协整分析技术和Granger因果关系检验对台湾经济开放度与经济增长的长期均衡关系作实证检验。
This paper applies co-integration analysis and Granger causality test to study the long-term equilibrium relationship between Taiwan 's economic openness and economic growth .
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最后本文对回归变量进行了格兰杰因果关系检验(GrangerCausalityTesting),以判断回归变量间是否存在单向或双向的因果关系。
At last , this thesis makes a Granger Causality Testing to the regression variables so as to identify the existence of the one-way or two-way causality relationship among the variables .
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本文使用Granger和Sims因果关系检验法发现,中国的保险供给与保险需求之间不存在因果关系。
This text use Granger and Sims causality examine law find there is no causality between insurance supply and insurance demand of China .