Taking the real differential digit as critical value and selecting lag truncation parameter to make root test have maximum power,the author compares the reliability of ADF test and PP test through their theoretical power.

 
  • 以統計量的實(shí)際分位數為臨界值,在選擇滯后截斷參數使單位根檢驗具有最高勢的前提下,通過(guò)比較檢驗的勢給出了ADF檢驗和PP檢驗可靠性的比較結果及其適用范圍。
今日熱詞
目錄 附錄 查詞歷史
国内精品美女A∨在线播放xuan