这种情况称为称为虚假回归或伪回归(spurious regression)。他认为平稳的真正含义是:一个时间序列剔除了不变的均值(可… luckyaeo.blog.163.com|基于178个网页 2. 假性回归 为避免假性回归(spurious regression)的问题,Dickey-Fuller(DF)虽假设残差项为白噪音(white noise)再进行检定,然而残差项却常 … ...
spurious regression 读音:美英 spurious regression基本解释 伪回归 分词解释 spurious假的,伪造的 regression衰退 spurious regression是什么意思 spurious regression怎么读 spurious regression在线翻译 spurious regression中文意思 spurious regression的解释 spurious regression的发音 spurious regression意思是什么 spurious ...
百度试题 题目伪回归(spurious regression)是指一些非平稳的经济时间序列往往表现出共同的变化趋势,而这些序列间本身不一定有直接的关联,此时的回归,尽管有较高的R平方,但其结果没有任何实际意义。相关知识点: 试题来源: 解析 √ 反馈 收藏
If, however, a trending predictor is paired with a trending response, there is the possibility of spurious regression, where t-statistics and overall measures of fit become misleadingly "significant." That is, the statistical significance of relationships in the model do not accurately reflect the...
If a theory suggests that there is a linear relationship between a pair of random variables X and Y, then an obvious way to test the theory is to estimate a regression equation of form$$ Y=\\alpha +\\beta X+e $$Estimation could be by least-squares and the standard diagnostic ...
If, however, a trending predictor is paired with a trending response, there is the possibility ofspurious regression, wheret-statistics and overall measures of fit become misleadingly "significant." That is, the statistical significance of relationships in the model do not accurately reflect the cau...
Spurious Regression problem dates back to Yule (1926): “Why Do We Sometimes Get Nonsense Correlations between Time-series?”. Lets see what is the problem, and how can we fix it. I am using Morgan Stanley (MS) symbol for illustration, pre-crisis time span. Take a look at the followin...
谬误回归问题(Spurious Regression Problem):如果回归分析表明两个或多个无关时间序列具有一定关系,而其原因仅仅因为它们 …blog.csdn.net|基于25个网页 2. 伪回归问题 第二,关于“伪回归问题”(spurious regression problem)。 本章思考题 1.样本回归函数(方程)的表达式为( )。doc.mbalib.com|基于14个网页 ...