conditional variance
英 [kənˈdɪʃənl ˈveəriəns]
美 [kənˈdɪʃənl ˈveriəns]
网络 条件方差; 条件变异数
双语例句
- The sum of Model constraint coefficient is approximately equal to 1, indicating that the impact on conditional variance is enduring, which play a early warning role in the future predict.
模型约束系数之和近似等于1，表明条件方差所受的冲击是持久的，这对未来预测起到一定预警作用。 - In study, We give a ADF test to data. We proxy inflation variability by the conditional variance of inflation generated by GARCH model, and to test the relation of the stock returns and variability, of variability and inflation.
本研究对相关数据进行ADF检验，非平稳数据进行差分平稳处理，通过GARCH模型确定通货膨胀不确定性，然后检验实际股票收益与通货膨胀不确定性、通胀不确定性与通货膨胀之间相关关系。 - The mean equation reflects the direct impact of fundamental economy factors, the conditional variance covariance equations reflects the spillover effect of exchange rate fluctuations.
其中，均值方程反映各国汇率的直接影响因素，条件方差协方差方程反映各国汇率之间的波动溢出效应。 - Conditional variance analysis showed that genes from different genetic system expressed discontinuously in the whole growth period.
条件方差分析表明，在大豆生育期中，各遗传体系的基因间断性表达。 - Analysis on conditional genetic variance indicated conditional dominant-effect genes expressed strikingly with large variation range during the entire courses of grain filling in early season.
条件遗传方差分析认为，早季谷粒充实的全过程，条件显性效应基因强烈表达，且发育全过程变化幅度较大； - Common persistence, which discusses long-run equilibrium relationship in conditional variance process, can be viewed as cointegration embodied in two order moments.
协同持续是协整概念在时间序列二阶矩意义上的体现，主要讨论条件方差过程之间的长期均衡关系。 - The conditional fluctuation of stock returns changes are time-varying, and oil shock has a long time effect on the conditional fluctuation of stock returns 'future variance for most industries.
通过计算各变量的半衰期发现各行业股票收益率的条件波动是随时间变化的，而且石油冲击对大部分行业股票收益条件波动的未来方差存在较长时间的影响。 - Time varying conditional variance introduced by the early warning method based on ARCH can make the confidence interval of forecast conform to the fluctuation degree of economy time series, thus the warning limit can reflect actual situations more precisely.
ARCH预警方法引入时变条件方差使预报的置信区间能够与经济时间序列的波动程度相适应，从而使预警限更准确地反映实际状况。 - Conditional analysis showed that conditional additive and dominance variance performed fluctuation at different developmental periods. The results indicated that the genes controlling plant height expressed discontinuously and unstably.
在条件方差分析中，条件加性方差和条件显性方差均表现出一定的波动性，表明控制株高性状的基因在整个发育时期并非持续、稳定表达。 - In financial applications, the conventional GARCH model has arguably been the most popular model for conditional variance.
在金融应用中，传统的GARCH模型曾经成为描述条件方差最流行的模型。