-alpha的置信水平下n元线性,表示拒绝1表示接受n元线性,media2024-03-20_fiedp1kujd9txl9kimage1,media2024-03-20_fiedp1kujd9txl9kimage2,media2024-03-20_fiedp1kujd9txl9kimage3,media2024-03-20_fiedp1kujd9txl9kimage4,…

在alpha的置信水平下n元线性,显著性检验适用于以下regress_ttest_,3-1returnregress_ttest_,…

的异方差检验regress_hettestspearmany,算出等级相关系数其中n为样本,系数的显著性检验在n8的,用t=n-2rs1,|t|t2n-2,constant:=0returnregress_hettestspearmany,…

序列差分time_diffy,的数组数据@@n@@,rand10010returntime_diffa,…

阶数的相关系数time_acfy,media2024-03-20_wefcpvnqqtg5qgjaimage666,quotimg其中n为序列,media2024-03-20_wefcpvnqqtg5qgjaimage667,2753returntime_acfy,…

media2024-03-20_wefcpvnqqtg5qgjaimage673,media2024-03-20_wefcpvnqqtg5qgjaimage674,rt为秩统计量n为样本容量,平稳性codesetsysparampn_dateinttodate,n:=40setsysparampn_stockquot,…

media2024-03-20_wefcpvnqqtg5qgjaimage713,media2024-03-20_wefcpvnqqtg5qgjaimage714,media2024-03-20_wefcpvnqqtg5qgjaimage715,quotimgtime_archrseries,pn_dateinttodate20080619n:=tradedays,…

media2024-03-20_wefcpvnqqtg5qgjaimage717,media2024-03-20_wefcpvnqqtg5qgjaimage718,media2024-03-20_wefcpvnqqtg5qgjaimage719,media2024-03-20_wefcpvnqqtg5qgjaimage720,…

序列是平稳的times_adftesty,可参照eviewssetsysparampn_dateinttodate,n:=40setsysparampn_stockquot,quoty:=nday3nstockzf3diff,1阶//returntimes_adftesty,…

选择q与ptime_analysey,及波动值setsysparampn_stockquot,quotsetsysparampn_cyclecy,daysetsysparampn_dateinttodate,inttodate20080619r:=nday3nclosemodel,…