发帖
雷达卡
英文文献：The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level-利用回归、相关和协整分析非平稳时间序列，并应用于年平均气温和海平面
英文文献作者：S?ren Johansen
英文文献摘要：
There are simple well-known conditions for the validity of regression and correlation as statistical tools. We analyse by examples the effect of nonstationarity on inference using these methods and compare them to model based inference. Finally we analyse some data on annual mean temperature and sea level, by applying the cointegrated vector autoregressive model, which explicitly takes into account the nonstationarity of the variables.
作为统计工具的回归和相关的有效性有一些众所周知的简单条件。通过实例分析了非平稳性对推理的影响，并与基于模型的推理方法进行了比较。最后应用协整向量自回归模型对年平均气温和海平面数据进行了分析，该模型明确地考虑了变量的非平稳性。
京公网安备 11010802022788号
