| 基于线性神经网络的协整分析 |
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| 引用本文： | 许松荣. 基于线性神经网络的协整分析[J]. 厦门理工学院学报, 2005, 13(4): 43-47 |
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| 作者姓名： | 许松荣 |
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| 作者单位： | 厦门大学自动化系,福建,厦门,361005 |
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| 摘 要： | 利用线性神经网络进行协整系数的估计,首先检验变量的数据生成过程,再利用线性神经网络进行拟合,最后检验残差的平稳性,以确定变量之间是否存在协整关系.该方法具有简便、直观、精度高的特点.
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| 关 键 词： | 线性神经网络 协整分析 残差检验 |
| 文章编号： | 1008-3804(2005)04-0043-05 |
A Cointegration Analysis Based on Linear Neural Network |
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| XU Song-rong. A Cointegration Analysis Based on Linear Neural Network[J]. Journal of Xiamen University of Technology, 2005, 13(4): 43-47 |
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| Authors: | XU Song-rong |
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| Abstract: | This paper applies the Linear Neural Network to the estimation of coefficient.It starts with testing of the data generating process of variables,moves on to simulation of the relationship by Linear Neural Network,and ends with testing of the stability of residual to determine the existence of a cointegration relationship between variables.This method is characteristic of being concise,illustrative and highly precise. |
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| Keywords: | Linear Neural Network cointegration Residual Test |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
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