cointegration
更新时间:2026-07-06 06:24:09 栏目: 英语词典
更新时间:2026-07-06 06:24:09 栏目: 英语词典
Cointegration 的音标是 /ˌkɔɪnˈtɛɡreɪʃən/。
Cointegration 是一个统计学和经济学术语,指的是一组非平稳时间序列之间存在一种稳定的长期关系。即使各自的时间序列看似是随机的,若它们是协整的,意味着它们的某种线性组合是平稳的。
协整
Cointegration 主要用于经济学和金融学领域,尤其是在时间序列分析中,帮助分析不同时间序列之间的长期关系。
The two stock prices are cointegrated, indicating that they move together over the long run.
Researchers found a cointegration relationship between the inflation rate and the unemployment rate.
The cointegration of the two economic indicators suggests a stable relationship.
If two time series are cointegrated, their difference does not exhibit a trend.
The concept of cointegration is essential for understanding long-term economic equilibrium.
We applied a cointegration test to check if the variables are related over time.
The cointegration model helps in predicting the future behavior of financial markets.
Econometricians use cointegration to study the relationship between GDP and interest rates.
Cointegration analysis revealed that the price of oil and gas are highly interconnected.
The cointegration of interest rates and inflation allows for more accurate economic forecasts.
Cointegration test (协整检验)
Cointegration model (协整模型)
Long-term cointegration (长期协整)
Statistical cointegration (统计协整)
Cointegration relationship (协整关系)