Cov txheej txheem:
Video: Dab tsi yog autocorrelation econometrics?
2024 Tus sau: Miles Stephen | [email protected]. Kawg hloov kho: 2023-12-15 23:36
Autocorrelation . Autocorrelation yog hais txog qib ntawm kev sib raug zoo ntawm qhov tseem ceeb ntawm tib qhov sib txawv ntawm cov kev soj ntsuam sib txawv hauv cov ntaub ntawv. Hauv kev ntsuam xyuas regression, autocorrelation ntawm cov regression residuals kuj tuaj yeem tshwm sim yog tias tus qauv tsis raug teev tseg.
Xav txog qhov no, Econometrics pom autocorrelation li cas?
Tshawb xyuas autocorrelation hauv cov seem
- Siv ib daim duab ntawm cov residuals piv rau cov ntaub ntawv txiav txim (1, 2, 3, 4, n) kom pom cov khoom seem rau autocorrelation. Qhov zoo autocorrelation raug txheeb xyuas los ntawm ib pawg ntawm cov seem uas muaj tib lub cim.
- Siv Durbin-Watson cov ntaub ntawv txheeb xyuas los ntsuas qhov muaj qhov sib txuas ntawm autocorrelation.
koj txhais li cas los ntawm autocorrelation? Autocorrelation , tseem hu ua serial correlation, yog kev sib raug zoo ntawm lub teeb liab nrog ib daim ntawv ncua ntawm nws tus kheej raws li kev ua haujlwm ntawm kev ncua. Raws li txoj cai, nws yog qhov zoo sib xws ntawm kev soj ntsuam raws li kev ua haujlwm ntawm lub sijhawm lag luam ntawm lawv.
Kuj paub yog, autocorrelation txhais li cas hauv kev txheeb cais?
Autocorrelation hauv txheeb cais yog ib qho cuab yeej ua lej uas feem ntau yog siv los txheeb xyuas cov haujlwm lossis cov txiaj ntsig, rau piv txwv , time domain signals. Hauv lwm lo lus, autocorrelation txiav txim seb muaj kev sib raug zoo ntawm qhov tseem ceeb ntawm cov kev hloov pauv uas yog raws li kev sib raug zoo.
Dab tsi ua rau autocorrelation?
Tej yam ua tau yog:
- tsis txaus ARIMA qauv,
- tshem tawm lags ntawm ib lossis ntau dua ntawm cov neeg siv tshwj xeeb cov kev hloov pauv,
- tshem tawm cov qauv txiav txim siab xws li Pulses, Theem Ua Haujlwm, Lub Sijhawm Pulses thiab lossis Lub Sijhawm Hauv Zos,
- tsis kho cov kev hloov pauv hauv lub sijhawm dhau sijhawm,
Pom zoo:
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Autocorrelation zaj dab neeg qhia peb li cas?
Ib qho autocorrelation zajlus yog tsim los qhia seb cov ntsiab lus ntawm lub sij hawm series muaj kev sib raug zoo, tsis zoo correlated, los yog ywj siab ntawm ib leeg. (Lub prefix auto txhais tau tias "tus kheej" - autocorrelation tshwj xeeb yog hais txog kev sib raug zoo ntawm cov ntsiab lus ntawm lub sijhawm.)
Dab tsi yog qhov txawv ntawm correlation thiab autocorrelation?
Hla correlation thiab autocorrelation zoo sib xws, tab sis lawv koom nrog ntau hom kev sib raug zoo: Hla kev sib raug zoo tshwm sim thaum ob qhov sib txawv sib txawv. Autocorrelation yog kev sib raug zoo ntawm ob qho tib si ib ntus. Hauv lwm lo lus, koj cuam tshuam lub teeb liab nrog nws tus kheej