characteristic root test是什么意思 characteristic root test怎么读
characteristic root test的相关资料
characteristic root test的用法和样例
- Duing to the root unit test's particularity, it can meet the hypothesis of martingale, so it may be more reasonable than the random walk test.
由于股价指数时间序列的单位根检验能够满足鞅假定的要求，故较之随机游走检验对股票市场弱式有效性的验证更具合理性。
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