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结果：找到“corr.test r”相关内容87个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

Tests of equality of dependent correlation coefficients
1 个回复 - 148 次查看【作者(必填)】 88 【文题(必填)】 Tests of equality of dependent correlation coefficients 【年份(必填)】 77 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article-abstract/64/3/645 ...2024-1-23 20:57 - internet.hzx - 求助成功区

Hypothesis Tests for Structured Rank Correlation Matrices
1 个回复 - 99 次查看【作者(必填)】【文题(必填)】 Hypothesis Tests for Structured Rank Correlation Matrices 【年份(必填)】【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080/01621459.2022. ...2024-2-1 22:14 - internet.hzx - 求助成功区

A nonparametric correlation coefficient and a two-sample test for random vectors
1 个回复 - 210 次查看【作者(必填)】 23 【文题(必填)】 A nonparametric correlation coefficient and a two-sample test for random vectors or directions【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup ...2024-2-1 21:25 - internet.hzx - 文献求助专区

Tests for rank correlation coefficients. II
1 个回复 - 219 次查看【作者(必填)】 23 【文题(必填)】 Tests for rank correlation coefficients. II 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article-abstract/48/1-2/29/227087?red ...2024-2-1 21:39 - internet.hzx - 文献求助专区

Local Gaussian Autocorrelation and Tests of Serial Independence,
1 个回复 - 109 次查看【作者(必填)】 23 【文题(必填)】 Local Gaussian Autocorrelation andTests of Serial Independence, 【年份(必填)】23 【全文链接或数据库名称(选填)】https://onlinel ...2024-1-24 21:06 - internet.hzx - 求助成功区

Testing Dependence Among Serially Correlated Multicategory Variables
2 个回复 - 135 次查看【作者(必填)】 234 【文题(必填)】 Testing Dependence Among Serially Correlated Multicategory Variables 【年份(必填)】 234 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.119 ...2024-1-23 20:17 - internet.hzx - 求助成功区

Hypothesis Tests for Structured Rank Correlation Matrices
1 个回复 - 167 次查看【作者(必填)】 22 【文题(必填)】 Hypothesis Tests for Structured Rank Correlation Matrices 【年份(必填)】 222 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.1080/01621459.2 ...2023-12-1 10:49 - internet.hzx - 求助成功区

Hypothesis Tests for Structured Rank Correlation Matrices
3 个回复 - 222 次查看【作者(必填)】 22 【文题(必填)】 Hypothesis Tests for Structured Rank Correlation Matrices 【年份(必填)】 2322 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/full/10.1080/01621 ...2023-11-12 13:05 - internet.hzx - 文献求助专区

Test conditional independence using maximal nonlinear conditional correlation
1 个回复 - 253 次查看【作者(必填)】 33 【文题(必填)】Test conditional independence using maximal nonlinear conditional correlation 【年份(必填)】 33 【全文链接或数据库名称(选填)】https://projecteuclid.org/journals/ ...2023-7-14 10:41 - internet.hzx - 求助成功区

Hypothesis Tests for Structured Rank Correlation Matrices
1 个回复 - 260 次查看【作者(必填)】 3 【文题(必填)】 Hypothesis Tests for Structured Rank Correlation Matrices 【年份(必填)】 3 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080/01621459.202 ...2023-1-28 09:21 - internet.hzx - 求助成功区

wntestq与corrgram结果怎么看啊
1 个回复 - 1160 次查看这里的wntestq检验是接受原假设，也就是说不存在自相关，但corrgram显示是二阶有问题的。而我使用二阶滞后项时，wntestq与corrgram都通过了。想问问这个一阶滞后的这种情况怎么看啊？或者以什么为准（注：数据来自 ...2023-4-12 16:14 - 计量好难呀 - Stata专版

Anderson canonical correlation LR test怎么做
1 个回复 - 2207 次查看请问大家Anderson canonical correlation LR test是什么？应该怎么做？我看的一篇文献用到了这个检验，我的文章也同样需要做一个。谢谢！2014-1-18 20:19 - ChinaBigplane - Stata专版

Network dependence testing via diffusion maps and distance-based correlations
1 个回复 - 319 次查看【作者(必填)】 2323 【文题(必填)】 Network dependence testing via diffusion maps and distance-based correlations【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/a ...2022-10-2 13:35 - internet.hzx - 求助成功区

rcorr和cor.test的检验结果的p只是不是不一样，为什么
2 个回复 - 3396 次查看同一批数据，用这两个检验，发现p值不太一样，求问原因2019-2-20 20:56 - sally9135 - 爱问频道

Testing independence for multivariate time series via the auto-distance correlat
1 个回复 - 532 次查看【作者(必填)】 23 【文题(必填)】Testing independence for multivariate time series via the auto-distance correlation matrix 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup. ...2022-4-7 08:48 - internet.hzx - 求助成功区

xttest2命令输入后显示的Correlation matrix of residuals is singular. not possible
2 个回复 - 2909 次查看 xttest2命令显示Correlation matrix of residuals is singular. not possible with test，怎么解决？2018-9-7 20:56 - 15859339971 - Stata专版

stata输入命令xttest2后出现Correlation matrix of residuals is singular.
2 个回复 - 3632 次查看 stata输入命令xttest2后出现Correlation matrix of residuals is singular.是为什么？怎么解决2018-9-10 10:39 - 15859339971 - Stata专版

Pedersen+Testing for explosive bubbles in the presence of autocorrelated innovat
3 个回复 - 665 次查看【作者(必填)】TQ Pedersen[/backcolor]，ECM Schütte[/backcolor] 【文题(必填)】Testing for explosive bubbles in the presence of autocorrelated innovations 【年份(必填)】2020 【全文链接或数据库名 ...2021-3-20 14:46 - harlon1976 - 求助成功区

Betting against correlation: Testing theories of the low-risk effect
0 个回复 - 869 次查看 Betting against correlation: Testing theories of the low-risk effect CliffAsness, Andrea Frazzini, Niels Joachim Gormsen,Lasse Heje Pedersen We test whether the low-risk effect is driven by lever ...2020-4-13 22:49 - 2464_1576338390 - 新手入门区

A test for correlation based on kendallfs tau
3 个回复 - 901 次查看【作者(必填)】 Basil Samaraa & Ronald H Randlesb 【文题(必填)】 A test for correlation based on kendallfs tau【年份(必填)】 1986 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/1 ...2015-7-10 11:53 - internet.hzx - 求助成功区

TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS
2 个回复 - 615 次查看【作者(必填)】 Dennis Kristensen (a1) and Anders Rahbek (a2) 【文题(必填)】 TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS【年份(必填)】 2013 【全文链接或数据库名 ...2018-5-11 11:27 - jzbd - 求助成功区

感谢：On the testing of correlated effects with panel data（Arellano，1993）
2 个回复 - 1214 次查看题名：On the testing of correlated effects with panel data 作者：Manuel Arellano 期刊：Journal of Econometrics 卷期，页码：Volume 59, Issues 1-2, September 1993, Pages 87-97 链接：http://www.scien ...2011-5-30 16:40 - qingqing840322 - 文献求助专区

Cross-correlation test 和DCCA coefficient
1 个回复 - 1137 次查看有人会Cross-correlation test 和DCCA coefficient 的MATLAB程序吗？可否分享，不胜感激2019-4-19 13:58 - 591391580 - Stata专版

Correlating Drop Impact Simulations With Drop Impact Testing Using High-Speed Ca
1 个回复 - 345 次查看【作者(必填)】J. J. M. Zaal, W. D. van Driel, F. J. H. G. Kessels and G. Q. Zhang 【文题(必填)】Correlating Drop Impact Simulations With Drop Impact Testing Using High-Speed Camera Measurements 【 ...2019-7-23 23:35 - victorbian - 求助成功区

The Durbin-Watson Test for Autocorrelation in Nonlinear Models
2 个回复 - 751 次查看【作者(必填)】Kenneth J. White 【文题(必填)】The Durbin-Watson Test for Autocorrelation in Nonlinear Models 【年份(必填)】1992 【全文链接或数据库名称(选填)】http://www.jstor.org/stable/21096 ...2016-8-7 18:40 - lipj - 求助成功区

关于 cross-correlation test的一个编程
6 个回复 - 1874 次查看其中 N=length（x）；看那个高手帮忙写哈程序，不甚感激啊 matlab 写出来2012-7-3 14:31 - mafeng575 - Stata专版

Testing for Serial Correlation in Least-Squares Regression
13 个回复 - 2275 次查看 Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables上述文献，谢谢！2012-7-2 09:45 - harlon1976 - 求助成功区

Correlation Test Between Two Variables in R
3 个回复 - 813 次查看 Correlation Test Between Two Variables in R 这是相关性检验较全面的资料。内附资料来源。2018-12-25 08:58 - cwjonline - R语言论坛

Testing for contagion: a conditional correlation analysis
1 个回复 - 426 次查看【作者(必填)】 23 【文题(必填)】 Testing for contagion: a conditional correlation analysis 【年份(必填)】 s2 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri%3A%28058e463c6f7f ...2018-8-24 21:36 - internet.hzx - 求助成功区

Testing for serial correlation in fixed-effects panel models
1 个回复 - 562 次查看【作者(必填)】 Jesse Wursten 【文题(必填)】Testing for serial correlation in fixed-effects panel models 【年份(必填)】 2018 【全文链接或数据库名称(选填)】 The Stata Journal Volume 18 Number 1 ...2018-5-16 18:51 - shanxianmin2011 - 求助成功区

Testing for serial correlation in fixed-effects panel models
4 个回复 - 1486 次查看【作者(必填)】 Jesse Wursten 【文题(必填)】 Testing for serial correlation in fixed-effects panel models【年份(必填)】 2018 【全文链接或数据库名称(选填)】The Stata Journal,18(1)76-1002018-4-6 01:42 - shanxianmin2011 - 文献求助专区

Testing for constant correlation of filtered series under structural change
4 个回复 - 550 次查看【作者(必填)】 Newey, W 【文题(必填)】 Testing for constant correlation of filtered series under structural change 【年份(必填)】 2018 【全文链接或数据库名称(选填)】2018-5-12 16:33 - 姚艳茹 - 求助成功区

Testing for constant correlation of filtered series under structural change
1 个回复 - 451 次查看【作者(必填)】【文题(必填)】 Testing for constant correlation of filtered series under structural change 【年份(必填)】【全文链接或数据库名称(选填)】2018-5-12 16:17 - 姚艳茹 - 文献求助专区

Significance Testing of the Spearman Rank Correlation Coefficient
2 个回复 - 1158 次查看【作者(必填)】 Jerrold H. Zara 【文题(必填)】 Significance Testing of the Spearman Rank Correlation Coefficient【年份(必填)】 1972 【全文链接或数据库名称(选填)】 http://amstat.tandfonline.com/ ...2015-2-26 23:34 - internet.hzx - 求助成功区

Asymptotic Properties of Moran and Related Tests and Testing for Spatial Correla
2 个回复 - 528 次查看【作者(必填)】 J Pinkse 【文题(必填)】 Asymptotic Properties of Moran and Related Tests and Testing for Spatial Correlation in Probit Models【年份(必填)】 1999 【全文链接或数据库名称(选填)】2018-2-15 11:16 - 耕耘使者 - 求助成功区

Notes on two sample tests for partially correlated (paired) data
2 个回复 - 636 次查看【作者(必填)】Samawi, Hani M.; Vogel, Robert[/backcolor] 【文题(必填)】Notes on two sample tests for partially correlated (paired) data 【年份(必填)】2014 【全文链接或数据库名称(选填)】2015-9-22 11:23 - ynlihuiqiong - 求助成功区

求助Psych包corr.test数据保存问题
1 个回复 - 4865 次查看刚开始学R语言最近希望使用Psych包里面的corr.test函数同时获得数据的相关性和显著性p值自己编造了一段数据试着跑结果如下我尝试用write.table导出，出现如下错误求教各位前辈怎么分别将里面的相关系数矩 ...2017-5-22 17:53 - ly5253ly - R语言论坛

Exceedance Correlation Tests for Financial Returns
1 个回复 - 575 次查看【作者(必填)】 Yi-Ting Chen 【文题(必填)】 Exceedance Correlation Tests for Financial Returns【年份(必填)】 2016 【全文链接或数据库名称(选填)】https://academic.oup.com/jfec/article-abstract/14/3/ ...2017-8-2 09:24 - internet.hzx - 求助成功区

Testing against changing correlation
1 个回复 - 495 次查看【作者(必填)】 AndrewHarveyOpens the author workspaceOpens the author workspace. Author links open the author workspace.StephenThiele 【文题(必填)】 Testing against changing correlation【年份(必填) ...2017-7-31 22:41 - internet.hzx - 求助成功区

Testing for Autocorrelation in Dynamic Linear Models
1 个回复 - 1110 次查看【作者(必填)】TS Breusch 【文题(必填)】Testing for Autocorrelation in Dynamic Linear Models 【年份(必填)】1978 【全文链接或数据库名称(选填)】2017-7-19 22:32 - Nelsh--Deng - 求助成功区

Eviews做随机效应的LM检验找不到View/Residual Tests/Serial Correlation LM Test
0 个回复 - 1991 次查看面板数据随机效应模型进行LM检验时找不到误差项检验啊，求解答帮助，急急急2017-4-26 16:24 - 李志婷 - EViews专版

【求助】想问下stata中GLM怎么做autocorrelation test(自相关检验)
0 个回复 - 1507 次查看想问下stata中 GLM model怎么做自相关检验和DW检验另外想问如果GMM model下autocorrelation test 一阶差分之后依然过不了怎么办2016-12-7 14:26 - 麦圈 - Stata专版

Corrigendum: A logrank test-based method for sizing clinical trials with two co-
1 个回复 - 1164 次查看 Corrigendum: A logrank test-based method for sizing clinical trials with two co-primary time-to-event endpoints (10.1093/biostatistics/kxs057) Tomoyuki Sugimoto Takashi Sozu Toshimitsu Hamasaki Scot ...2016-11-19 20:26 - oliyiyi - LATEX论坛

An IV Test for a Unit Root in Generally Trending and Correlated Panels
0 个回复 - 806 次查看此篇论文发表在2016年Oxford Bulletin of Economics and Statistics的一篇文章。作者提出一个基于辅助变量的单位根检验方法。 Abstract This paper proposes an IV-based panel unit root test that is genera ...2016-10-17 02:41 - DuShu16 - 经济统计专版

The deflated sharpe ratio: Correcting for selection bias, backtest overfitting a
2 个回复 - 1126 次查看【作者(必填)】David H. Bailey and Marcos López de Prado 【文题(必填)】The deflated sharpe ratio: Correcting for selection bias, backtest overfitting a 【年份(必填)】2014 【全文链接或数据库名 ...2016-8-23 22:44 - MemMao - 求助成功区

Further evidence on alternative procedures for testing of spatial autocorrelatio
1 个回复 - 1338 次查看【作者(必填)】Andries S. Brandsma, Ronald H. Ketellapper 【文题(必填)】Further evidence on alternative procedures for testing of spatial autocorrelation among regression disturbances 【年份(必填)】 ...2014-6-26 22:14 - twinkle_2012 - 求助成功区

Exceedance Correlation Tests for Financial Returns
2 个回复 - 827 次查看【作者(必填)】 [*]Yi-Ting Chen 【文题(必填)】 Exceedance Correlation Tests for Financial Returns【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://jfec.oxfordjournals.org/content/early/20 ...2016-2-13 19:00 - internet.hzx - 求助成功区

Rank Correlation and Tests of Significance Involving No Assumption of Normality
1 个回复 - 951 次查看【作者(必填)】 Harold Hotelling and Margaret Richards Pabst 【文题(必填)】 Rank Correlation and Tests of Significance Involving No Assumption of Normality 【年份(必填)】 1936 【全文链接或数据库名 ...2015-11-13 11:45 - internet.hzx - 文献求助专区

A generalized correlated binomial dist. with appl. in multiple testing prob.
1 个回复 - 733 次查看【作者(必填)】Gupta, Ramesh C and Tao, Hui 【文题(必填)】A generalized correlated binomial distribution with application in multiple testing problems 【年份(必填)】2010 【期刊】：Metrika 【 ...2015-7-14 10:44 - iblis - 求助成功区

求jstor上一篇文献Some aspects of the time-correlation problem in regard to tests
2 个回复 - 687 次查看【作者(必填)】Bartlett 【文题(必填)】Some aspects of the time-correlation problem in regard to tests of significance 【年份(必填)】1935 【全文链接或数据库名称(选填)】http://www.jstor.org/disc ...2014-12-11 23:59 - mgymgy - 求助成功区

求jstor上文献一篇An exact test for correlation between time series
1 个回复 - 753 次查看【作者(必填)】Hannan 【文题(必填)】An exact test for correlation between time series 【年份(必填)】1955 【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10.2307/2333381?uid=3859284 ...2014-12-12 00:04 - mgymgy - 求助成功区

求wiley文献一篇a remark on testing significance of an observed correlation matri
1 个回复 - 735 次查看【作者(必填)】 [*]Shande Chen And and [*]Govind S. Mudholkar 【文题(必填)】A REMARK ON TESTING SIGNIFICANCE OF AN OBSERVED CORRELATION MATRIX 【年份(必填)】1989 【全文链接或数据库名称(选填 ...2014-12-7 23:47 - mgymgy - 求助成功区

Kapetanios+TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORREC
1 个回复 - 729 次查看【作者(必填)】George Kapetanios,Yongcheol Shin,Andy Snell 【文题(必填)】TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS 【年份(必填)】2006 【全文链接或数据库 ...2014-11-21 14:42 - harlon1976 - 求助成功区

A test for correlation based on kendallfs tau
1 个回复 - 604 次查看【作者(必填)】 Basil Samaraa & Ronald H Randlesb 【文题(必填)】 1986 【年份(必填)】【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/03610928808829798#.VEB8xy7sc2U2014-10-17 10:21 - internet.hzx - 求助成功区

A test for correlation based on kendallfs tau
2 个回复 - 1266 次查看【作者(必填)】【文题(必填)】 A test for correlation based on kendallfs tau 【年份(必填)】 1988【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/03610928808829798#.VDoq417 ...2014-10-12 15:19 - internet.hzx - 求助成功区

Good Quantitative Test for Level 2 (Correlation and Regression)
0 个回复 - 1110 次查看 Good exercise for refreshing concepts2014-8-9 09:57 - player22 - CFA、CVA、FRM等金融考证论坛

Using Long-run Consumption-Return Correlation to Test Asset Pricing Models
3 个回复 - 1136 次查看【作者(必填)】 Jianfeng Yu 【文题(必填)】 Using Long-run Consumption-Return Correlation to Test Asset Pricing Models, Review of Economic DynamicsVolume 15, Issue 3, July 2012, Pages 317–335【年份( ...2014-4-16 17:38 - pan1111111 - 求助成功区

求助二级sample correlation的t test statistic推导
1 个回复 - 1553 次查看有谁知道这个公式是如何推导出来的吗？谢谢！2014-3-14 21:03 - kekeuibe1 - CFA、CVA、FRM等金融考证论坛

求助，T-TEST和CORRELATION
2 个回复 - 1291 次查看 Are old people more educated? Vs Are older people more educated? If staying up late reduces ones score? Vs If staying up longer reduces ones score? 左右两边是不同的问题还是相同的？有人说左边是T ...2013-12-29 22:13 - 天王腹黑 - 爱问频道

A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL
2 个回复 - 768 次查看 --------------------------------------------------------------- 【题名】： A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL 【作者】： ...2013-11-9 23:46 - zhaomn200145 - 求助成功区

求Jstor上的一篇文献Testing for Zero Autocorrelation in the Presence of Statistic
1 个回复 - 881 次查看【作者(必填)】I. N. Lobato, John C. Nankervis, N. E. Savin 【文题(必填)】Testing for Zero Autocorrelation in the Presence of Statistical Dependence 【年份(必填)】2002 【全文链接或数据库名称(选 ...2013-9-1 16:54 - mgymgy - 求助成功区

求Jstor上的一篇文献Testing That a Dependent Process Is Uncorrelated
1 个回复 - 783 次查看【作者(必填)】Ignacio N. Lobato 【文题(必填)】Testing That a Dependent Process Is Uncorrelated 【年份(必填)】2001 【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10.2307/2670252?s ...2013-9-1 16:47 - mgymgy - 求助成功区

Testing for Spatial Error Autocorrelation in the Presence of Endogenous Regresso
4 个回复 - 830 次查看【作者(必填)】 Woodard, Joshua D.1; Schnitkey, Gary D.2; Sherrick, Bruce J.2; Lozano-Gracia, Nancy3; Anselin, Luc4 【文题(必填)】Testing for Spatial Error Autocorrelation in the Presence of Endogeno ...2013-8-14 07:23 - ~畅畅~ - 文献求助专区

Event Study Testing with Cross-sectional Correlation of Abnormal Returns
2 个回复 - 1423 次查看【作者(必填)】Kolari, J. W. and Pynnonen, S. 【文题(必填)】Event Study Testing with Cross-sectional Correlation of Abnormal Returns 【年份(必填)】2010 【全文链接或数据库名称(选填)】http://rfs.oxfor ...2013-8-8 11:55 - superidiot - 求助成功区

Operating characteristics of a rank correlation test for publication bias
4 个回复 - 1050 次查看【作者(必填)】Begg, C. B., and M. Mazumdar 【文题(必填)】Operating characteristics of a rank correlation test for publication bias 【年份(必填)】1994 【全文链接或数据库名称(选填)】2013-4-18 14:43 - 风狼★蓝 - 求助成功区

求全文Testing for spatial autocorrelation among the residuals of the geographica
3 个回复 - 1215 次查看求“Yee Leung, Chang-Lin Mei, Wen-Xiu Zhang.Testing for spatial autocorrelation among the residuals of the geographically weighted regression.Environment and Planning A 2000,32(5) 871 – 890 ”全文，因 ...2013-4-7 13:43 - dandan_9075 - 数据求助

A Correction Factor for Unit Root Test Statistics
2 个回复 - 661 次查看【作者(必填)】Francesco Bravo 【文题(必填)】A Correction Factor for Unit Root Test Statistics 【年份(必填)】1999 【全文链接或数据库名称(选填)】【作者(必填)】 Li-Xin Zhang, Xiao-Rong Yang 【文 ...2013-3-21 14:46 - harlon1976 - 求助成功区

A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRI
4 个回复 - 906 次查看【作者(必填)】 Jia Chen, Jiti Gao and Degui Li【文题(必填)】 A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS 【年份(必填)】 2012年【全文链接或数据库名 ...2013-3-16 10:00 - kaodc - 求助成功区

请问一下，怎样做correlation test??
6 个回复 - 14760 次查看为了做股市的calendar effect分析，设置了5个虚拟变量，即周一到周五，想测试的是股票收益是否受具体交易日的影响，例如周末效应等。现在我想测试一下这几个虚拟变量之间的correlation coefficient。但是我在eview里 ...2010-8-2 18:49 - qingqing_51244 - EViews专版

求文献：Cointegration and Error Correction: Representation, Estimation and Testi
1 个回复 - 1755 次查看 2012-8-26 22:01 - yongganglia - 求助成功区

关于 cross-correlation test的一个编程求助
1 个回复 - 1340 次查看请大家帮帮忙，小弟刚入门学麻烦写写这个程序谢谢谢谢啊 N=length（x）2012-7-3 15:26 - mafeng575 - MATLAB等数学软件专版

Testing for Spatial Autocorrelation Among Regression Residuals
2 个回复 - 1070 次查看【作者(必填)】Cliff A, Ord JK 【文题(必填)】Testing for Spatial Autocorrelation Among Regression Residuals 【年份(必填)】1972 【全文链接或数据库名称(选填)】2012-4-19 10:39 - cfzhang - 求助成功区

A stress test to incorporate correlation breakdown
0 个回复 - 2212 次查看【作者(必填)】Kim & Finger 【文题(必填)】 A stress test to incorporate correlation breakdown 【年份(必填)】2000 【全文链接或数据库名称(选填)】2012-2-11 16:21 - 迷途mitu - 文献求助专区

Co-Integration and Error Correction: Representation, Estimation, and Testing
6 个回复 - 3610 次查看 2007-8-23 10:08 - xuehe - 计量经济学与统计软件

Testing for serial correlation, spatial autocorrelation
6 个回复 - 6003 次查看 This paper considers a spatial panel data regression model with serial correlation on each spatialunit over time as well as spatial dependence between the spatial units at each point in time. Inadditi ...2006-12-16 10:31 - jiangzhongyu - 计量经济学与统计软件

A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model
9 个回复 - 2607 次查看 "A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model" (2010), with Franz C. Palm and Jean-Pierre Urbain. Econometric Theory, 26 (3), 647-681. ► Abstract Full ...2011-6-30 07:59 - xuehe - Gauss专版

关于ks2Test和ks.test，cannot compute correct p-values with ties？
2 个回复 - 8260 次查看 ks2test是在fBasics包里，two sample test，我自己运行的时候总是出现以下结果： x=read.table("e:/x.txt"); y=rstable(1000,alpha,beta,gamma,delta); ks2Test(x,y); Warning messages: 1: In ks.test(x = x, ...2008-7-7 00:16 - ruiborui - R语言论坛

Co-Integration and Error Correction: Representation, Estimation, and Testing
4 个回复 - 3192 次查看 Co-Integration and Error Correction: Representation, Estimation, and Testing2009-9-1 03:57 - allenmagic - 金融学（理论版）

求助，关于建立VECM后的autocorrelation LM tests
2 个回复 - 3247 次查看三变量都是I(1)，选定lag 为4，且确定有一个协整后，建立VECM, 然后我做residual test 中的autocorrelation LM tests 得出如下结果 Null Hypothesis: no serial correlation at lag order h ...2010-8-1 08:07 - youporn - EViews专版

如何调动Panel data里同一变量不同年份的数值做 correlation 和 ttest
4 个回复 - 2550 次查看请问如何调动Panel data里同一变量不同年份的数值做 correlation 和 ttest？如 correlate var1(2007) var1(2008) 以及 ttest var1(2007) =var1(2008)...2010-7-8 19:11 - apple_orange - Stata专版

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