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Kipimo cha Uko-kwa-kuzidiana cha Phillips-Ouliaris cha Msingi wa Masalia

Kipimo cha Phillips-Ouliaris, kilichoanzishwa na Phillips na Ouliaris katika makala yao ya 1990 ya Econometrica, ni utaratibu usio na kigezo kulingana na masalia kwa ajili ya kupima dhana sifuri ya kutokuwepo kwa uko-kwa-kuzidiana miongoni mwa seti ya vipindi vya muda vilivyounganishwa I(1). Kinarekebisha masalia ya OLS kutoka kwa regression ya uko-kwa-kuzidiana kwa ajili ya uhusiano wa mfululizo na uamuzi kwa kutumia vipimo vya muda mrefu wa wiani vinavyotegemea kernel, na kutoa takwimu mbili—Z_alpha (uwiano wa wiani) na Z_t (kiwango cha mgawo)—ambazo usambazaji wao wa kikomo huwekwa kwenye jedwali mahususi kwa mifumo yenye vigezo vingi vya stochastiki.

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Kipimo cha Uko-kwa-kuzidiana cha Phillips-Ouliaris cha Msingi wa Masalia
Kipimo cha ushirikiano (…Kipimo cha Phillips-Perr…

Vyanzo

  1. Phillips, P. C. B., & Ouliaris, S. (1990). Asymptotic properties of residual based tests for cointegration. Econometrica, 58(1), 165–193. DOI: 10.2307/2938339

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 2). Phillips-Ouliaris Residual-Based Cointegration Test. ScholarGate. https://scholargate.app/sw/econometrics/phillips-ouliaris-test

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Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.

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ScholarGatePhillips-Ouliaris Test (Phillips-Ouliaris Residual-Based Cointegration Test). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/phillips-ouliaris-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026