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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Dynamic factor ： ウィキペディア英語版 Dynamic factor In econometrics, a dynamic factor (also known as a diffusion index) is a series which measures the co-movement of many time series. It is used in certain macroeconomic models. Formally :$X\_=\backslash Lambda\_F\_+e\_,$ where $F\_=(f^\_,\backslash dots,f^\_)$ is the vector of lagged factors of the variables in the $T\; \backslash times\; N$ matrix $X\_$ (T is the number of observations and N is the number of variables), $\backslash Lambda\_$ are the factor loadings, and $e\_$ is the factor error. == History == Diffusion indexes were originally designed to help identify business cycle turning points.〔Getz and Ulmer, p. 14, footnote 2 citing Geoffrey Moore, 1950, "Occasional Paper 31," Cambridge, MA: National Bureau of Economic Research.〕 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Dynamic factor」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.