翻訳と辞書 Words near each other ・ Error (song) ・ Error (VIXX EP) ・ Error 33 ・ Error account ・ Error amplifier (electronics) ・ Error analysis ・ Error analysis (linguistics) ・ Error analysis (mathematics) ・ Error analysis for the Global Positioning System ・ Error bar ・ Error card ・ Error catastrophe ・ Error code ・ Error concealment ・ Error correction mode ・ Error correction model ・ Error detection and correction ・ Error Detection and Handling ・ Error diffusion ・ Error exponent ・ Error floor ・ Error function ・ Error guessing ・ Error hiding ・ Error in Evolution ・ Error in the System ・ Error level analysis ・ Error Management ・ Error management theory ・ Error message Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Error correction model ： ウィキペディア英語版 Error correction model An error correction model is a dynamical system with the characteristics that the deviation of the current state from its long-run relationship will be fed into its short-run dynamics. An error correction model is not a model that corrects the error in another model. Error Correction Models (ECMs) are a category of multiple time series models that directly estimate the speed at which a dependent variable—$Y$—returns to equilibrium after a change in an independent variable—$X$. ECMs are a theoretically-driven approach useful for estimating both short-term and long-term effects of one time series on another. Thus, they often mesh well with our theories of political and social processes. ECMs are useful models when dealing with cointegrated data, but can also be used with stationary data. ==Long-run relationship== A rough long-run relationship can be determined by the cointegration vector, and then this relationship can be utilized to develop a refined dynamic model which can have a focus on long-run or transitory aspect such as the two VECM of a usual VAR in Johansen test. 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「Error correction model」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.