重要事項 Import Notes

重要事項 Import Notes
修習國際金融專題學生,
請務必參見 課程網頁維護重要事項 Import Notes
Registered students MUST see the Import Notes

2016-10-25

國際金融學習記事10592009方羿傑

105/10/24(一)

時間序列分布
定態趨勢
specifications of the Dickey-Fuller tests
1.no constant
2.with constant
3.with constant and trend
ADF檢定落後階次
填不同落後期答案不一樣>>>把操作過程寫出來並選擇電腦給出之答案
新聞:
http://hk.dailyeconomic.com/2016/10/24/3788.html
http://news.sina.com.tw/article/20161024/19103986.html


105/10/17(一)

 單根檢定(unit root test):方程式的解等於1白噪音White Noise:  時間序列的隨機變數:  期望值為0  變異數為固定常數  自我共變數也等於0操作Gretl 確認資料定態性
判斷變數為定態(所有特性根必須落在單位圓內)或非定態(所有特性根將落在單位圓上或單位圓外)
新聞:
http://news.cnyes.com/news/id/3587374
http://news.cnyes.com/news/id/3586796


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PO 文注意事項 (Notes about your posts required for this course)

每位同學必需建立與維護 2 個網頁: (updated on 2010.9.19)
Every registered student MUST post and maintain TWO pages at this site.

1. 你的期末報告想要仿照的原始 paper 重點摘要頁, 見 [範例]
A summary of the paper you choose to follow in your term-project. (see a suggestive [summary example ]).

2. 你的學習紀錄頁, 見 [範例]
A "learning weblog" of your progress during this course (see [example]). This example is demonstrative rather than required to conform to.

3. 記得每一頁要在頁尾處輸入你的「標籤」, 包含學號後5碼, 名字或暱稱, 和 其它你自訂的關鍵字, 例 ADF、共整合、PPP、等
When you edit your pages, be sure to write appropriate "Tags" (as many as you wish) (around the bottom of editing screen) for your posted pages to let me identify your required contributions. The tags should at least include your last 5-digit student ID and keywords about the page.

4. 請同學在你所選的 paper 加上標籤:「已選」
If you have already decided a paper to follow and post a page for it. Please be sure to attach that page a specific tag named "selected or 已選." It is of course possible that two or more students may choose the same paper to follow as their term-project. BUT only one of them can be authorized to follow the specific paper. The decision will be based on a first-come-first-serve rule. That is, the one who posts the summary page of a paper gets the first priority to follow that paper posted with a tag named"selected" paper .

5. 在你的 學習紀錄頁加上標籤:「學習記事」
Don't forget to stick a tag "weblog" with your "learning weblog" page in addition to your last 5-digit student ID.


== Posted on 2009.10.05 ==
請同學在你所選的 paper 加上標籤:「已選」
在你的 學習紀錄頁加上標籤:「學習記事」