1·Therefore, evaluation could be carried out by means of Generalized Autoregressive Conditional Heteroscedasticity (GARCH), which could make hedge ratio vary with time.
因此，评估可由广义自回归条件异方差(GARCH模型)，这可能使避险比率意味着出随时间变化。
2·The simulation USES a skewed lag-one autoregressive model.
模拟中选用了偏态的一阶自回归模型。
3·When a white noise interferes with the controller, a time series autoregressive (AR) model is built using the sampled experimental data.
当白噪声干扰方向控制器时，可以用采样数据建立时间序列的自回归模型。
4·Aim to study the estimates of error moments in partly linear autoregressive models.
目的研究部分线性自回归模型中误差矩的估计。
5·In forecasting, it is unsuitable to apply Autoregressive model to time series with seasonal variation.
对于具有季节变动的时间序列，使用自回归模型进行预测是不适宜的。