V2EX deterministic-trend

Deterministic Trend

定义 Definition

deterministic trend 指“确定性趋势”:在时间序列中由确定的、可用函数表达的规律性变化(常见如线性或多项式随时间增长/下降),通常被视为非随机的趋势成分,与由随机冲击累积形成的随机趋势相对。在计量经济学与时间序列分析中常用。

发音 Pronunciation (IPA)

/dtrmnstk trnd/

例句 Examples

The data show a deterministic trend over time.
数据随时间呈现确定性趋势。

To avoid spurious results, the analyst removed the deterministic trend before testing for stationarity.
为避免出现伪回归结果,分析师在进行平稳性检验前先去除了确定性趋势。

词源 Etymology

deterministic 来自 determine(决定、确定),其词根可追溯到拉丁语 determinare(限定、界定);trend 源自表示“转向、倾向”的词源发展而来,后来在统计与经济语境中固定表示“随时间变化的总体方向”。合起来强调:这种“趋势”是由明确规则所决定的,而非随机漂移。

相关词 Related Words

文学与著作 Literary Works

  • James D. Hamilton, Time Series Analysis(时间序列分析领域经典教材,讨论确定性趋势与单位根/随机趋势的区分)
  • George E. P. Box, Gwilym M. Jenkins 等, Time Series Analysis: Forecasting and Control(涉及趋势建模与去趋势处理)
  • Jeffrey M. Wooldridge, Introductory Econometrics: A Modern Approach(入门计量经济学教材中常在时间趋势/回归设定里提及确定性趋势)
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