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Identification of Kinematic Errors of Five-axis Machine Tool Trunnion Axis from Finished Test Piece 被引量:3
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作者 ZHANG Ya FU Jianzhong CHEN Zichen 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2014年第5期999-1007,共9页
Compared with the traditional non-cutting measurement,machining tests can more accurately reflect the kinematic errors of five-axis machine tools in the actual machining process for the users.However,measurement and c... Compared with the traditional non-cutting measurement,machining tests can more accurately reflect the kinematic errors of five-axis machine tools in the actual machining process for the users.However,measurement and calculation of the machining tests in the literature are quite difficult and time-consuming.A new method of the machining tests for the trunnion axis of five-axis machine tool is proposed.Firstly,a simple mathematical model of the cradle-type five-axis machine tool was established by optimizing the coordinate system settings based on robot kinematics.Then,the machining tests based on error-sensitive directions were proposed to identify the kinematic errors of the trunnion axis of cradle-type five-axis machine tool.By adopting the error-sensitive vectors in the matrix calculation,the functional relationship equations between the machining errors of the test piece in the error-sensitive directions and the kinematic errors of C-axis and A-axis of five-axis machine tool rotary table was established based on the model of the kinematic errors.According to our previous work,the kinematic errors of C-axis can be treated as the known quantities,and the kinematic errors of A-axis can be obtained from the equations.This method was tested in Mikron UCP600 vertical machining center.The machining errors in the error-sensitive directions can be obtained by CMM inspection from the finished test piece to identify the kinematic errors of five-axis machine tool trunnion axis.Experimental results demonstrated that the proposed method can reduce the complexity,cost,and the time consumed substantially,and has a wider applicability.This paper proposes a new method of the machining tests for the trunnion axis of five-axis machine tool. 展开更多
关键词 five-axis machine tool kinematic errors trunnion axis test piece error-sensitive directions
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Statistical Diagnosis and Gross Error Test for Semiparametric Linear Model 被引量:1
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作者 DING Shijun ZHANG Songlin JIANG Weiping WANG Shouchun 《Geo-Spatial Information Science》 2009年第4期296-302,共7页
This paper systematically studies the statistical diagnosis and hypothesis testing for the semiparametric linear regression model according to the theories and methods of the statistical diagnosis and hypothesis testi... This paper systematically studies the statistical diagnosis and hypothesis testing for the semiparametric linear regression model according to the theories and methods of the statistical diagnosis and hypothesis testing for parametric regression model.Several diagnostic measures and the methods for gross error testing are derived.Especially,the global and local influence analysis of the gross error on the parameter X and the nonparameter s are discussed in detail;at the same time,the paper proves that the data point deletion model is equivalent to the mean shift model for the semiparametric regression model.Finally,with one simulative computing example,some helpful conclusions are drawn. 展开更多
关键词 parametric regression semiparametric linear model influencing analysis statistical diagnosis gross error testing
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A Study on Measurement Error during Alternating Current Induced Voltage Tests on Large Transformers 被引量:1
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作者 WANG Xuan LI Yun-ge +1 位作者 CAO Xiao-long LIU Ying 《International Journal of Plant Engineering and Management》 2006年第1期17-24,共8页
The large transformer is pivotal equipment in an electric power supply system; Its partial discharge test and the induced voltage withstand test on large transformers are carried out at a frequency about twice the wor... The large transformer is pivotal equipment in an electric power supply system; Its partial discharge test and the induced voltage withstand test on large transformers are carried out at a frequency about twice the working frequency. If the magnetizing inductance cannot compensate for the stray capacitance, the test sample turns into a capacitive load and a capacitive rise exhibits in the testing circuit. For self-restoring insulation, a method has been recommended in IEC60-1 that an unapproved measuring system be calibrated by an approved system at a voltage not less than 50% of the rated testing voltage, and the result then be extrapolated linearly. It has been found that this method leads to great error due to the capacitive rise if it is not correctly used during a withstand voltage test under certain testing conditions, especiaUy for a test on high voltage transformers with large capacity. Since the withstand voltage test is the most important means to examine the operation reliability of a transformer, and it can be destructive to the insulation, a precise measurement must be guaranteed. In this paper a factor, named as the capacitive rise factor, is introduced to assess the rise. The voltage measurement error during the calibration is determined by the parameters of the test sample and the testing facilities, as well as the measuring point. Based on theoretical analysis in this paper, a novel method is suggested and demonstrated to estimate the error by using the capacitive rise factor and other known parame- ters of the testing circuit. 展开更多
关键词 TRANSFORMER test MEASUREMENT error
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Dynamics and Attitude Error Analysis for Dock Test System of Small Satellite
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作者 张元 孙丽丽 +1 位作者 赖一楠 戴野 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI CSCD 2015年第4期372-379,共8页
To analyze the attitude errors of vertical docking test system of small satellite,the static error and kinematic error of test system are considered.The working principle of test system and coordinate of actuator are ... To analyze the attitude errors of vertical docking test system of small satellite,the static error and kinematic error of test system are considered.The working principle of test system and coordinate of actuator are introduced.The model of friction torque on the joints and torque on docking mechanism are built.Dynamics equation of actuator is built by the Lagrange equation and the Nielsen equation.Under the condition of 24 different angle groups,the calculation of dynamics equation is built by using MATLAB/SIMULINK platform and the kinematic errors of actuator are obtained.The attitude error models of docking mechanism are built.Results shows that the main angle error sources of yaw,row,pitch are not identical.The attitude error of yaw angle can be decreased by compensating the angle error around xaxis.The attitude error of row angle mainly originates in the system error,and it can be eliminated by adjusting non-orthogonal degree. 展开更多
关键词 attitude error test system angle errors dynamics equation
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On the Distribution of Type II Errors in Hypothesis Testing
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作者 Skip Thompson 《Applied Mathematics》 2011年第2期189-195,共7页
When a statistical test of hypothesis for a population mean is performed, we are faced with the possibility of committing a Type II error by not rejecting the null hypothesis when in fact the population mean has chang... When a statistical test of hypothesis for a population mean is performed, we are faced with the possibility of committing a Type II error by not rejecting the null hypothesis when in fact the population mean has changed. We consider this issue and quantify matters in a manner that differs a bit from what is commonly done. In particular, we define the probability distribution function for Type II errors. We then explore some interesting properties that we have not seen mentioned elsewhere for this probability distribution function. Finally, we discuss several Maple procedures that can be used to perform various calculations using the distribution. 展开更多
关键词 COMPLEMENTARY error Function HYPOTHESIS testing POWER CURVES POWER Surfaces Type II errorS
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A flexible and robust soft-error testing system for microelectronic devices and integrated circuits
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作者 王晓辉 童腾 +7 位作者 苏弘 刘杰 张战刚 古松 刘天奇 孔洁 赵兴文 杨振雷 《Nuclear Science and Techniques》 SCIE CAS CSCD 2015年第3期64-70,共7页
Single event effects(SEEs) induced by radiations become a significant challenge to the reliability for modern electronic systems. To evaluate SEEs susceptibility for microelectronic devices and integrated circuits(ICs... Single event effects(SEEs) induced by radiations become a significant challenge to the reliability for modern electronic systems. To evaluate SEEs susceptibility for microelectronic devices and integrated circuits(ICs), an SEE testing system with flexibility and robustness was developed at Heavy Ion Research Facility in Lanzhou(HIRFL). The system is compatible with various types of microelectronic devices and ICs, and supports plenty of complex and high-speed test schemes and plans for the irradiated devices under test(DUTs). Thanks to the combination of meticulous circuit design and the hardened logic design, the system has additional performances to avoid an overheated situation and irradiations by stray radiations. The system has been tested and verified by experiments for irradiating devices at HIRFL. 展开更多
关键词 微电子器件 测试系统 集成电路 软误差 重离子研究装置 HIRFL 现代电子系统 辐照装置
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TESTING OF CORRELATION AND HETEROSCEDASTICITY IN NONLINEAR REGRESSION MODELS WITH DBL(p,q,1) RANDOM ERRORS
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作者 刘应安 韦博成 《Acta Mathematica Scientia》 SCIE CSCD 2008年第3期613-632,共20页
Chaos theory has taught us that a system which has both nonlinearity and random input will most likely produce irregular data. If random errors are irregular data, then random error process will raise nonlinearity (K... Chaos theory has taught us that a system which has both nonlinearity and random input will most likely produce irregular data. If random errors are irregular data, then random error process will raise nonlinearity (Kantz and Schreiber (1997)). Tsai (1986) introduced a composite test for autocorrelation and heteroscedasticity in linear models with AR(1) errors. Liu (2003) introduced a composite test for correlation and heteroscedasticity in nonlinear models with DBL(p, 0, 1) errors. Therefore, the important problems in regression model axe detections of bilinearity, correlation and heteroscedasticity. In this article, the authors discuss more general case of nonlinear models with DBL(p, q, 1) random errors by score test. Several statistics for the test of bilinearity, correlation, and heteroscedasticity are obtained, and expressed in simple matrix formulas. The results of regression models with linear errors are extended to those with bilinear errors. The simulation study is carried out to investigate the powers of the test statistics. All results of this article extend and develop results of Tsai (1986), Wei, et al (1995), and Liu, et al (2003). 展开更多
关键词 DBL(p Q 1) random errors nonlinear regression models score test HETEROSCEDASTICITY CORRELATION
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Sensitivity and Specificity Analysis Relation to Statistical Hypothesis Testing and Its Errors: Application to Cryptosporidium Detection Techniques
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作者 Emmanuel de-Graft Johnson Owusu-Ansah Angelina Sampson +1 位作者 Amponsah K. Samuel Abaidoo Robert 《Open Journal of Applied Sciences》 2016年第4期209-216,共8页
The use of Statistical Hypothesis Testing procedure to determine type I and type II errors was linked to the measurement of sensitivity and specificity in clinical trial test and experimental pathogen detection techni... The use of Statistical Hypothesis Testing procedure to determine type I and type II errors was linked to the measurement of sensitivity and specificity in clinical trial test and experimental pathogen detection techniques. A theoretical analysis of establishing these types of errors was made and compared to determination of False Positive, False Negative, True Positive and True Negative. Experimental laboratory detection methods used to detect Cryptosporidium spp. were used to highlight the relationship between hypothesis testing, sensitivity, specificity and predicted values. The study finds that, sensitivity and specificity for the two laboratory methods used for Cryptosporidium detection were low hence lowering the probability of detecting a “false null hypothesis” for the presence of cryptosporidium in the water samples using either Microscopic or PCR. Nevertheless, both procedures for cryptosporidium detection had higher “true negatives” increasing its probability of failing to reject a “true null hypothesis” with specificity of 1.00 for both Microscopic and PCR laboratory detection methods. 展开更多
关键词 Sensitivity SPECIFICITY Type I and II errors Detection Methods Hypothesis testing
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Comparison of Type I Error Rates of Siegel-Tukey and Savage Tests among Non-Parametric Tests
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作者 Sahib Ramazanov Hakan Çora 《Open Journal of Applied Sciences》 2024年第9期2393-2410,共18页
This study aimed to examine the performance of the Siegel-Tukey and Savage tests on data sets with heterogeneous variances. The analysis, considering Normal, Platykurtic, and Skewed distributions and a standard deviat... This study aimed to examine the performance of the Siegel-Tukey and Savage tests on data sets with heterogeneous variances. The analysis, considering Normal, Platykurtic, and Skewed distributions and a standard deviation ratio of 1, was conducted for both small and large sample sizes. For small sample sizes, two main categories were established: equal and different sample sizes. Analyses were performed using Monte Carlo simulations with 20,000 repetitions for each scenario, and the simulations were evaluated using SAS software. For small sample sizes, the I. type error rate of the Siegel-Tukey test generally ranged from 0.045 to 0.055, while the I. type error rate of the Savage test was observed to range from 0.016 to 0.041. Similar trends were observed for Platykurtic and Skewed distributions. In scenarios with different sample sizes, the Savage test generally exhibited lower I. type error rates. For large sample sizes, two main categories were established: equal and different sample sizes. For large sample sizes, the I. type error rate of the Siegel-Tukey test ranged from 0.047 to 0.052, while the I. type error rate of the Savage test ranged from 0.043 to 0.051. In cases of equal sample sizes, both tests generally had lower error rates, with the Savage test providing more consistent results for large sample sizes. In conclusion, it was determined that the Savage test provides lower I. type error rates for small sample sizes and that both tests have similar error rates for large sample sizes. These findings suggest that the Savage test could be a more reliable option when analyzing variance differences. 展开更多
关键词 Non-Parametric test Siegel-Tukey test Savage test Monte Carlo Simulation Type I error
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APPROXIMATE POWER OF HETEROSCEDASTICITY TEST IN NONLINEAR MODELS WITH ARIMA(0,1,0) ERRORS 被引量:1
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作者 Lin Jinguan Wei Bocheng Zhang Nansong 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2005年第4期423-430,共8页
This paper presents an approach for estimating power of the score test, based on an asymptotic approximation to the power of the score test under contiguous alternatives. The method is applied to the problem of power ... This paper presents an approach for estimating power of the score test, based on an asymptotic approximation to the power of the score test under contiguous alternatives. The method is applied to the problem of power calculations for the score test of heteroscedasticity in European rabbit data (Ratkowsky, 1983). Simulation studies are presented which indicate that the asymptotic approximation to the finite-sample situation is good over a wide range of parameter configurations. 展开更多
关键词 ARIMA (0 1 0) errors asymptotic approximation HETEROSCEDASTICITY local power nonlinear model score test.
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线性回归模型Bootstrap LM-Error检验的水平扭曲 被引量:3
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作者 欧变玲 龙志和 林怡坚 《数理统计与管理》 CSSCI 北大核心 2013年第1期35-41,共7页
基于OLS估计残差,本文将Bootstrap方法用于空间误差相关性LM-Error检验,综合考虑Bootstrap模拟抽样次数、空间衔接结构以及样本量,研究并比较空间误差相关Bootstrap LM-Error检验与渐近检验的水平扭曲。大量Monte Carlo实验结果显示,当... 基于OLS估计残差,本文将Bootstrap方法用于空间误差相关性LM-Error检验,综合考虑Bootstrap模拟抽样次数、空间衔接结构以及样本量,研究并比较空间误差相关Bootstrap LM-Error检验与渐近检验的水平扭曲。大量Monte Carlo实验结果显示,当模型误差不满足独立正态分布的假设条件时,空间误差相关LM-Error渐近检验的水平扭曲较大,采用Bootstrap方法可以较好地降低该水平扭曲;不管模型误差是否满足独立正态分布的假设条件,Bootstrap方法均能够有效地降低LMError渐近检验的水平扭曲。 展开更多
关键词 水平扭曲 BOOTSTRAP方法 LM-error检验 蒙特卡罗模拟
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空间面板数据模型BootstrapLM-Error检验研究 被引量:5
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作者 任通先 龙志和 陈青青 《统计研究》 CSSCI 北大核心 2015年第5期91-96,共6页
在误差项不服从经典分布的情形下,面板数据模型常用的空间相关性检验存在较大的偏差。本文将FDB方法引入空间面板数据模型的空间相关性检验,构建Bootstrap LM检验统计量,并通过Monte Carlo模拟实验,从水平扭曲和功效两个方面研究误差项... 在误差项不服从经典分布的情形下,面板数据模型常用的空间相关性检验存在较大的偏差。本文将FDB方法引入空间面板数据模型的空间相关性检验,构建Bootstrap LM检验统计量,并通过Monte Carlo模拟实验,从水平扭曲和功效两个方面研究误差项存在正态分布、异方差、时间序列相关等情形下,空间面板数据模型Bootstrap LM检验的有效性。Monte Carlo模拟实验结果表明,空间面板数据模型渐近LM-Error检验在误差项不服从经典正态分布时,存在较大的水平扭曲,FDB LM-Error检验则在基本不损失检验功效的前提下,有效矫正渐近检验的水平扭曲,是空间面板数据模型空间相关性LM检验更为有效的方法。 展开更多
关键词 空间面板数据模型 BOOTSTRAP方法 LM—error检验 MONTE CARLO模拟
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基于R-test的旋转轴安装误差辨识 被引量:3
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作者 邵圳 蒲耀洲 +3 位作者 曹利 王贤钧 李洋洋 殷国富 《组合机床与自动化加工技术》 北大核心 2022年第5期71-74,共4页
数控机床几何误差测量与辨识技术对于提高机床加工精度至关重要。为了快速精确地测量机床旋转轴安装误差,对一台五轴加工中心旋转轴结构和R-test仪器测量原理进行了研究,提出了一种基于R-test仪器的数控机床旋转轴安装误差辨识方法。该... 数控机床几何误差测量与辨识技术对于提高机床加工精度至关重要。为了快速精确地测量机床旋转轴安装误差,对一台五轴加工中心旋转轴结构和R-test仪器测量原理进行了研究,提出了一种基于R-test仪器的数控机床旋转轴安装误差辨识方法。该方法利用最小二乘法求解方程组在约束条件下的最优化问题,将旋转轴上被测点的运动轨迹进行拟合。并根据运动轨迹确定了旋转轴在三维空间中的实际位置,最终计算出旋转轴的四项安装误差。该方法为快速测量和辨识数控机床旋转轴安装误差提供了一条有效途径。 展开更多
关键词 五轴数控机床 旋转轴 R-test仪器 安装误差
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Analytical exploration of γ-function explicit method for pseudodynamic testing of nonlinear systems 被引量:2
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作者 张顺益 宋裕祺 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2005年第1期117-127,共11页
It has been well studied that the γ-function explicit method can be effective in providing favorable numerical dissipation for linear elastic systems. However, its performance for nonlinear systems is unclear due to ... It has been well studied that the γ-function explicit method can be effective in providing favorable numerical dissipation for linear elastic systems. However, its performance for nonlinear systems is unclear due to a lack of analytical evaluation techniques. Thus, a novel technique is proposed herein to evaluate its efficiency for application to nonlinear systems by introducing two parameters to describe the stiffness change. As a result, the numerical properties and error propagation characteristics of the γ-function explicit method for the pseudodynamic testing of a nonlinear system are analytically assessed. It is found that the upper stability limit decreases as the step degree of nonlinearity increases; and it increases as the current degree of nonlinearity increases. It is also shown that this integration method provides favorable numerical dissipation not only for linear elastic systems but also for nonlinear systems. Furthermore, error propagation analysis reveals that the numerical dissipation can effectively suppress the severe error propagation of high frequency modes while the low frequency responses are almost unaffected for both linear elastic and nonlinear systems. 展开更多
关键词 pseudodynamic test nonlinear error propagation numerical dissipation
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A Description of Oral Errors for English Speaking Learners in Technical Colleges
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作者 肖晓花 《科技信息》 2011年第34期179-180,共2页
Technical college students often commit different oral errors in their English learning. The type of students'spoken English errors is analyzed in this paper and the common errors are classified into four groups: ... Technical college students often commit different oral errors in their English learning. The type of students'spoken English errors is analyzed in this paper and the common errors are classified into four groups: phonological errors, lexical errors, grammatical errors and pragmatic errors. The result shows that lexical errors and grammatical errors are more common for learners from technical colleges. 展开更多
关键词 英语教学 教学方法 英语口语 大学英语
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Residual lifetime prediction model of nonlinear accelerated degradation data with measurement error 被引量:12
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作者 Zhongyi Cai Yunxiang Chen +1 位作者 Qiang Zhang Huachun Xiang 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2017年第5期1028-1038,共11页
For the product degradation process with random effect (RE), measurement error (ME) and nonlinearity in step-stress accelerated degradation test (SSADT), the nonlinear Wiener based degradation model with RE and ME is ... For the product degradation process with random effect (RE), measurement error (ME) and nonlinearity in step-stress accelerated degradation test (SSADT), the nonlinear Wiener based degradation model with RE and ME is built. An analytical approximation to the probability density function (PDF) of the product's lifetime is derived in a closed form. The process and data of SSADT are analyzed to obtain the relation model of the observed data under each accelerated stress. The likelihood function for the population-based observed data is constructed. The population-based model parameters and its random coefficient prior values are estimated. According to the newly observed data of the target product in SSADT, an analytical approximation to the PDF of its residual lifetime (RL) is derived in accordance with its individual degradation characteristics. The parameter updating method based on Bayesian inference is applied to obtain the posterior value of random coefficient of the RL model. A numerical example by simulation is analyzed to verify the accuracy and advantage of the proposed model. 展开更多
关键词 accelerated degradation test residual lifetime (RL) prediction measurement error random effect NONLINEARITY
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Accurate parameter estimation of systematic odometry errors for two-wheel differential mobile robots 被引量:3
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作者 Changbae Jung Woojin Chung 《Journal of Measurement Science and Instrumentation》 CAS 2012年第3期268-272,共5页
Odometry using incremental wheel encoder odometry suffers from the accumulation of kinematic sensors provides the relative robot pose estimation. However, the modeling errors of wheels as the robot's travel distance ... Odometry using incremental wheel encoder odometry suffers from the accumulation of kinematic sensors provides the relative robot pose estimation. However, the modeling errors of wheels as the robot's travel distance increases. Therefore, the systematic errors need to be calibrated. The University of Michigan Benchmark(UMBmark) method is a widely used calibration scheme of the systematic errors in two wheel differential mobile robots. In this paper, the accurate parameter estimation of systematic errors is proposed by extending the conventional method. The contributions of this paper can be summarized as two issues. The first contribution is to present new calibration equations that reduce the systematic odometry errors. The new equations were derived to overcome the limitation of conventional schemes. The second contribu tion is to propose the design guideline of the test track for calibration experiments. The calibration performance can be im proved by appropriate design of the test track. The simulations and experimental results show that the accurate parameter es timation can be implemented by the proposed method. 展开更多
关键词 calibration kinematic modeling errors mobile robots ODOMETRY test tracks
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Selection of time step for pseudodynamic testing
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作者 Shuenn-Yih Chang 《Earthquake Engineering and Engineering Vibration》 SCIE EI CSCD 2011年第3期437-451,共15页
Although the step degree of nonlinearity has been introduced to conduct basic analysis and error propagation analysis for the pseudodynamic testing of nonlinear systems, it cannot be reliably used to select an appropr... Although the step degree of nonlinearity has been introduced to conduct basic analysis and error propagation analysis for the pseudodynamic testing of nonlinear systems, it cannot be reliably used to select an appropriate time step before performing a pseudodynamic test. Therefore, a novel parameter of instantaneous degree of nonlinearity is introduced to monitor the stiffness change at the end of a time step, and can thus be used to evaluate numerical and error propagation properties for nonlinear systems. Based on these properties, it is possible to select an appropriate time step to conduct a pseudodynamic test in advance. This possibility is very important in pseudodynamic testing, since the use of an arbitrary time step might lead to unreliable results or even destroy the test specimen. In this paper, guidelines are proposed for choosing an appropriate time step for accurate integration of nonlinear systems. These guidelines require estimation of the maximum instantaneous degree of nonlinearity and the solution of the initial natural frequency. The Newmark explicit method is chosen for this study. All the analytical results and the guidelines proposed are thoroughly confirmed with numerical examples. 展开更多
关键词 pseudodynamic test nonlinear error propagation instantaneous degree of nonlinearity step degree of nonlinearity
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Test measurements for accuracy of absolute and relative GPS positioning
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作者 I. Havasi 《中国有色金属学会会刊:英文版》 CSCD 2005年第S1期299-303,共5页
The paper, after the introduction, briefly outlines the principles of both absolute and relative GPS positioning. It deals with factors and error resources affecting the accuracy of these surveying procedures. It revi... The paper, after the introduction, briefly outlines the principles of both absolute and relative GPS positioning. It deals with factors and error resources affecting the accuracy of these surveying procedures. It reviews the geodetic determination of a reference point and a base line used for the test measurements. The study describes the completed test measurements, and on the basis of results, it draws the conclusions for the accuracy of the investigated surveying methods. Finally, considering these accuracy measures, their possible application in mine surveying is also mentioned very shortly. 展开更多
关键词 GPS SURVEYING methods factors and errorS test MEASUREMENTS ACCURACY
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具有GARCH-normal-error时序的贝叶斯单位根检验
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作者 施晓燕 史代敏 《统计与决策》 CSSCI 北大核心 2022年第7期16-19,共4页
针对时间序列呈现尖峰厚尾、条件方差时变特征时,DF检验功效性较低的问题,文章基于贝叶斯理论设计了MCMC抽样算法,检验具有GARCH-normal-error时序的平稳性,并用Monte Carlo模拟仿真验证贝叶斯单位根检验的可行性与有效性,结果表明:贝... 针对时间序列呈现尖峰厚尾、条件方差时变特征时,DF检验功效性较低的问题,文章基于贝叶斯理论设计了MCMC抽样算法,检验具有GARCH-normal-error时序的平稳性,并用Monte Carlo模拟仿真验证贝叶斯单位根检验的可行性与有效性,结果表明:贝叶斯单位根检验的稳健性较好,样本容量、ρ的大小及波动参数和单整程度的差异对单位根检验势的影响均不大;当ρ<0.7时,DF检验的势略高于贝叶斯方法,但当ρ> 0.7时,贝叶斯方法的势远高于DF检验;DF k检验与DFτ检验的可靠性受样本容量的影响较大。 展开更多
关键词 GARCH-normal-error 贝叶斯因子 单位根检验 势函数
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