econometrics

And from the perspective of econometrics, select the relevant indicators to establish a large model of quantitative analysis, statistical regression to the eventual establishment of the structure can withstand the spread of measurement model testing.

然后从计量经济学角度，选取相关性大的指标建立计量分析模型，进行统计回归，以最终建立经得起计量检验的利差结构分析模型。

Financial time series is always studied as a whole in existent financial econometrics based on statistical models, some rigorous hypothesis are often indispensable. Especially, it is unbefitting for importuning all data of series to meet a fixed mathematics model.

目前已有金融计量经济方法主要通过统计模型从全局的角度来研究时间序列，这种方法一方面依赖苛刻的假设条件，另一方面它要求所有数据都符合一个固定的数学模型，显得过于牵强。

Dynamic econometrics models of copper futures prices are established. Then by statistical analysis, the relevancy of copper future prices between Shanghai and London are obtained with the theory of co-integration and causality.

建立我国铜期货价格的金融危机影响动态计量模型，采用协整及因果关系理论对上海期铜价格和伦敦期铜价格之间的数据进行统计分析，找出两者之间的联动规律。