基于分位数因子模型的高维时间序列因果关系分析

梁慧玲, 刘慧, 刘力维, 赵佳, 阮怀军

Causal relationship analysis of high⁃dimensional time series based on quantile factor model

Huiling Liang, Hui Liu, Liwei Liu, Jia Zhao, Huaijun Ruan

图6 mBTS?CGC的GDP预测图

Fig.6 The prediction of GDP by mBTS?CGC