基于Eviews软件分析中国煤炭价格与GDP的动态效应被引量：2

China coal price and GDP dynamic effects analysis based on the Eviews

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摘要为了揭示我国煤炭价格是否对我国经济发展造成影响,本文利用Eviews软件对我国1991-2011年间的煤炭价格与GDP进行了ADF平稳性检验、Johansen协整检验、Granger因果检验并构建了VAR模型。通过软件输出结果可准确得出:煤炭价格与GDP存在长期的互为因果的正向均衡关系,且我国GDP水平对煤炭价格水平的因果关系比我国煤炭价格水平对我国GDP水平的因果关系更具有显著影响。 In order to reveal whether China coal prices affect the economic development, this paper use Eviews software to have ADF test, Johansen cointegration test and Granger causality test for China coal prices and GDP during 1990-2011. The Eviews software output accurately shows that the coal prices and GDP of our country have a positive equilibrium and causality relationship. Meanwhile, the China GDP have more significant causality to the coal prices than China coal prices to GDP.

作者陈卫东戴东轩

机构地区天津大学管理与经济学部

出处《电子设计工程》 2014年第16期18-20,24,共4页 Electronic Design Engineering

基金国家自然科学基金项目(71373173) 天津市政府决策咨询重点课题(ZFZX2013-21)

关键词 EVIEWS软件 ADF检验 JOHANSEN检验 GRANGER检验 Eviews software ADF test Johansen test Granger test

分类号 TN-9 [电子电信] TP319 [自动化与计算机技术—计算机软件与理论]

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