摘要
根据中国1987～2002年的有关统计数据,通过Engle-Granger两步法检验R&D投入与经济增长之间是否存在协整关系,并进一步建立格兰杰(Granger)因果关系检验模型,检验二者之间是否存在因果关系.检验结果表明,二者之间存在协整关系,并随滞后期数不同存在不同的因果关系.
Based on statistics data, this paper sets up the regression equation of GDP and R&D by OLS technology, and tests the relationship of co-integration and Granger causality between R&D and economic growth .The results showed that it has the co-integration relationship, when the lag intervals were different, there was different Granger causality relationship between R&D and economic growth .
出处
《哈尔滨商业大学学报（自然科学版）》
CAS
2005年第2期245-249,共5页
Journal of Harbin University of Commerce：Natural Sciences Edition
