河南省农村居民收入与消费的协整性分析

Cointegration Analysis of the Relationship between the Revenue and Consumption of the Rural Resident in Henan Province

通过1978-2003年河南省农民人均纯收入与消费的协整分析,发现农村居民的收入与消费之间存在着长期稳定的均衡关系,同时在协整分析的基础上建立了误差修整模型,说明了误差修整系数对偏离长期均衡的调整力度。

The data of revenue and consumption of the rural resident from 1978- 2003 in Henan province was used to do the cointegrated study and the result was evidenced that there was a long-run and steady equilibrium relationship between the revenue and consumption,and then a error correction model was set up. The adjusting ability of error correction coefficient to departure long-run equilibrium was explained.