摘要
文章利用ADF单位根检验、Engle-Granger协整分析等计量经济理论,对1978-2005年甘肃省农村居民人均可支配收入和人均消费支出的年度数据进行了相应的分析,并且当收入消费方程不协整时引入了虚拟变量,有效克服了变量在整个研究期间不协整的问题,并据此建立了相应的误差修正模型。
Using the econometric methods such as ADF test of unit root, Granger test of causality,the authors in this paper develop the equilibrium relationship between income and expenditure in Gansu Province rural households in past 28 years. The paper induct concocted variation when there doesn＇ t exist obvious cointegration and establish the error correction model.
出处
《内蒙古农业科技》
2007年第2期24-26,共3页
Inner Mongolia Agricultural Science and Technology
关键词
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ADF单位根检验
协整分析
误差修正模型
Expenditure
Income
ADF test of unit mot
Analysis of cointegration
Error correction model
