摘要
基于检验有效性和可信度的考虑,利用协整检验来验证序列线性组合的平稳性,序列出现线性组合不平稳,则格兰杰因果检验是有效的;采用Hsiao版格兰杰因果检验进行最优滞后阶数选择,分析变量间因果关系的存在及方向.结果表明:除核电消费不是经济增长的格兰杰原因外,其他变量互为格兰杰原因.
In the economic development of China, electricity is playing an important role in national economic development, and the study of the relations between electricity consumption and economic growth is necessary, Considering the validity and confidence level of tests, this article uses co-integration test to examine the stability of sequences linear combination. Sequences show that its linear combination is not steady, and then Granger causality test is effective. And the article adopts Hsiao's Granger causality test to select superior lagging number and to analyze the existence and the direction of causality among variables. The results show that nuclear power consumption isn't economic growth's Granger cause, and other variables are mutual Granger causality.
出处
《湖南大学学报(自然科学版)》
EI
CAS
CSCD
北大核心
2007年第9期90-92,共3页
Journal of Hunan University:Natural Sciences
基金
国家社会科学基金资助项日(05BJY019)
关键词
电力消费
经济增长
协整
格兰杰因果关系
electricity consumption
economic growth
co-integration
Granger causality