湖北省居民消费水平与GDP的误差修正模型研究

A Study on Error Correction Model of GDP and Inhabitants Consumption Level in Hubei

选取湖北省居民消费水平和GDP这两个重要的经济变量做协整分析，研究表明在所选取的样本区间内（1985年-2003年），两列时间序列之间存在协整关系，进而建立了误差修正模型，并且得到了较好的拟合结果，随后验证了两变量间具有双向Granger因果关系。

This article selects two important economical variables, the Hubei Province inhabitant consumption level and GDP,does the cointegration analysis over the period form 1980 to 2003. The results show that there is one cointegration relationship, and then it proofs that they have dual Granger Causality relationships.