5DICKEY A D,FULLER W A. Likelihood ratio statistics for autoregressive time series with unit root [J]. Econometrica,1981,49(4) :1057 -1072.
6GRANGER C W J. Some properties of time series data and their use in econometric model specification [ J ]. Journal of Econometrics, 1981,16 : 121 -130.
7ENGLE R F,GRANGER C W J. Cointegration and error correction representation estimation and testing [ J ]. Econometrica, 1987,55 (2) : 251 - 276.
8GRANGER C W J. lnvestiagting casual relations by econometric models and cross - spectral methods[ J]. Econometrica,1969,37:424 -438.
9BARSKY R, KILIAN L. 2004. Oil and the macro- economy since the 1970s [ R]. NBER Working Paper.
10BAILEY W, CHAN K C. 1993. Macroeconomic influences and the variability of the commodity futures basis [ J]. The Journal of Finance, (48) : 555 -573.