基于VAR的江西省种植业、林业、畜牧业和渔业的动态关系

Study on Dynamic Relationship of Farming,Forestry,Animal Husbandry Fishery in Jiangxi Based on Vector Autoregressive Model(VAR)

利用江西省1992-2007年的种植业、林业、畜牧业、渔业产值指数,建立VAR模型,运用渐进分析法模拟的脉冲响应函数,研究江西省种植业、林业、畜牧业和渔业之间的动态关系。结果表明:种植业、林业产值不仅对来自自身的1个单位标准误差信息的反应最大,同时分别对渔业和畜牧业的冲击反应最大。而对各个行业产值与第一产业总产值之间的简单相关系数的分析也表明,在对第一产业总产值的贡献排名中,种植业排名居首位,其余排名顺序为畜牧业、渔业和林业。

Vector autoregressive model （VAR） was established by the output value index of farming, forestry, animal husbandry, and fishery from 1992 to 2007 to study their dynamic relationship by using impulse response function simulated by asymptotic analysis in Jiangxi Province. The results showed that the output of farming and forestry has maximum response not only to the information of 1 unit standard error from itself, but also has maximum impulse response to fishery and animal husbandry. The analysis of simple correlation coefficient in output value of each production and total output value of primary production also showed that farming ranked first, followed by animal husbandry, fishery, and forestry in terms of contribution for total output value of primary production.