摘要
介绍了格兰杰因果分析法的基本原理。基于1991~2007年汽车工业和全国工业总产值的数据,利用格兰杰因果分析法及Eviews软件,分析了全国工业发展对汽车工业的依赖程度;构建了全国工业产值增加与汽车工业产值之间的关系模型。计算结果表明:汽车工业产值与全国工业总产值的增长有一定的因果关系,在其它因素不变的情况下,GDP增长随汽车工业总产值增加呈近似线性增长的关系,汽车工业总产值每增加1%,将会带动全国工业总产值增加0.76%;而当汽车工业总产值增加10%时,将带动GDP增长7.62%。汽车及其关联产业不仅能够带动国民经济持续快速健康发展,还为社会创造了巨大的就业机会,为国家税收做出了较大贡献,促进经济结构的调整与升级,并且提高了整个社会生产、生活效率及文明程度。由此可见,汽车工业总产值的增加对国民经济增长的带动作用显著。中国汽车产业应走可持续发展道路,提高自主创新能力。
The theory of granger causality test was introduced and the effect of auto industry upon country industry was analyzed by the analysis software Eviews based on the data of auto industry and country industry output value from 1997 to 2007. A mathematics model about relationship between auto industry output value and country industry output value was established. The results show that granger causality consist in auto industry and country industry output value and there is a nearly linear relation between the GDP increasing and the auto industry output value increasing, the country industry output value will increase 0.76% due to that the auto industry output value increase 1% and when the auto industry output value increase 10%, the country industry output value will increase 7.62%. The automotive and its linked industry will not only promote the fast and fit development of national economy but also make great woke opportunities for the society, make a significant contribution to the country's tax revenue, promote the revision and promotion of economic structure, increase the manufacture and living efficiency. So we can conclude that the driving impact of auto industry output value increasing on cultural industry developing is distinct. The result suggests sustaining development of China auto industry.
出处
《技术经济与管理研究》
北大核心
2010年第5期131-135,共5页
Journal of Technical Economics & Management
基金
江苏省自然科学基金资助项目(BK2008225)
关键词
汽车工业
因果关系检验
Sims检验
单根检验
ADF检验
回归模型
可持续发展
Auto industry
Granger causality test
Sims test
Unit root test
Augmented dicker fuller test
Regression model
Sustainable development