摘要
选取发电量和工业增加值同比增速月度数据,用定量分析方法,分析工业增加值与发电量之间相互关系,利用Eviews6.0分析两者相关性、平稳性以及脉冲响应,试图解释两者相互影响关系。结果表明,工业增加值增速与发电量增速相关度高,两者具有相同的随机性趋势并存在相似的长期趋势;工业增长值增速冲击导致发电量增速下降1.5,发电量冲击导致工业增长值增速上升0.36;工业增长值增速对发电量增速贡献度20%,工业增长值增速对发电量增速贡献度80%。由于发电量增速与工业增加值增速存在滞后2期因果关系,两者同期表现有时是不一致,甚至可能出现反差现象。
The data of electric energy production are selected, and their correlation is analyzed by and the industrial added value of corresponding month quantitative analysis method. Eviews6.0 is applied to analyzed their correlation, stability and pulse response, trying to explain reciprocal relationship between the two. The results show that the growth rate of industrial added value is highly associated with the growth rate of electric energy production; both have the same stochastic trend and similar long-term trends; industrial growth rate has an impact on the electric energy production and leads to the declined generation growth rate by 1.5; electric energy growth rate has an impact on industrial growth rate and leads to the increased industrial growth rate by 0.36. Industrial growth rate makes a contribution to electric energy growth rate by 20%; electric energy growth rate makes a contribution to industrial growth rate by 80%. As the electric production rate lags behind the industrial added value growth rate by two phases, inconsistent performance over the same period, or even contrast phenomenon can exist sometimes.
出处
《区域金融研究》
2010年第8期82-86,共5页
Journal of Regional Financial Research
关键词
发电量
工业增加值
序列平稳性脉冲响应
Electric Energy Production
Industrial Added Value
Empirical Analysis