基于VAR模型的山东省能源消费分析

Energy Consumytion Analysis of Shandong Province Based on VAR Model

基于向量自回归(VAR)模型,通过协整检验、脉冲响应函数和方差分解实证分析了经济发展水平、城镇化、科技水平和产业结构对山东省能源消费的影响。其中,协整检验结果表明,山东省能源消费、经济发展水平、城镇化、科技水平和产业结构之间存在长期的均衡关系。脉冲响应函数和方差分解则动态分析了各影响因素对能源消费的冲击效果和影响程度。最后根据实证分析的结果,对山东省的经济发展提出了几条建议。

Based on vector autoregressive（VAR） model,the level of economic development,urbanization,science and technology level and industrial structure to the influence on energy consumption of shandong province is analyzed empirically,through the cointegration test,impulse response function and variance decomposition.The results of cointegration test show that there exists unique long-run relationship among the energy consumption in shandong province,the level of economic development,urbanization,and science and technology level and industrial structure.Impulse response function and variance decomposition are used to analyze each influencing factor＇s effect of impact and influence degree on the consumption of energy dynamically.Finally,according to the empirical analysis result,several suggestions are given to the economic development of Shandong province.