基于非线性协整对重庆市财政支出与可支配收入关系分析

Analysis of the Relationship between Chongqing's Financial Expenditure and Disposable Income Based on Nonlinear Cointegration

选用1994—2011年重庆市地方性财政支出与城镇居民人均可支配收入的数据进行分析以得到财政支出与人均可支配收入之间的关系;在对二者关系进行简单描述统计分析的基础上,分别运用线性与非线性协整方法进拟合,对拟合残差进行协整关系检验得出二者间的非线性协关系远比线性协整关系精确。

Based on the data of Chongqing＇ s local financial expenditure and per capita disposable income of urban residents during 1994-2011, the relationship between the two is fitted by selecting linear cointegration method and nonlinear cointegration method respectively and the results show that the precision of predicting value by using nonlinear cointegration method is much higher than that of linear cointegration method.