协整建模及应用

Cointegration and Application

从协整分析的基本理论与方法着手，就协整关系的判别检验、统计量的特征，结合实例进行了分析，阐明了协整分析在结合时间序列分析中的短期动态模型与长期均衡模型的优点，并结合开发区能源系统做了实例分析．

This thesis begins with the basic conception and methodogy of cointegration analysis, then give an analysis of a sample. Integrating the merits of short term dynamic model and long term equilibrium models in the analysis of time series, then the thesis put forward efficient methods to model the non-smooth time series, and analyzes TEDA energy system.