我国经济增长与石油、天然气消费关系实证研究——基于协整分析及Granger因果检验

Empirical Research on Relations Between China Economic Growth and Consumption of Petroleum and Natural Gas——Based on Co-integration Analysis and Granger Causality Test

为研究我国经济增长与石油、天然气消费之间的具体影响效应,在对1996—2013年我国GDP和石油、天然气消费量数据进行分类统计的基础上,利用协整检验和误差修正模型以及Granger因果关系对其作了系统分析。检验结果表明,我国经济增长与石油、天然气消费存在长期均衡性,但经济的短期波动是造成石油、天然气消费短期波动的一个重要因素,且经济增长对天然气消费的影响力度比石油大,Granger因果关系检验表明经济增长是引起石油、天然气消费的单向原因。为此,在今后经济发展过程中要重点关注经济增长对天然气消费造成的影响,石油公司也可据此制定相应的对应措施,以避免经济增长对资源造成不必要的浪费。

In order to study the specific influential effect between China economic growth and consumption of petroleum and natural gas,a system analysis is conducted based on a classified statistic of China GDP and consumption data of petroleum and natural gas from 1996 to 2013by using co-integration test,error correction model and Granger causality.The test results show that there is a long-term balance between China economic growth and consumption of petroleum and natural gas.However,the rapid fluctuation of economy is a key factor which causes rapid fluctuation in the consumption of petroleum and natural gas.Besides,the influence degree of economic growth on consumption of natural gas is bigger than on consumption of petroleum.Granger causality test indicates that economic growth is a single-track reason for consumption of petroleum and natural gas.Therefore,a special attention on the influence caused by economic growth on consumption of natural gas is needed on the further economic development process.Petroleum company shall formulate corresponding measures based on this to avoid unnecessary waste of economic growth on resources.