我国有色金属消费与经济增速的关系及预测的实证分析——以铝为例

An Empirical Analysis of Relationship Between Nonferrous Metals Consumption and Economic Growth and Forecast of Nonferrous Metals Consumption in China ——With Aluminum as an Example

选取我国1996~2018年的经济增速与铝消费量数据建立时间序列,使用Eviews 9.0和灰色建模软件7.0对数据进行分析。通过构建矢量自回归模型和误差修正模型,使用平稳性判断、协整检验、脉冲检验、方差分解和格兰杰因果检验等,得出我国1996~2018年的铝消费量和经济增速具有长期均衡关系,经济增速每上升1%,铝消费量相应地上升19.9%;经济增长对铝消费量具有单向的因果关系,但是铝消费量的增长不足以决定经济增速的上升。同时通过构建灰色均值模型并进行了精度检验,得出G(1,1)模型的精度较高、误差较小;模型预测2019年我国的铝消费量预期达到4313.6万吨,能够为相关部门提供决策依据。

Economic growth and aluminum consumption data from 1996 to 2018 were selected to establish time series,and were analyzed by using Eviews 9.0 and Grey 7.0 software.Based on the constructed vector autoregressive model and error correction model,it is concluded that there was a long term equilibrium relationship between aluminum consumption and economic growth in China from 1996 to 2018,after stationarity judgment,co integration test,impulse test,variance decomposition and Granger causality test.With an increase of 1%in the economic growth rate,the aluminum consumption correspondingly increased by about 19.9%.It is found that economic growth can bring impact to the aluminum consumption,but is independent on the increase of aluminum consumption.Furthermore,a grey mean model is constructed to check the accuracy of the analysis,indicating that G(1,1)model has a higher precision with smaller error.Based on the model,China′s aluminum consumption in 2019 is expected to reach 43.136 million tons,which can provide relevant departments some reference in decision making.