第三产业与国内生产总值Granger因果关系检验

根据《中国统计年鉴》(2 0 0 2年 )提供的数据检验后认为 ,1 978～2 0 0 1年GDP和第三产业的产值均为I(2 )单整非平稳时间序列 ,GDP和第三产业是一阶协整关系 ,服从I(1 ,2 )阶协整分布。第三产业的发展显著地影响GDP的增长 ,GDP的增长影响第三产业的发展 ,但存在滞后阶数且不相同 ,探讨了其产生原因。

According to the data of China Statistical Yearbook(2002),the paper draws the conclusion that the time series data of GDP and tertiary industry are the non-stationary time series,I(2) integration,and I(1,2) co-integration distribution. After the empirical analysis,we deduce a conclusion that the development of tertiary industry can produce significant effect on GDP’s growth,vice versa ,but there exists different lags. At last,the paper probes into the reason.