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机构地区:[1]湖南大学工商管理学院
出 处:《湖南大学学报(自然科学版)》2007年第9期90-92,共3页Journal of Hunan University:Natural Sciences
基 金:国家社会科学基金资助项日(05BJY019)
摘 要:基于检验有效性和可信度的考虑,利用协整检验来验证序列线性组合的平稳性,序列出现线性组合不平稳,则格兰杰因果检验是有效的;采用Hsiao版格兰杰因果检验进行最优滞后阶数选择,分析变量间因果关系的存在及方向.结果表明:除核电消费不是经济增长的格兰杰原因外,其他变量互为格兰杰原因.In the economic development of China, electricity is playing an important role in national economic development, and the study of the relations between electricity consumption and economic growth is necessary, Considering the validity and confidence level of tests, this article uses co-integration test to examine the stability of sequences linear combination. Sequences show that its linear combination is not steady, and then Granger causality test is effective. And the article adopts Hsiao's Granger causality test to select superior lagging number and to analyze the existence and the direction of causality among variables. The results show that nuclear power consumption isn't economic growth's Granger cause, and other variables are mutual Granger causality.
分 类 号:TM715[电气工程—电力系统及自动化]
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