基于协整理论的电力投资分析与研究  

Investment Analysis of Electricity Industry Based on Cointegration Model

作　　者：何晓颖[1] 周晖[1] 

机构地区：[1]北京交通大学电气工程学院,北京100044

出　　处：《水电能源科学》2011年第6期180-182,133,共4页Water Resources and Power

摘　　要：以我国为例,基于1978～2008年的相关数据,采用EVIEWS软件分析了电力投资与电力消费、经济增长之间关系,并应用单位根检验、Granger因果分析和Johansen检验等协整分析方法实证研究了这三者之间关系,建立了误差修正模型寻求长期均衡与短期波动关系。结果表明,该方法有效,电力消费为电力投资的单向Granger原因,电力投资、电力消费与经济增长之间存在长期均衡关系,电力消费和经济增长将引起投资的同方向变动。Based on the related data from 1978 to 2008, the software EVIEWS is used to analyze the relationship among power investment, electricity consumption and economic growth in China, which is verified by the unit root test, Granger causality test and Johansen test. And then the error correction model is established to seek the relationship between long-term equilibrium and short-term fluctuation. The results show that the method is effective; power consumption is the unidirectional Granger causality of power investment; there exists a long-term equilibrium relationship among power investment, electricity consumption and economic growth; electricity consumption and economic growth will lead to the same direction changes for investment.

关 键 词：电力投资 电力消费 经济增长 GRANGER因果检验 协整分析 误差修正模型 

分 类 号：F723[经济管理—市场营销]