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本文通过单位根检验、协整检验、误差修正模型和格兰杰检验这一系列计量检验方法,对我国CPI和PPI之间的关系进行了分析,结果表明:CPI和PPI之间存在长期均衡关系。
This paper analyzes the relationship between CPI and PPI in China through unit root test, co-integration test, error correction model and Granger test. The results show that there is a long-term equilibrium relationship between CPI and PPI .