论文部分内容阅读
根据Granger因果关系检验的结果,从长期看,陕西省工业总产值与货运周转量之间没有明确的因果关系。协整(contegration)理论是20世纪80年代产生的建模理论。它从分析时间序列的非平稳性入手,探求非平稳变量间蕴含的长期均衡关系。所谓协整,是指多个非平稳经济变量的某种线性组合是平稳的。
According to the result of Granger causality test, in the long run, there is no clear causal relationship between industrial output value and freight turnover in Shaanxi Province. The theory of contegration is a modeling theory developed in the 1980s. It begins with the analysis of the nonstationarity of time series and explores the long-term equilibrium contained in the non-stationary variables. The so-called co-integration, refers to a number of non-stationary economic variables some kind of linear combination is stable.