1
銆?/p>
鏀归潻寮�鏀句互鏉ワ紝闅忕潃缁忔祹鐨勫彂灞曪紝鍦ㄤ腑鍥藉煄涔″眳姘戞敹鍏ュ揩閫熷闀跨殑鍚屾椂锛屽煄涔″眳姘戠殑
娑堣垂姘村钩涔熻繀閫熷闀裤�傜粡娴庡鐣岀殑涓�绉嶈鐐硅涓猴紝
20
涓栫邯
90
骞翠唬涓湡浠ュ悗鐢变簬缁忔祹浣撳埗銆?/p>
浣忔埧銆佸尰鐤椼�佸吇鑰佺瓑绀句細淇濋殰浣撳埗鐨勫彉鍖栵紝浣垮眳姘戠殑娑堣垂琛屼负鍙戠敓浜嗘槑鏄炬敼鍙樸�傝浠ュ煄闀?/p>
灞呮皯浜哄潎鏀跺叆姘村钩鍜屾秷璐规按骞崇殑鏁版嵁涓轰緷鎹紝閫氳繃寤虹珛鍚堥�傜殑妯″瀷妫�楠屼笂杩扮殑瑙傜偣鏄惁姝?/p>
纭紵
寤虹珛鐨勬ā鍨嬩负锛?/p>
cs
t
=75.85 + 0.799*inc
t
+789.67D1-0.14*D
t
* inc
t
+ u
t
,
t= 1,2,3
鈥?/p>
锛?/p>
25.38
锛?/p>
(0.01)
(49.19)
(-12.75)
R
2
= 0.999
鏍规嵁浼拌鐨勭粨鏋滐紝
1997
骞村強浠ュ墠锛?/p>
鏀跺叆澧炲姞
1
鍗曚綅锛?/p>
娑堣垂澧炲姞
0.799
鍗曚綅锛?/p>
1997
浠ュ悗锛屾敹鍏ュ鍔?/p>
1
鍗曚綅锛屾秷璐瑰鍔狅紙
0.659
锛夊崟浣嶏紝涓?/p>
D
t
* inc
t
鐨勭郴鏁扮殑
t
妫�楠屾槸
鏄捐憲鐨勶紝璇存槑
1997
骞翠互鍚庣敱浜庣粡娴庝綋鍒躲�佷綇鎴裤�佸尰鐤椼�佸吇鑰佺瓑绀句細淇濋殰浣撳埗鐨?/p>
鍙樺寲锛屽眳姘戠殑娑堣垂鍑忓皯銆?/p>
1997
骞翠互鍓嶇殑娑堣垂妯″瀷銆傘�傘�?/p>
1997
骞翠互鍚庣殑銆傘�傘�傘�傘�傘�傘�傘�?/p>
2
銆?/p>
鏍规嵁鎴戝浗
1978
骞翠互鏉?/p>
GDP
鏁版嵁寤虹珛
GDP
瀵规暟搴忓垪瀵硅薄锛?/p>
鍒ゅ埆璇ュ簭鍒楃殑骞崇ǔ鎬э紝
骞舵牴
鎹嚜鐩稿叧鍜屽亸鑷浉鍏崇郴鏁帮紝寤虹珛
GDP
瀵规暟搴忓垪鐨?/p>
ARMA
鎴?/p>
ARIMA
妯″瀷銆?/p>
鐢?/p>
ADF
鍗曚綅鏍规楠屽緱鍒扮粨璁猴細
ln(gdp)
鍗曚綅鏍规楠岀粨鏋滃鍥?/p>
1
锛?/p>
鏍规嵁
p
鍊间笉鑳藉鎷掔粷鍘熷亣璁俱�?/p>
t-Statistic
Prob.*
Augmented Dickey-Fuller test statistic
-2.881835
0.1812
Test critical values:
1% level
-4.273277
5% level
-3.557759
10% level
-3.212361