第三章:格兰杰因果关系应用研究。
Chapter 3: Research on the application of Granger-causality.
利用格兰杰因果关系检验证实了以上结论。
This paper USES Granger causality tests verify above conclusions.
结果表明,三次产业的能源消费弹性不同,GDP是能源消费的格兰杰因果关系。
The results are: the energy consume flexibility of each industry is dissimilarity, the GDP is Granger causality of the energy consume.
但是我国股市流动性波动率高,并且和市场回报率之间存在单向格兰杰因果关系。
However, fluctuation rate of Chinese stock markets are high, and have unilateral Granger causal-effect relationship.
结果表明,三次产业的能源消费弹性是不同的,GDP是能源消费的格兰杰因果关系。
The result shows that the energy consumption flexibility in each industry is different and GDP is the Granger causality of energy consumption.
格兰杰因果关系检验结论为在二阶滞后期的前提下,能源消费和碳排放量均是GDP的单向格兰杰原因。
The Granger Causality test shows that on the premise of second-order lag, the energy consumption and carbon emission are the one-way Granger reason of GDP.
实证分析表明,中国的经济增长和财政支出存在长期的均衡关系和格兰杰因果关系,瓦格纳法则在中国是成立的。
The empirical analysis shows that there is long equilibrium relationship and Granger causality between economic growth and government expenditure, which support for Wagner's law in China.
研究还采用了协整检验和格兰杰因果关系检验等计量方法,力求做到研究视角新颖、研究思路清晰、研究方法科学。
The study also USES cointegration test, Granger causality test as measurement methods. It tries to study new perspective on clear ideas and use scientific research methods.
通过对时间序列建立向量误差修正模型,运用单位根检验、协整检验、格兰杰因果关系检验、脉冲响应函数等方法精确地度量系统中变量之间相互影响的动态过程。
The article USES VECM, ADF Test, Johansen Test, Granger Causal Relation Test, Impulse Response Function to accurately measure the process that the variables influence each other in the system.
然后,章典的研究小组进行了一种被称为格兰杰因果分析的推演,以确定这些变量之间的相互因果关系。
The team then performed a statistical analysis called a Granger causality analysis to establish whether cause-effect relationships existed between any of them.
然后,章典的研究小组进行了一种被称为格兰杰因果分析的推演,以确定这些变量之间的相互因果关系。
The team then performed a statistical analysis called a Granger causality analysis to establish whether cause-effect relationships existed between any of them.
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