第三产业与城镇人口比重Granger因果关系检验 张杨
（山东经济学院，济南，250014）
摘要:根据《中国统计年鉴》(2003年)提供的数据检验后认为,1985-2002年第三产业的产值和城镇居民比重均为I(2)单整非平稳时间序列,第三产业和城镇居民比重是一阶协整关系。第三产业的发展显著地影响城镇居民比重的增长, 城镇居民比重的增长不显著地影响第三产业的发展,这一结果值得探讨。
关键词:非平稳时间序列;单位根检验;协整分析; Granger因果关系
Granger causality test between the tertiary industry and urban residents proportion
Zhang Yang
(Shandong economic university , Jinan,250014)
Summary: According to the datum that " Chinese statistical yearbook " (2003) offered, the output value of the tertiary industry and urban residents proportion in 1985-2002 are I (2) series, and there are co-integration relationship between the tertiary industry and urban residents proportion . The development of the tertiary industry influences the growth of urban residents proportion remarkably, the growth of urban residents proportion does not influence the development of the tertiary industry remarkably, so this result deserves the discussion.
Key words: unstable time series ; unit root test ; co-integration analysis; Granger causality test |