现代经济信息
現代經濟信息
현대경제신식
Modern Economic Information
2015年
21期
467-469
,共3页
克强指数%GDP增长%协整检验%因果关系%R语言
剋彊指數%GDP增長%協整檢驗%因果關繫%R語言
극강지수%GDP증장%협정검험%인과관계%R어언
KQI%GDP growth%Co-intergration%Granger causality%R language
“克强指数“(KQI)是工业用电量、铁路货运量、贷款发放量等指标的结合,是英国著名政经杂志《经济学人》创造的用于评估中国GDP增长量的指标。“克强指数”指标关系研究首先以指标平稳性检验为前提,然后进行协整检验和因果关系检验,最后建立指标之间均衡关系及误差修正模型。实例表明山东省铁路货运量与工业用电量存在单项的因果的关系,工业用电量与铁路货运量、贷款发放量之间存在长期协整关系,并且短期调整机制对误差起到绝对修正作用。研究实验环境R语言。
“剋彊指數“(KQI)是工業用電量、鐵路貨運量、貸款髮放量等指標的結閤,是英國著名政經雜誌《經濟學人》創造的用于評估中國GDP增長量的指標。“剋彊指數”指標關繫研究首先以指標平穩性檢驗為前提,然後進行協整檢驗和因果關繫檢驗,最後建立指標之間均衡關繫及誤差脩正模型。實例錶明山東省鐵路貨運量與工業用電量存在單項的因果的關繫,工業用電量與鐵路貨運量、貸款髮放量之間存在長期協整關繫,併且短期調整機製對誤差起到絕對脩正作用。研究實驗環境R語言。
“극강지수“(KQI)시공업용전량、철로화운량、대관발방량등지표적결합,시영국저명정경잡지《경제학인》창조적용우평고중국GDP증장량적지표。“극강지수”지표관계연구수선이지표평은성검험위전제,연후진행협정검험화인과관계검험,최후건립지표지간균형관계급오차수정모형。실례표명산동성철로화운량여공업용전량존재단항적인과적관계,공업용전량여철로화운량、대관발방량지간존재장기협정관계,병차단기조정궤제대오차기도절대수정작용。연구실험배경R어언。
Keqiang index is the combination with industrial electricity consumption, freight transported by railway and loans , and is an evaluated indicator ctreated by the economist of Chinese GDP growth. First, Keqiang index research based on the stationary test , and then done the co_integration test and Granger causality test. At last, the results established the relation of indicators co-integration and error correction model. The examples showed that the freight transported by railway and industrial electricity consumption are one-way causal relationship, and three indicators existed long-term co-integration relationship, short-term adjustment mechanism was very important for the error correction . The experimental environment used R language.