摘要
对1979年至2007年深圳的社会消费品零售总额(TRG)与国内生产总值(GDP)进行协整检验,检验结果表明:TRG与GDP的对数序列存在协整关系,它们之间存在长期的均衡关系;进而建立了误差修正模型;并由Granger因果分析,得出结论:深圳TRG的增加必然导致GDP的增长,反之不真.
This paper tests cointegration between TRG and GDP from 1979 to 2007 in Shenzhen, the results shows that the co-integration and long-term equilibrium relationship exist between the logarithmic sequence of TRG and GDP; and based on that, an error correction model is built result; then we reaches a conclusion that the rising of TRG must cause increased TRG must cause the increasing of GDP in Shenzhen by Granger Causal Analysis, conversely, it＇s not ture.
出处
《数学的实践与认识》
CSCD
北大核心
2009年第9期76-81,共6页
Mathematics in Practice and Theory
