摘要
运用协整理论对我国1978~2009年农业装备水平（LAEL）与农业机械化水平（LAML）的相关关系进行了实证分析。研究中运用单位根检验,构建协整方程和误差修正模型,以及进行格兰杰因果检验。结果表明,1978~2009年我国农业装备水平与农业机械化水平之间存在协整关系。从长期均衡关系来看,我国农业装备水平与农业机械化水平存在长期的均衡关系,二者变化受协整方程的约束。从误差修正模型来看,两者的短期动态均衡关系是,农业装备水平短期内每变动1个单位,农业机械化水平同方向变动0.2921个单位。另外,格兰杰因果检验表明,当滞后阶数为1到3时,农业装备水平是农业机械化水平提高的格兰杰原因;但当滞后阶数为4到6时,二者之间不存在因果关系。
The paper adopted co-integration theory and analyzed correlativity between the level of agricultural equipment（LAEL） and the level of agricultural mechanization（LAML） in mainland of China from 1978 to 2009.This study applied unit root test,established co-integration equation and Error Correction Model.The results indicated that there is co-integration relation between LAEL and LAML from 1978 to 2009.First,this paper set up the long-term equilibrium analysis of LAEL and LAML.Second,they were restricted for co-integration equation.In the mean time,the paper also used error-correction theory to set up Error Correction Model between them on the basis of long-term model mentioned above.So the level of agricultural equipment changes 1 unit every time,and the level of agricultural mechanization changes 0.2921 units in the same direction.Third,the testing of Granger causality indicated that when lag is 1 to 3,LAEL does Granger Cause LAML;and when lag is 4 to 6,there is not Granger causality relation between them.
出处
《中国农机化》
北大核心
2012年第1期48-52,共5页
Chinese Agricul Tural Mechanization
基金
2010年度河南省政府决策研究招标课题(B225)
关键词
农业装备水平
农业机械化水平
协整
误差修正模型
格兰杰因果检验
level of agricultural mechanization
level of agricultural equipment
co-integration
error correction model
granger causality test
