Eviews格兰杰因果关系检验结果说明.docxVIP

Eviews 格兰杰因果关系检验结果说明 一、经济变量之间的因果性问题 计量经济模型的建立过程，本质上是用回归分析工具处理一个经济变量对其他 经济变量的依存性问题，但这并不是暗示这个经济变量与其他经济变量间必然存在 着因果关系。 由于没有因果关系的变量之间常常有很好的回归拟合，把回归模型的解释变量 与被解释变量倒过来也能够拟合得很好，因此回归分析本身不能检验因果关系的存 在性，也无法识别因果关系的方向。 假设两个变量，比如国内生产总值 GDF和广义货币供给量M各自都有滞后的 分量GDP(-1)，GDP(2)…，M(-1) , M(-2)，…，显然这两个变量都存在着相互影 响的关系。但现在的冋题是：究竟是M引起GDF的变化，还是GDP引起M的变化， 或者两者间相互影响都存在反馈，即 M引起GDP的变化，同时GDR也引起M的变 化。这些冋题的实质是在两个变量间存在时间上的先后关系时，是否能够从统计意 义上检验出因果性的方向，即在统计上确定 GDR是 M的因，还是M是GDR勺因，或 者M和GDPS为因果。 因果关系研究的有趣例子是回答“先有鸡还是先有蛋”的冋题。 1988年有两位 学者 Walter N. Thurman 和 Mark E. Fisher 用美国 1 930—— 1 983年鸡蛋产量 (EGGS和鸡的产量(CHICKENS的年度数据，对此问题进行了统计研究。他们运用格 兰杰的方法检验鸡和蛋之间的因果关系，结果发现，鸡生蛋的假设被拒绝，而蛋生 鸡的假设成立，因此，蛋为因，鸡为果，也就是先有蛋。他们并建议作其他诸如 “谁笑在最后谁笑得最好”、“骄傲是失败之母”之类的格兰杰因果检验。 二、格兰杰因果关系检验 strengthen the sense of responsibility, work to solve the lack of decent occupation explain away, conduct problems. To establish the overall concept, eliminate departmentalism. Strict assessment and accountability, to solve the spiritual slack, nianqingpazhong, status quo, and other issues. To establish and perfect the muddle along Bureau staff conduct work regulations, standardize the behavior of personnel. 2. To strengthen the responsibility system. One is the in-depth study and implement the Hunan provincial Party and government leading cadres Interim Provisions on the work safety of a pair of (Hunan Office issued 2013 No. 5), Hunan province safety supervision and management responsibilities of the provisions on the production (Hunan Zhengban made 2013 No. 4) And resolutely implement the safety production of the party with responsibility, a pair of responsibility. Two is issued safety production administration and inspection to promote the responsibilities bear safety production supervision departments strictly and effectively assumed responsibility. The three is to establish risk self correction self reporting system for safety in production enterprises, promote the enterprises to implement the main responsibility for production safety is introduced. Four s