Eviews格兰杰因果关系检验结果说明

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。

< br>假设两个变量，比如国内生产总值

GDP

和广义货币供给 量

M

，各自都有滞后的

分量

，

GDP(-

2)…，

M(-1)

，

M(-2)

，…，显然这两个变量都存在着相互影

响的关系。但现在的问题 是

:

究竟是

M

引起

GDP

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

GDP

也引起

M

的变

化。这些问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

GDP

是

M

的 因，还是

M

是

GDP

< br>的因，或

者

M

和

GDP

互为因果。

因果关 系研究的有趣例子是回答“先有鸡还是先有蛋”的问题。

1988

年有两位

学者

Walter N. Thurman

和

Mark E. Fisher

用美国

1930

——

198 3

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。

< br>

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

Interim Provisions on the work safety of a pair of > (Hunan Office

issued 2013 No. 5),

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.

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 strengthen the

county safety production supervision ability construction work, promote

safe production responsibility to the grassroots. 3, strict

accountability and target management. Adhere to the

who is responsible for the pipe industry must be safe, Guan Sheng

production and operation must be safe, pipe business must control

security

safety production of key towns, key enterprises and key problems, by the

township government and the Department responsible for the stagnation

led the lump sum, to tackle tough. To further increase the production

safety index assessment, strictly implement the safety production of the

and restraint mechanism. (six) the implementation of the work force is

not strong. The documents, meeting, long work arrangement, check and

supervise the implementation of small, poor implementation of the system,

the work is not effective. Some leading cadres sense of purpose,

consciousness of the masses is not strong, the ruling

in place. The specific work treats with the deployment, a few leading

cadres complain that work is too complicated, too much responsibility,

the pressure is too large, too much emphasis on the difficulty of the

work, such as underground mines to avoid the disaster of

form, forwarding arrangements work, no in-depth mining enterprises to

promote the specific work, the increase in the number of files, but the

effect is not good, not according to the actual situation of non coal

mines in the county, to engage in

经济学家开拓了一种可以用 来分析变量之间的因果的办法，即格兰杰因果关系

检验。该检验方法为

< br>2003

年诺贝尔经济学奖得主克莱夫

?

格兰杰

(Clive W. J.

Granger)

所开创，用于分析经济变量之间的因果关系。他给因果关系的定义为“依

赖于使用过去某些时点上所有信息的最佳最小二乘预测的方差。”