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。

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(-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——1983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 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 in charge, who is responsible for the pipe industry must be safe, Guan Sheng production and operation must be safe, pipe business must control

security "principle, the implementation of safety The production of "cure." stagnation supervision and leadership responsible system. The 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 "one vote veto" and the reward system, strengthen the safety incentive 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 " For the people "," the interests of the masses no matter "concept understanding is not 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" six systems "construction and construction of mechanical ventilation to file the 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" across the board ", and the quality 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2003年诺贝尔经济学奖得主克莱夫?格兰杰(Clive W. J.