嘉兴能源消耗与经济增长的实证分析【毕业论文】

1、年份1996199719981999200020012002能源消耗量188.28 195.70 373.24 4年份2003200420052006200720082009能源消耗量111地区南湖区秀洲区嘉善县海盐县海宁市平湖市桐乡市综合能源消耗量年份1996199719981999200020012002GDP年份2003200420052006200720082009GDP年份ECGDP199619971998199920005432001544200266320032004200520062007158620082009GDP能源消耗量GDP能源消耗量年份199619971998199

2、9200020012002ECI0.510.48 1.05 1.04 0.93 0.98 年份2003200420052006200720082009ECI0.98 1.00 1.00 1.09 0.93 0.81 0.77 变量差分次数ADF检验值检验类型（c、t、k）5%临界值结论lnEC2（0、0、2）平稳lnGDP2（c、t、1）平稳Dependent Variable: LNGDPMethod: Least SquaresDate: 05/21/11 Time: 09:49Sample: 1996 2009Included observations: 14VariableCoeffi

3、cientStd. Errort-StatisticProb.  C1LNECR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid    Schwarz criterionLog likelihood 

4、;   F-statisticDurbin-Watson stat    Prob(F-statistic)引进AR(p)DW值F统计值AR(1)AR(1)，AR(2)VariableCoefficientStd. Errort-StatisticProb.  CLNECAR(1)AR(2)R-squared    Mean dependent varAdjusted R-squared    S.D. dependent v

5、arS.E. of regression    Akaike info criterionSum squared resid    Schwarz criterionLog likelihood    F-statisticDurbin-Watson stat    Prob(F-statistic)Inverted AR Roots .21+.42i      La

6、gLogLLRFPEAICSCHQ0 NA  1   2   3   4   43.88709*  9.33e-24* -49.64176* -49.09710* -50.23924*检验 滞后阶数观察值 F值P值结论LGDP不是LEC的Granger原因4103. 5675接受LEC不是LGDP的Granger原因拒绝ECGDPEC1GDP1Null Hypothesis: D(LNEC,2)

7、has a unit rootExogenous: NoneLag Length: 2 (Fixed)t-Statistic  Prob.*Augmented Dickey-Fuller test statistic Test critical values:1% level5% level10% level*MacKinnon (1996) one-sided p-values.Warning: Probabilities and critical values calculated for 20     

8、60;  observations and may not be accurate for a sample size of 9Augmented Dickey-Fuller Test EquationDependent Variable: D(LNEC,3)Method: Least SquaresDate: 05/20/11 Time: 21:37Sample (adjusted): 2001 2009Included observations: 9 after adjustmentsVariableCoefficientStd. Errort-StatisticPro

9、b.  D(LNEC(-1),2)D(LNEC(-1),3)D(LNEC(-2),3)R-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid    Schwarz criterionLog likelihood&

10、#160;   Durbin-Watson statNull Hypothesis: D(LNGDP,2) has a unit rootExogenous: Constant, Linear TrendLag Length: 1 (Fixed)t-Statistic  Prob.*Augmented Dickey-Fuller test statistic Test critical values:1% level5% level10% level*MacKinnon (1996) one-sided p-values.Warnin

11、g: Probabilities and critical values calculated for 20        observations and may not be accurate for a sample size of 10Augmented Dickey-Fuller Test EquationDependent Variable: D(LNGDP,3)Method: Least SquaresDate: 05/20/11 Time: 21:43Sample (adjusted): 2000

12、2009Included observations: 10 after adjustmentsVariableCoefficientStd. Errort-StatisticProb.  D(LNGDP(-1),2)D(LNGDP(-1),3)CTREND(1996)R-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Aka

13、ike info criterionSum squared resid    Schwarz criterionLog likelihood    F-statisticDurbin-Watson stat    Prob(F-statistic)Dependent Variable: LNGDPMethod: Least SquaresDate: 05/21/11 Time: 09:49Sample: 1996 2009Included observations: 14Va

14、riableCoefficientStd. Errort-StatisticProb.  CLNECR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid    Schwarz criterionLog like

15、lihood    F-statisticDurbin-Watson stat    Prob(F-statistic)Dependent Variable: LNGDPMethod: Least SquaresDate: 05/22/11 Time: 22:11Sample (adjusted): 1998 2009Included observations: 12 after adjustmentsConvergence achieved after 10 iterationsVariableCoefficie

16、ntStd. Errort-StatisticProb.  CLNECAR(1)AR(2)R-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid    Schwarz criterionLog likelihoo

17、d    F-statisticDurbin-Watson stat    Prob(F-statistic)Inverted AR Roots .21+.42i     t-Statistic  Prob.*Augmented Dickey-Fuller test statistic Test critical values:1% level5% level10% level*MacKinnon (1996) one-sid

18、ed p-values.Warning: Probabilities and critical values calculated for 20        observations and may not be accurate for a sample size of 8Augmented Dickey-Fuller Test EquationDependent Variable: D(RESID03,3)Method: Least SquaresDate: 05/22/11 Time: 22:23Sampl

19、e (adjusted): 2002 2009Included observations: 8 after adjustmentsVariableCoefficientStd. Errort-StatisticProb.  D(RESID03(-1),2)D(RESID03(-1),3)R-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression   

20、; Akaike info criterionSum squared resid    Schwarz criterionLog likelihood    Durbin-Watson statVAR Lag Order Selection CriteriaEndogenous variables: LNEC LNGDP Exogenous variables: C Date: 05/21/11 Time: 11:44Sample: 1996 2009Included observations: 10 LagLogLLRFPEAICSCHQ0&#