计量经济学软件EViews100应用教程 VAR模型、GARCH数据表

附录

附录AVAR模型、GARCH

族模型所用数据

附表A-1中国对美国出口月度数据（1995年1月'2009年12月）（单位:亿美元）

年月X年月X年月X年月X

1994.11998.123.382002.144.242006.1142.03

1994.21998.221.852002.240.052006.2112.19

1994.31998.327.262002.347.422006.3166.78

-1

1994.41998.430.72002.454.692006.4161.97

1994.51998.530.242002.554.972006.5155.22

1994.61998.632.922002.657.292006.6172.01

1994.71998.735.132002.764.332006.7171.72

1994.81998.833.862002.867.312006.8191.60

1994.91998.935.392002.971.652006.9195.31

1994.101998.1033.362002.1062.932006.10185.33

1994.111998.1133.112002.1168.512006.11193.80

1994.121998.1242.492002.1266.222006.12187.21

1995.116.521999.124.662003.161.732007.1181.99

1995.213.971999.223.852003.249.372007.2163.37

1995.318.711999.330.812003.365.482007.3161.88

1995.417.891999.433.362003.475.032007.4188.34

1995.521.371999.534.002003.572.812007.5179.91

1995.623.731999.635.002003.674.922007.6197.30

1995.723.331999.738.012003.784.422007.7204.23

1995.822.601999.840.22003.881.552007.8209.58

1995.922.441999.941.182003.994.212007.9213.91

1995.1021.921999.1040.492003.1089.962007.10210.31

1995.1119.231999.1139.372003.1185.172007.11216.86

1995.1225.571999.1239.242003.1290.422007.12199.93

i续）

年月X年月X年月X年月X

1996.115.942000.134.182004.176.942008.1191.62

1996.213.912000.230.552004.269.462008.2154.78

1996.316.562000.339.872004.391.082008.3188.16

1996.418.122000.441.622004.499.732008.4208.57

1996.521.262000.543.012004.595.082008.5212.14

1996.622.362000.647.292004.6109.162008.6213.08

1996.723.832000.746.282004.7112.282008.7236

1996.825.772000.851.932004.8113.352008.8240.64

1996.925.592000.950.142004.9118.092008.9246.80

1996.1030.152000.1049.172004.10112.392008.10236.5

1996.1123.592000.1145.512004.11123.862008.11203.6

1996.1230.012000.1241.872004.12128.292008.12191.7

1997.120.472001.135.172005.1108.522009.1172.9

1997.215.942001.236.582005.291.732009.2117.8

1997.322.672001.343.892005.3124.892009.3164.5

1997.426.532001.444.992005.4132.512009.4171.8

1997.527.392001.543.012005.5125.842009.5167.1

1997.628.032001.647.082005.6143.432009.6177.4

1997.729.822001.748.882005.7142.482009.7202.6

1997.830.022001.851.482005.8148.942009.8188.2

1997.931.822001.952.472005.9155.372009.9211.6

1997.1033.882001.1048.752005.10151.82009.10213

1997.1128.952001.1146.892005.11151.422009.11200.1

1997.1231.762001.12442005.12152.472009.12222.1

（资料来源:中经网统计数据库，中国海关

http：//www.customs,gov.cn/pub1ish/porta10/tab4370/modu1e3760/page1.him）

附表A-2人民币实际有效汇率月度数据（1994年1月、2009年12月）

年月REER年月REER年月REER年月REER

1994.175.981998.1117.682002.1116.12006.1100.85

1994.277.731998.2117.822002.2119.822006.2104.04

1994.377.121998.3116.092002.3115.832006.3101.58

1994.478.751998.4116.122002.4114.932006.4100.92

1994.580.111998.5116.262002.5113.192006.599.33

1994.679.511998.6115.642002.6109.172006.699.01

1994.778.691998.7114.172002.7106.542006.798.85

1994.882.961998.8117.962002.8109.152006.8100.4

1994.986.411998.9118.112002.9111.242006.9102.8

1994.1086.61998.10112.942002.10111.982006.10103.?6

1994.1186.491998.111112002.11109.352006.11102.33

1994.1288.591998.12109.622002.12108.832006.12102.67

i续）

年月REER年月REER年月REER年月REER

1995.189.141999.1107.552003.1105.842007.1102.74

1995.290.731999.2111.552003.2108.312007.2105.94

1995.387.151999.3111.492003.3106.072007.3103.27

1995.486.381999.4111.042003.4106.142007.4102.4

1995.589.011999.5111.12003.5103.672007.5104.17

1995.687.081999.6108.782003.6101.332007.6104.18

1995.787.031999.7108.342003.7101.842007.7104.73

1995.892.131999.8108.772003.8104.442007.8107.54

1995.996.421999.9110.692003.9104.732007.9108.09

1995.1095.521999.10109.362003.10102.972007.10106.62

1995.1194.911999.11107.652003.11103.162007.11105.23

1995.1295.191999.12106.82003.12101.812007.12107.32

1996.196.112000.1106.372004.199.542008.1107.04

1996.298.642000.2111.122004.2100.652008.2112.12

1996.397.942000.3107.862004.3100.572008.3108.17

1996.4100.072000.4107.82004.4101.562008.4109.12

1996.5100.952000.5110.132004.5103.612008.5110.69

1996.699.622000.6106.412001.6100.842008.6110.04

1996.798.692000.7106.62004.7100.512008.7110.15

1996.8100.892000.8109.452004.8103.032008.8114.63

1996.9104.062000.9112.812004.910-1.22008.9118.19

1996.10104.072000.10113.672004.10102.432008.10123.01

1996.11102.572000.11113.52004.1198.462008.11124.21

1996.12103.552000.12113.012004.1296.952008.12121.19

1997.1103.892001.1112.132005.196.12009.1120.94

1997.2108.682001.2114.362005.299.32009.2126.09

1997.3107.042001.3114.342005.396.292009.3124.74

1997.4108.782001.4116.092005.497.112009.4122.46

1997.5107.72001.5115.992005.598.082009.5120

1997.6104.742001.6114.362005.697.812009.6116.38

1997.7104.962001.7114.772005.799.612009.7116.02

1997.8108.812001.8114.232005.8101.422009.8117.1

1997.9111.752001.9115.182005.9102.532009.9116.93

1997.10110.932001.10116.142005.10103.852009.10115.19

1997.11111.392001.11115.652005.11104.072009.11114.23

1997.12116.14|2001.12116.37|2005.12103.822009.12113.78

（资料来源:根据各年度《中国统计年鉴》有关数据，计算整理得到.）

附录B频率转换、季节调整、

周期与滤波所用数据

附表B-1中国M2的流通速度V2季度数据（1994年1月、2009年4月）

年季V2年季V2年季V2年季V2

1994.10.2561998.10.1942002.10.1562006.10.141

1994.20.5261998.20.4032002.20.3182006.20.290

1994.30.7851998.30.5902002.30.4742006.30.436

1994.41.0751998.40.8252002.40.6572006.40.613

1995.10.2471999.10.1772003.10.1502007.10.141

1995.20.5121999.20.3622003.20.2952007.20.288

1995.30.7651999.30.5442003.30.4412007.30.430

1995.41.0441999.40.7622003.40.6202007.40.619

1996.10.2292000.10.1712004.10.1452008.10.145

1996.20.4692000.20.3512004.20.2982008.20.295

1996.30.6982000.30.5302004.30.4552008.30.550

1996.40.9672000.40.7492004.40.6352008.40.633

1997.10.2092001.10.1702005.10.1482009.10.124

1997.20.4322001.20.3452005.20.2972009.20.246

1997.30.6452001.30.5182005.30.4412009.30.372

1997.40.8882001.40.7172005.40.6192009.40.553

（资料来源:根据国研网、中经网统计数据库有关数据，计算得到。）

附表B-2中国Ml的流通速度VI季度数据（1994年1月、2009年4月

VI年季VIVI年季VI

1994.10.5511998.10.5292002.10.4272006.10.416

1994.21.1401998.21.1022002.20.8452006.20.833

1994.31.7151998.31.5782002.31.2432006.31.238

1994.42.3461998.42.1672002.41.6982006.41.682

1995.10.5641999.10.4942003.10.4042007.10.402

1995.21.2121999.21.0192003.20.7892007.20.802

1995.31.8451999.31.4652003.31.1792007.31.186

1995.42.5341999.41.9562003.41.6152007.41.636

1996.10.5962000.10.4572001.10.3892008.10.408

1996.21.2542000.20.9112004.20.7942008.20.844

1996.31.8432000.31.3452004.31.2162008.31.600

1996.42.4962000.41.8672004.41.6662008.41.809

1997.10.5492001.10.4392005.10.4092009.10.372

1997.21.1252001.20.8872005.20.8242009.20.724

1997.31.6782001.31.3392005.31.2442009.31.080

1997.42.2682001.41.8312005.41.7082009.41.524

（资料来源:根据国研网、中经网统计数据库有关数据，作者计算得到。）

附表B-3英国GDP年度数据（1830^2009年）（单位:百万英镑）

年份GDP年份GDP年份GDP年份GDP

18304401875123619205612*196532000

18314421876120119214732196633500

18324191877115719224140196735400

18334121878122619233931196838100

18344401879107819243989196940100

18354711880129719254215197044200

18365081881122219263947197150400

18374841882124419274134197256300

18385191883131519284166197365600

18395491884128719294251197476200

18405101885122819304228197596500

18414811886122819313980*1976115000

18424591887126219323786》1977130000

184345918881272193337731978150000

184450618891330193440061979173000

184553718901373193541991980201000

184658018911399193643481981220000

184760418921392193747071982238000

184858018931357193849851983261000

184958818941434193953181984280000

185053418951439194067181985308000

185156518961520194177811986328000

185257218971506194284401987361000

185364618981616194389901988401000

185468618991750194490601989442000

185570719001794194586701990479000

185673419011913194687701991496000

185774119021854194793101992516000

1858705190318421948103001993547000

1859765190418761949109001994684067

1860761190519361950114001995723080

1861820190619571951126001996768905

1862828190719971952138001997815881

1863992190819771953149001998865710

1864935190920111954157001999911945

1865975191020521955169002000958931

186610191911216319561830020011003297

186710091912220619571940020021055793

1868957®1913235419582020020031118245

186910151914238319592130020041184296

187010791915297519602260020051233976

187111331916344919612440020061303915

187211941917439919622550020071384823

187312621918522519632720020081442921

187413121919554619642950020091396474

①原数据出自《帕尔格雷夫世界历史统计》，该数据疑有误，根据另一列数摘修正的结果。

②从1920年起不包含南爱尔兰。

③④原数据出自《帕久格雷夫世界历史统计》，该数据疑有误，根据另一列数据修正的结果。

附表B-4中国台湾地区CPT季度数据（1980年3月、2008年2月）

（1989'1990年为基期100）

年季TWCPI年季TWCPI年季TWCPI年季TWCPI

1980.374.81987.395.11994.3119.32001.3130.4

1980.479.21987.495.01994.4117.22001.4131.6

1981.188.31988.193.41995.1118.82002.1130.1

1981.289.51988.293.91995.2121.02002.2130.4

1981.391.41988.395.91995.3121.42002.3130.5

1981.491.31988.496.91995.4122.02002.4131.1

1982.191.51989.196.81996.1122.32003.1130.1

1982.292.31989.298.51996.2124.32003.2130.3

1982.394.51989.399.41996.3126.12003.3129.4

1982.493.31989.4100.31996.4126.32003.4131.1

1983.193.81990.199.21997.1124.72004.1131.2

1983.294.71990.2101.11997.2125.72004.2132.6

1983.393.71990.3104.61997.3127.62004.3134.5

1983.492.61990.4103.31997.4125.72004.4134.2

1984.192.21991.1103.81998.1127.12005.1133.9

1984.293.81991.2104.31998.2128.22005.2136.2

1984.394.31991.3105.51998.3128.02005.3139.8

1984.493.61991.4106.61998.4129.92005.4138.5

1985.193.61992.1107.81999.1127.52006.1136.0

1985.293.01992.2110.51999.2127.52006.2138.6

1985.393.21992.3110.11999.3128.42006.3138.5

1985.492.61992.4110.81999.4129.62006.4137.7

1986.192.61993.1111.32000.1128.92007.1137.2

1986.293.11993.2113.52000.2130.32007.2140.3

1986.394.41993.3112.22000.3131.32007.3141.3

1986.494.91993.4113.42000.4132.42007.4146.2

1987.193.31994.1114.42001.1129.82008.1143.9

1987.293.01994.2116.62001.2129.92008.2146.2

（资料来源:澳大^亚统计局

http:〃www.abs.gov.au/AUSSTATS/abs@.nsf/Detai1sPage/6401.3Mar%202010?0penDocument）

附录c面板模型所用数据

附表c-l广东省21个地级市GDP（单位:亿元人民币）

年份广州深圳珠海汕头佛山韶关河源

1990319.5952171.6741.4372.446136.7322.220.88

1991386.6741236.6662.3789.5783178.1627.8522.13

1992510.7027317.32103.17109.0985253.3931.884728.06

1993744.3455453.14133.28147.2148353.3841.363735.24

1994985.3082634.67155.40195.2513445.3648.727747.2

199b1259.197842.48182.69259.281b563.7256.7657b6.09

19961468.0641048.44206.19308.8415666.3064.041462.59

19971678.1161297.42234.43366.1048766.1117468.21

19981893.5181534.73262.88412.6661836.53182.575.87

19992139.1761804.02286.28439.8277904.63195.8781.9

20002492.7432187.45331.43450.15981050.38202.287.22

20012841.6512482.49368.34443.36621189.19219.4297.28

20023203.9622969.52409.04459.38941328.55236109.63

20033758.6173585.72476.71498.42531578.49268.1128.02

20044450.554282.14551.68571.3071918.04325.02160.3

20055154.2284950.91634.95651.35732383.18350.74204.94

20066073.8285813.56747.70736.09892933.53393.83258.16

20077109.1816801.57886.84850.10193605.11482.54328.09

20088215.827806.53992.06974.78364333.30545.87394.13

20099112.768201.231037.691035.734814.50571.73416.95

年份梅州惠州汕尾东莞中山江门阳江

1990123.148.791322.5264.651.06100.55

1991156.2361.425325.774.8463.7118.8

1992179.484.134830.8684.5481.58156.87

1993191.5132.482641.32114.9112.7218.0461.0754

1994203.3179.388461.8154.5147.3295.3987.4396

1995212.7229.567975.3296.29175.8362.73101.836

1996226271.374692.78245.1200.96403.4113.788

1997242.6318.9026108.26294234.72424.58124.068

:续）

年份梅州惠州汕尾东莞中山江门阳江

1998254.8357.4207126.5355.5268.11440.5213579

1999173.25394.2003133412.78297.15464.39146.438

2000175.5439.1944128.49820.25345.44504.66160.196

2001189.71478.9523139.86991.89404.38534.6174.328

2002204.69526.5704150.891186.94469.73617.81191.527

2003226.81586.462164.741452.52572.05695.64215.143

2004271.64686.4489190.161806.03704.3805.37251.15

2005315.57803.4283210.982181.62880.2950.85295.344

2006346.18934.9604241.112627.151039.121107.07348.157

2007410.691105291.253151.911238.051270.88407.857

2008477.881290.4350.233702.531408.521270.88483.844

2009509.511010.43963763.261564.431355.26519.7

年份湛江茂名肇庆清远潮州揭阳云浮

199096.6381.5658.530.25

1991113.3497.9164.9441.23

1992132.03120.7378.6259.16

1993158.22149.17104.1980.51

1994211.88192.85152.89100.51

1995261.