人均水泥累积消费量与城市化率的协整分析

Cointegration Analysis of Cumulative Cement Consumption per Capital and Urbanization Rate in China

摘要:

收集了1980～2004年人均水泥累积消费量和城市化率的统计数据,对人均水泥累积消费量和城市化率这2个时间序列进行了单位根检验,发现它们同为I(2)阶时间序列.采用Engle-Granger两步法,证明了人均水泥累积消费量与城市化率之间存在着明显的协整关系.Granger因果分析表明,人均水泥累积消费量是影响城市化率的单向原因.采用所得协整关系,分析了中国1)城市化进程所需要的水泥累积消费量.计算结果表明,在城市化基本完成时,中国的人均水泥累积消费量将与日本、中国台湾地区城市化基本完成时的人均水泥累积消费量比较接近.

Abstract:

Statistic data from 1980 to 2004 was collected.Unit root tests were performed for the time series of cumulative cement consumption per capital(CCPC) and urbanization rate(UR) in China.It is found that those are all I(2) time series.Using Engle-Granger two-step approach,cointegration between those two series is found.Granger cause analysis proves that there is one direction cause from cumulative cement consumption to urbanization rate in China.The required cumulative cement quantity for the urbanization process in China was calculated by cointegration relationship.The results show that the amount of cumulative cement consumption to accomplish the urbanization process in China is similar with those data in Japan and Chinese Taiwan.