| 消费函数的季节性协整分析-北京数据的实证研究 |
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| 引用本文： | 韩立岩.消费函数的季节性协整分析-北京数据的实证研究[J].数理统计与管理,1999,18(2):22-26,39. |
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| 作者姓名： | 韩立岩 |
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| 作者单位： | 首都经济贸易大学 |
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| 摘 要： | 本文对于１９８７－１９９６年的季度数据分别原数据和对数数据在３个频率处进行了季节性协整检验，分析了风险水平的特征，得出了季节性调整可能破坏协整性的结论
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| 关 键 词： | 消费函数 季节性协整 季度数据 |
Cointegration Test on the Consumption Function:the Empirical Study on Beijing's Data |
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| Han Liyan.Cointegration Test on the Consumption Function:the Empirical Study on Beijing''s Data[J].Application of Statistics and Management,1999,18(2):22-26,39. |
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| Authors: | Han Liyan |
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| Institution: | Capital University of Economics and Business |
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| Abstract: | The raw quarterly data and logarithmic ones from 1986 to 1996 are analyzed by seasonal cointegration testing at three different frequencies,respectively.The testing levels are discussed in detail.Therefore comes the conclusion that the seasonal adujstment has significant effects for the outcome of cointegration test. |
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| Keywords: | the consumption function seasonal cointegration quarterly data |
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