| 中国宏观经济变量平稳性分析 |
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| 引用本文： | 张书云,夏秋.中国宏观经济变量平稳性分析[J].中央财政金融学院学报,2003(2):43-47,60. |
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| 作者姓名： | 张书云 夏秋 |
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| 作者单位： | 中央财经大学，北京100081 |
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| 摘 要： | 本文采用目前国际上普遍应用的DF和ADF检验方法，对我国主要宏观经济变量的平稳性及单整阶数进行了单位根检验，研究结果显示中国宏观经济变量在5％显著性水平上都是非平稳的。
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| 关 键 词： | 宏观经济变量 平稳性 单位根检验 |
| 文章编号： | 1000-1549(2003)02-0043-05 |
Analysis on the Stationary Characterization of Chinese Macroeconomic Variables |
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| ZNANG Shu-yun,XIA Qiu.Analysis on the Stationary Characterization of Chinese Macroeconomic Variables[J].Journal of Central University of Finance & Economics,2003(2):43-47,60. |
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| Authors: | ZNANG Shu-yun XIA Qiu |
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| Institution: | ZNANG Shu-yun XIA Qiu |
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| Abstract: | In this paper, we have finished unit root test of Chinese macroeconomic variables by using DF and ADF test, and studied their stationary and integration. These research results reveal that Chinese macroeconomic variables is nonstationary at 5% level of significance. |
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| Keywords: | Macroeconomic variables Stationary characterization Unit root test |
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