本文利用1978 ~ 2004年的时间序列数据,运用计量方法分析我国农业贷款对农业产出增长的影响。
Basing on the time sequence data (1978-2004), this essay analyses the influence of agricultural loan on the development of agricultural economy by using metric method.
而金融数据中的非线性问题和金融时间序列分析中的非线性经济计量模型又是这个领域中全新的研究课题。
But nonlinear problem in financial data and nonlinear economic metric model in financial time series is an all new research topic in this realm.
单位根检验是计量经济学中检验时间序列数据平稳性的最重要工具,而协整检验则是用来判断非平稳变量之间是否存在长期均衡关系的常用方法。
As an important tool of testing time series stationarity, unit root test is always used, and cointegration test is also often implied for judging long equilibrium between nonstationary variables.
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