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10.1 ?10.10???????????????, GDP???????? PDI????????? PCE?????????????????????????????

?10.10 1980~2001??????????????: ???

1? ???????????????????????????????? 2) ????????????????????????????? 3) ????GDP?PDI?PCE?????????????????????

????10.1????? 1) ???????????,

?????????????????????????????????

2???????????Eviews5.0????????????????11???????????????

Null Hypothesis: PFT has a unit root Exogenous: Constant, Linear Trend

Lag Length: 0 (Automatic based on SIC, MAXLAG=11)

t-Statistic -1.797079 -4.066981 -3.462292 -3.157475

Prob.*0.6978

Augmented Dickey-Fuller test statistic Test critical values:

1% level 5% level 10% level

t??????????????MacKinnon????????????????????

??

??????????????Eviews5.0????????????????????

11???????????????

Null Hypothesis: BNU has a unit root Exogenous: Constant, Linear Trend

Lag Length: 1 (Automatic based on SIC, MAXLAG=11)

t-Statistic -2.893559 -4.068290 -3.462912 -3.157836

Prob.*0.1698

Augmented Dickey-Fuller test statistic Test critical values:

1% level 5% level 10% level

*MacKinnon (1996) one-sided p-values.

t??????????????MacKinnon????????????????????

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10.2 ?????1970-1991??????????????Y????X??10?????????????????????????????????????

?10.11 1970~1991??????????????Y????X????10???

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10.3 ????10.1???????????

(1) ??????????????????????????????????????????????????????????????????

(2) ???????????????????????????????????

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1?????????????????????????????

Dependent Variable: BNU Method: Least Squares Date: 07/23/05Time: 12:09 Sample: 1980Q1 2001Q4 Included observations: 88

Variable Coefficient Std. Error t-Statistic C -13.02644 7.371237 -1.767198 PFT 0.628219 0.052866 11.88312

R-squared 0.621493 Mean dependent var Adjusted R-squared 0.617092 S.D. dependent var S.E. of regression 23.74163 Akaike info criterion Sum squared resid 48475.19 Schwarz criterion Log likelihood -402.5713 F-statistic Durbin-Watson stat 0.083355 Prob(F-statistic)

2

Prob.

0.0807 0.0000

69.24205 38.36748 9.194802 9.251105 141.2085 0.000000

??Granger?Newbold????????????R?DW???????????

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2???????????????,??Eviews????????????????11???????????????

Null Hypothesis: D(PFT) has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=11)

t-Statistic

Augmented Dickey-Fuller test statistic -7.739072 Test critical values: 1% level -3.508326

5% level -2.895512 10% level -2.584952

*MacKinnon (1996) one-sided p-values.

Prob.*0.0000

t??????????????MacKinnon??????????????????????????

??????????????, ??Eviews????????????????11???????????????

Null Hypothesis: D(BNU) has a unit root Exogenous: Constant Lag Length: 2 (Automatic based on SIC, MAXLAG=11)

Augmented Dickey-Fuller test statistic Test critical values: 1% level

5% level 10% level *MacKinnon (1996) one-sided p-values.

t-Statistic

-5.855512 -3.510259 -2.896346 -2.585396

Prob.*

0.0000

t??????????????MacKinnon??????????????????????????

10.4 ????????????1952?-2009??????????????????????????????

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10.5 ?10.12?1978?2008???????Y???X??????lnY?lnX?????????????????????????????????????????????

?10.121978?2008???????Y???X??????????

???????????2008


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