毕业论文选题为,《分析宁波市加工贸易与经济增长关系》,想进行协整分析,GDP 、EX(出口)、IM(进口)的ADF检验为一阶单整的,但GDP与EX、GDP与IM好象均无协整关系。下面是对 EX和GDP 的残差进行单根检验的结果,好象是不稳定的,是不是这一结果就说明EX和GDP不存在协整关系?我不知道我的结果对吗?我看别人的论文的结论都是协整的,如果不是协整的还会有什么样的关系呢,现在真不知道怎么办,希望能有高人指点一下,不胜感激!!
Null Hypothesis: EE has a unit root
Exogenous: None
Lag Length: 4 (Automatic based on SIC, MAXLAG=4)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -1.968922 0.0546
Test critical values: 1% level -3.007406
5% level -2.021193
10% level -1.597291
*MacKinnon (1996) one-sided p-values.
Warning: Probabilities and critical values calculated for 20
observations and may not be accurate for a sample size of 6
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(EE)
Method: Least Squares
Date: 07/24/08 Time: 20:44
Sample (adjusted): 2002 2007
Included observations: 6 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
EE(-1) -0.192641 0.097841 -1.968922 0.2992
D(EE(-1)) 2.234372 0.109357 20.43190 0.0311
D(EE(-2)) -1.186618 0.166284 -7.136080 0.0886
D(EE(-3)) 1.391943 0.130475 10.66827 0.0595
D(EE(-4)) -0.489976 0.089112 -5.498435 0.1145
R-squared 0.996989 Mean dependent var 0.033787
Adjusted R-squared 0.984947 S.D. dependent var 0.044331
S.E. of regression 0.005439 Akaike info criterion -7.715499
Sum squared resid 2.96E-05 Schwarz criterion -7.889032
Log likelihood 28.14650 Durbin-Watson stat 3.688866
后面是数据:宁波市历年加工贸易进出口额与GDP数据表 (单位:亿美元)
年份 GDP EX(出口) IM(进口)
1997 108.2571 1.9882 1.2049
1998 117.5780 3.3800 1.9427
1999 125.7190 4.0560 2.1511
2000 141.8703 6.0662 3.2348
2001 158.5937 9.4026 4.9896
2002 182.9268 14.2919 7.5421
2003 215.8537 21.4919 10.7897
2004 257.2500 34.3957 18.9489
2005 308.0488 54.3667 27.8830
2006 349.3280 65.2400 33.6500
2007 451.2994 97.4807 51.0741