you should check cointegration relationship between them. Most of the Macro data is nonstationary, they need special treatment. You can google search for "unit root" and "cointegration".

因为我感觉任何数列，相关性都不可能为0，这样难道就可以认为他们相关吗，或者影响很大吗: if you do not have statistical common sense, how could you use econometric models? I FU le you

if you check the correlation between two series, you will never get exactly zero (computer round error). When you deal with macro or finance data, most of them are nonstationary. You will have problem of spurious regression. They don't have any relationship at all, but the test show they have strong relationship. R^2 is very high. That's why I suggest you check cointegration.

谢谢楼上的对小弟的关心，我的基础很差，所以会有很多幼稚的问题，但是我坚信慢慢的只要努力，一切都会好起来的，我现在有些想法了，再次叩谢。

是的，我原来看了一片文章是关于协整检验的，但是因为没有学习过，所以不是恨了解，并且我明白原理，但是不知道他们用什么软件，什么计算方法得出的结果，难道是手工吗，我对这个很不明白，望赐教。