协整检验和误差修正模型

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1、财政支出与财政收入的协整关系研究一实验内容根据我国1990-2007年间财政支出和财政收入的月度数据，研究财政支出和财政支出之间是否存在协整关系，进而做出二者的误差修正模型。二模型设定为了定量分析财政支出和财政收入的关系，弄清二者是否存在长期均衡关系，建立了财政支出和财政收入的回归模型。其中表示财政支出；表示财政收入。数据如下：年份财政支出(亿元)财政收入(亿元)年份财政支出(亿元)财政收入(亿元)年份财政支出(亿元)财政收入(亿元)1990-1138.6138.361996-1370.94469.72002-11040.571511

2、.331990-2152.55142.931996-2378.49330.822002-21124.2975.591990-3201.02227.611996-3429.21510.92002-31346.581320.891990-4224.17223.111996-4517.63626.172002-41488.051787.551990-5232.02221.221996-5573.17486.452002-51334.991465.971990-6277.02261.171996-6632.25578.842002-61962

3、.971538.331990-7308.34298.781996-7629.63653.942002-71682.221715.241990-8298.05265.451996-8582.83504.782002-81607.451342.141990-9260278.941996-9645.93589.752002-91910.521512.881990-10276.97329.61996-10667.77680.122002-101513.861822.891990-11311.93229.841996-11780.06618.4

4、82002-111900.021495.331990-12397.92315.091996-121729.651358.072002-125141.712415.521991-1163.31209.251997-1492.29604.342003-11295.251994.641991-2147.9145.521997-2363.22420.132003-21097.11499.091991-3204.96231.041997-3539.46712003-31500.031711.471991-4229.65219.031997-46

5、36.2727.942003-41734.52065.071991-5239.02241.691997-5644.62667.622003-51688.711769.711991-6302.6270.741997-6836.87810.042003-62350.251915.011991-7381.86328.21997-7742.86814.942003-71815.591967.441991-8293.54250.561997-8649.2580.562003-81703.671428.811991-9286.47294.9619

6、97-9707.99628.772003-92079.771780.611991-10345.55393.491997-10743.23839.762003-101683.012017.711991-11383.2312.061997-11868.37690.62003-111984.111624.411991-12408.57252.941997-122009.31195.422003-125717.941941.281992-1192.44221.741998-1507.43608.372004-11368.552534.5619

7、92-2151.21183.471998-2456.92511.12004-21361.962105.461992-3224.8276.781998-3602.15723.242004-31771.52304.171992-4266.88332.331998-4679.11812.812004-42099.662854.081992-5272.69311.361998-5772.31672.772004-51720.932174.251992-6331.23296.91998-6990.87929.862004-62480.26233

8、4.261992-7467.14413.081998-7804.38862.112004-71935.332503.021992-8348.58310.441998-8803.78645.582004-81976.451