Open AccessResearch on energy problem based on cointegration test
Author(s) -
Yan Zhang
Publication year - 2021
Publication title -
iop conference series. earth and environmental science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.179
H-Index - 26
eISSN - 1755-1307
pISSN - 1755-1315
DOI - 10.1088/1755-1315/781/4/042046
Subject(s) - cointegration , granger causality , econometrics , order of integration (calculus) , series (stratigraphy) , variable (mathematics) , time series , lag , variables , augmented dickey–fuller test , term (time) , causality (physics) , mathematics , economics , statistics , computer science , mathematical analysis , paleontology , computer network , physics , quantum mechanics , biology
In this paper, the VAR model is used to determine the optimal lag order, and the dynamic relationship of each endogenous variable in the time series is predicted and analyzed, so as to effectively predict the interrelated time series variables. On the basis of the stationarity of the test variable series, this paper uses co-integration test and Granger causality test to conduct dynamic empirical analysis on the total energy amount and related variables in Shaanxi Province from 2000 to 2019. The research shows that there is a long-term stable equilibrium relationship between total energy and other variables.