时间序列作业VAR模型说课讲解Word格式.docx

1、M2过高而M1过低，表明投资过热、需求不旺，有危机风险；M1过高M2过低，表明需求强劲、投资不足，有涨价风险。2. M1增加表示货币市场流通性增强，M2中包括了M1，因此，再排除M1变化因素后，M2的增减代表了储蓄的增加，货币流通性降低。 根据央行的数据，2009年9月份货币供应，M2余额58.5万亿，同比增长29.3%，比上年末加快11.5个百分点。M1余额20.2万亿元，增长29.5%，加快20.5个百分点。月末与的同比与环比增速双双创出了新高。与此同时，的同比增速已经超越了的同比增速，这意味着整个经济领域的活跃度已被有效激活，储蓄开始活期化。本案例主要研究M1的数量与M2的数量关系。希望

2、得出现实的购买力与潜在购买力的相对关系。二、实验数据本实验选取的数据是2001年11月到2013年10月的月度数据，整理如下：时间M1M22001-1156579.60154088.302001-1259871.60158301.902002-0160576.10159639.302002-0258702.90160935.602002-0359474.80164064.602002-0460461.30164570.602002-0561284.90166061.002002-0663144.00169601.202002-0763487.80170851.102002-0864868.80

3、173250.902002-0966797.00176982.402002-1067100.30177294.202002-1167992.80179736.302002-1270882.10185007.302003-0172405.70190488.302003-0269756.60190108.402003-0371438.80194487.302003-0471321.20196130.102003-0572777.80199505.202003-0675923.20204931.402003-0776152.80206193.102003-0877033.00210591.90200

4、3-0979163.90213567.102003-1080267.10214469.402003-1180814.90216351.702003-1284118.60221222.802004-0183805.90225101.902004-0283556.40227050.702004-0385815.60231654.602004-0485603.60233627.902004-0586780.40234842.402004-0688627.10238427.502004-0787982.20238127.002004-0889125.30239729.202004-0990439.10

5、243756.902004-1090782.50243740.302004-1192387.10247135.602004-1295969.70254107.002005-0197079.00257708.502005-0292815.00259357.302005-0394743.20264588.902005-0494593.70266992.702005-0595802.00269240.502005-0698601.30275785.502005-0797674.10276966.302005-0899377.70281288.202005-09100964.00287438.3020

6、05-10101752.00287591.602005-11104125.80292350.402005-12107278.70298755.702006-01107250.70303571.702006-02104357.10304516.302006-03106737.10310490.702006-04106389.10313702.302006-05109219.20316709.802006-06112342.40322756.402006-07112653.00324010.802006-08114845.70327886.702006-09116814.10331865.4020

7、06-10118360.00332747.202006-11121645.00337504.202006-12126035.10345603.602007-01128484.10351498.802007-02126258.10358659.302007-03127881.30364093.702007-04127677.76367425.572007-05130275.80369718.152007-06135847.40377832.152007-07136237.43383884.882007-08140993.21387205.042007-09142591.57393098.9120

8、07-10144649.33394204.172007-11148009.82399757.912007-12152519.17403401.302008-01154872.59417846.172008-02150177.88421037.842008-03150867.47423054.532008-04151681.41429240.912008-05153344.75436221.602008-06154820.15443141.022008-07154992.44446362.172008-08156889.92448846.682008-09155748.97452898.7120

9、08-10157194.36453133.322008-11157826.63458644.662008-12166217.13475166.602009-01165214.34496135.312009-02166149.60506708.072009-03176541.13530626.712009-04178213.57540481.212009-05182025.58548263.512009-06193138.15568916.202009-07195889.27573102.852009-08200394.83576698.952009-09201708.14585405.3420

10、09-10207545.74586643.292009-11212493.18594604.722009-12220001.51606225.012010-01229588.98625609.292010-02224286.95636072.262010-03229397.93649947.462010-04233909.76656561.222010-05236497.88663351.372010-06240580.00673921.722010-07240664.07674051.482010-08244340.64687506.922010-09243821.90696471.502010-10253313.17699776.742010-11259420.32710339.032010-12266621.54725851.792011-01261765.01733884.832011-02259200.50736130.862011-03266255.48758130.882011-04266766.91757384.562011-05269289.63763409.222011-06274662.57780820.852011-07270545.66772923.652011-08273393.77780852.302011-0