如何用EViews或EXCEL进行两组数据相关性检验现在有两组数据：年份 营业收入（万元） 全年成交额（百万美元）2009 547,957 56,7002008 517,354 69,7802007 645,702 73,8402006 536,524 66,2802005 566,976 58,6602004 472,6

如何用EViews或EXCEL进行两组数据相关性检验现在有两组数据：年份 营业收入（万元） 全年成交额（百万美元）2009 547,957 56,7002008 517,354 69,7802007 645,702 73,8402006 536,524 66,2802005 566,976 58,6602004 472,6
如何用EViews或EXCEL进行两组数据相关性检验
现在有两组数据：
年份 营业收入（万元） 全年成交额（百万美元）
2009 547,957 56,700
2008 517,354 69,780
2007 645,702 73,840
2006 536,524 66,280
2005 566,976 58,660
2004 472,602 51,710
2003 467,088 24,910
2002 534,584 35,320
2001 524,979 29,141
2000 / 28,602
1999 / 24,279
用EViews计算出相关系数为0.6
可是单是相关系数,似乎不足以验证两组数据的相关性
应该如何检验单位根,以及如何建立模型和方程?
我毕业论文需要分析这些数据,身边有没有学经济的同学 T_T
CFVB
1999
2000 0.189
2001 0.05
2002 0.201
2003 -0.322
2004 0.887
2005 0.137
2006 0.027
2007 0.035
2008 -0.075
2009 -0.035
GHTS
1999
2000
2001
2002 0.018
2003 -0.126
2004 0.012
2005 0.2
2006 -0.054
2007 0.203
2008 -0.199
2009 0.059
两组数据一阶差分结果显示平稳.
如何利用Engle-Granger两步检验法对一阶单整的序列进行协整检验?
从而构建模型方程,并对方程的残差进行ADF检验?
谢谢鳄鱼姐姐的帮忙……

如何用EViews或EXCEL进行两组数据相关性检验现在有两组数据：年份 营业收入（万元） 全年成交额（百万美元）2009 547,957 56,7002008 517,354 69,7802007 645,702 73,8402006 536,524 66,2802005 566,976 58,6602004 472,6
营业收入x；成交额y
对xy先ADF检验平稳性,结果不成立,取log一阶差分,接受.
然后OLS,对残差检验平稳,若平稳,二者存在协整关系
Dependent Variable:X
Method:Least Squares
Date:04/04/11 Time:21:17
Sample (adjusted):2001 2009
Included observations:9 after adjustments
Variable Coefficient Std.Error t-Statistic Prob.
Y 1.729571 0.895824 1.930704 0.0948
C 445244.0 48849.27 9.114651 0.0000
R-squared 0.347479 Mean dependent var 534862.9
Adjusted R-squared 0.254261 S.D.dependent var 52873.62
S.E.of regression 45659.64 Akaike info criterion 24.48895
Sum squared resid 1.46E+10 Schwarz criterion 24.53277
Log likelihood -108.2003 Hannan-Quinn criter.24.39437
F-statistic 3.727616 Durbin-Watson stat 2.713020
Prob(F-statistic) 0.094824
Null Hypothesis:DLOGY has a unit root
Exogenous:Constant
Lag Length:0 (Automatic - based on SIC,maxlag=1)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -4.203801 0.0134
Test critical values:1% level -4.420595
5% level -3.259808
10% level -2.771129
*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 9
Dependent Variable:DLOGX
Method:Least Squares
Date:04/04/11 Time:21:27
Sample (adjusted):2002 2009
Included observations:8 after adjustments
Variable Coefficient Std.Error t-Statistic Prob.
DLOGY 0.127386 0.172514 0.738411 0.4881
C 0.005244 0.053907 0.097282 0.9257
R-squared 0.083305 Mean dependent var -0.005355
Adjusted R-squared -0.069478 S.D.dependent var 0.142113
S.E.of regression 0.146967 Akaike info criterion -0.784905
Sum squared resid 0.129595 Schwarz criterion -0.765044
Log likelihood 5.139619 Hannan-Quinn criter.-0.918855
F-statistic 0.545250 Durbin-Watson stat 3.248157
Prob(F-statistic) 0.488131
我eviews不稳定……该算残差单位根了.你要是需要再喊我算