传统能源消耗与经济发展的协整性分析——以山东省为例

Cointegration Analysis of Traditional Energy Consumption and Economic Development —Take Shandong Province as an Example

摘要: 根据国家统计局提供的数据显示山东省地区生产总值已经多年名列全国第三，与之对应的能源消耗量在全国各省市中排名也很靠前。本文为了定量分析山东省能源消耗与经济发展的关系，搜集了近20年的相关数据，首先通过协整分析探寻二者的长期均衡关系。鉴于模型中存在自相关关系，故在回归中引入了滞后效应。同时用自助法解决了样本容量偏小，参数估计精度低的问题。最后考虑到过度依赖消耗能源拉动经济增长可能会带来很多环境、经济社会健康发展的问题，提出了相应的建议。

Abstract: According to the data provided by the National Bureau of Statistics, the GDP of Shandong Province has ranked third in the country for many years, and its corresponding energy consumption ranks high in all provinces and cities across the country. In order to quantitatively analyze the relationship between energy consumption and economic development in Shandong Province, this paper has collected relevant data for the past 20 years. Firstly, the long-term equilibrium relationship between the two is explored through cointegration analysis. In view of the existence of autocorrelation in the model, a hysteresis effect was introduced in the regression. At the same time, the sample size is too small, the parameter estimation accuracy is low, and bootstrap solves this problem. Finally, considering the problems that over-reliance on energy consumption and economic growth may affect the environment, economic and social development, we put forward corresponding suggestions.