Eviews格兰杰因果关系检验结果说明一、经济变量之间的因果性问题计量经济模型的建立过程，本质上是用回归分析工具处理一个经济变量对其他经济变量的依存性问题，但这并不是暗示这个经济变量与其他经济变量间必然存在着因果关系。
由于没有因果关系的变量之间常常有很好的回归拟合，把回归模型的解释变量与被解释变量倒过来也能够拟合得很好，因此回归分析本身不能检验因果关系的存在性，也无法识别因果关系的方向。
假设两个变量，比如国内生产总值GDP和广义货币供给量M，各自都有滞后的分量GDP(-1)，GDP(-2)…，M(-1)，M(-2)，…，显然这两个变量都存在着相互影响的关系。
但现在的问题是:究竟是M引起GDP的变化，还是GDP引起M的变化，或者两者间相互影响都存在反馈，即M引起GDP的变化，同时GDP也引起M的变化。
这些问题的实质是在两个变量间存在时间上的先后关系时，是否能够从统计意义上检验出因果性的方向，即在统计上确定GDP是M的因，还是M是GDP的因，或者M和GDP互为因果。
因果关系研究的有趣例子是回答“先有鸡还是先有蛋”的问题。
1988年有两位学者Walter N. Thurman和Mark E. Fisher用美国1930——1983年鸡蛋产量(EGGS)和鸡的产量(CHICKENS)的年度数据，对此问题进行了统计研究。
他们运用格兰杰的方法检验鸡和蛋之间的因果关系，结果发现，鸡生蛋的假设被拒绝，而蛋生鸡的假设成立，因此，蛋为因，鸡为果，也就是先有蛋。
他们并建议作其他诸如“谁笑在最后谁笑得最好”、“骄傲是失败之母”之类的格兰杰因果检验。
二、格兰杰因果关系检验strengthen the sense of responsibility, work to solve the lack of decent occupation explain away, conduct problems. To establish theoverall concept, eliminate departmentalism. Strict assessment and accountability, to solve the spiritual slack, nianqingpazhong, status quo, and other issues. To establish and perfect the muddle along Bureau staff conduct work regulations, standardize the behavior of personnel. 2. To strengthen the responsibility system. One is the in-depth study and implement the "Hunan provincial Party and government leading cadres Interim Provisions on the work safety of a pair of > (Hunan Officeissued 2013 No. 5)," Hunan province safety supervision and management responsibilities of the provisions on the production (Hunan Zhengban made 2013 No. 4) And resolutely implement the safety production of the party with responsibility, a pair of responsibility. "Two is issued safety production administration and inspection to promote the responsibilities bear safety production supervision departments strictly and effectively assumed responsibility. The three is to establish risk self correction self reporting system for safety in production enterprises, promote the enterprises to implement the mainresponsibility for production safety is introduced. Four strengthen the county safety production supervision ability construction work, promote safe production responsibility to the grassroots. 3, strictaccountability and target management. Adhere to the" who is in charge, who is responsible for the pipe industry must be safe, Guan Sheng production and operation must be safe, pipe business must controlsecurity "principle, the implementation of safety The production of "cure." stagnation supervision and leadership responsible system. The safety production of key towns, key enterprises and key problems, by the township government and the Department responsible for the stagnationled the lump sum, to tackle tough. To further increase the production safety index assessment, strictly implement the safety production of the "one vote veto" and the reward system, strengthen the safety incentive and restraint mechanism. (six) the implementation of the work force is not strong. The documents, meeting, long work arrangement, check and supervise the implementation of small, poor implementation of the system, the work is not effective. Some leading cadres sense of purpose, consciousness of the masses is not strong, the ruling " For the people "," the interests of the masses no matter "concept understanding is not in place. The specific work treats with the deployment, a few leading cadres complain that work is too complicated, too much responsibility, the pressure is too large, too much emphasis on the difficulty of the work, such as underground mines to avoid the disaster of" six systems "construction and construction of mechanical ventilation to file the form, forwarding arrangements work, no in-depth mining enterprises to promote the specific work, the increase in the number of files, but the effect is not good, not according to the actual situation of non coal mines in the county, to engage in" across the board ", and the quality 经济学家开拓了一种可以用来分析变量之间的因果的办法，即格兰杰因果关系检验。
该检验方法为2003年诺贝尔经济学奖得主克莱夫?格兰杰(Clive W. J.Granger)所开创，用于分析经济变量之间的因果关系。
他给因果关系的定义为“依赖于使用过去某些时点上所有信息的最佳最小二乘预测的方差。
”在时间序列情形下，两个经济变量X、Y之间的格兰杰因果关系定义为:若在包含了变量X、Y的过去信息的条件下，对变量Y的预测效果要优于只单独由Y的过去信息对Y进行的预测效果，即变量X有助于解释变量Y的将来变化，则认为变量X是引致变量Y的格兰杰原因。
进行格兰杰因果关系检验的一个前提条件是时间序列必须具有平稳性，否则可能会出现虚假回归问题。
因此在进行格兰杰因果关系检验之前首先应对各指标时间序列的平稳性进行单位根检验(unit root test)。
常用增广的迪基—富勒检验(ADF 检验)来分别对各指标序列的平稳性进行单位根检验。
格兰杰因果关系检验假设了有关y和x每一变量的预测的信息全部包含在这些变量的时间序列之中。