实验八格兰杰因果关系检验一、因果关系等同于相关关系吗？从一个回归关系式我们并不能确定变量之间是否具有因果关系。

二、Granger因果检验X是Y的原因，必须满足两个条件（1）X应该有助于预测Y（2）Y不应当有助于预测X【实验目的】掌握格兰杰因果检验的基本思想【实验数据】序号SZ SH序号SZ SH序号SZ SH序号SZ SH1 336.56 1125.82 201 430.46 1465.23 401 604.01 1950.66 601 638.7 2161.342 334.89 1119.97 202 434.75 1471.38 402 607.58 1959.31 602 635.83 2146.243 338.3 1132.59 203 432.44 1464.03 403 612.17 1972.04 603 637.37 2140.984 339.18 1137.73 204 428.28 1450.15 404 615.67 1979.1 604 636.78 2146.545 349.84 1168.81 205 426.02 1443.91 405 613.2 1988.94 605 644.91 2150.276 351.11 1172.81 206 426.97 1450.33 406 612.99 1979.51 606 643.8 2179.627 346.44 1158.87 207 426.65 1451.54 407 603.26 1978.43 607 633.43 2169.018 344.1 1148.15 208 422.05 1431.32 408 588.98 1946.75 608 626.48 2136.459 342.69 1148.66 209 429.92 1462.79 409 594.84 1903.15 609 619.54 2112.2610 339.64 1137.31 210 436.87 1482.45 410 590.08 1922.29 610 611.51 2094.0111 344.87 1153.12 211 432.85 1468.47 411 584.44 1907.31 611 577.88 2065.7312 346.93 1158.55 212 431.06 1464.59 412 578.93 1891.98 612 566.51 1956.8213 345.06 1151.37 213 431.51 1462.99 413 583.16 1875.91 613 587.29 1920.3214 347.83 1158.5 214 429.5 1454.58 414 590.71 1887.83 614 578.44 1986.9315 348.77 1162.35 215 426.35 1444.24 415 583.1 1914.09 615 579.37 1957.0316 343.95 1148.12 216 427.21 1444.51 416 590.37 1889.29 616 557.51 1958.717 340.75 1138.21 217 423.82 1435.47 417 592.91 1910.16 617 564.14 1882.1318 343.85 1146.49 218 423.94 1434.97 418 600.14 1915.35 618 562.03 1903.9319 340.78 1140.98 219 428.42 1447.12 419 598.11 1942.15 619 572.81 1895.1720 340.69 1134.67 220 424.36 1435.84 420 595.18 1933.73 620 580.95 1924.5921 337.68 1120.53 221 424.67 1437.23 421 593.63 1926.32 621 581.39 1955.0422 338.81 1125.01 222 422.26 1427 422 589.51 1917.92 622 575.42 1955.123 335.59 1116.87 223 422.7 1428.26 423 591.25 1902.81 623 578.36 1939.5424 330.09 1103.5 224 421.04 1424.85 424 597.07 1909.49 624 570.53 1947.3625 322.76 1081.44 225 418.81 1416.73 425 592.62 1922.85 625 570.62 1919.6426 316.56 1065.82 226 423.3 1428.94 426 602.25 1913.42 626 575.34 192427 324.22 1090.09 227 419.42 1417.11 427 606.6 1947.46 627 578.48 1934.4928 327.84 1097.98 228 422.25 1422.26 428 607.21 1958.94 628 569.93 1938.8829 328.79 1100.92 229 429.84 1451.06 429 611.4 1956.34 629 571.36 1903.4530 336.12 1128.74 230 424.28 1434.87 430 606.29 1977.25 630 566.13 1902.9931 336.54 1128.95 231 419.38 1419.55 431 607.89 1967.67 631 547.27 1886.832 339.76 1132.36 232 412.35 1395.5 432 609.51 1967.41 632 552.45 1827.2533 342.75 1142.11 233 409.75 1387.51 433 605.02 1973.58 633 553.88 1843.3934 341.35 1136.94 234 403.8 1369.46 434 609.49 1961.29 634 549.69 1847.5435 340.46 1132.74 235 399.35 1355.37 435 611.77 1977.36 635 548.48 1839.6436 346.64 1149.93 236 395.69 1345.35 436 611.37 1984.26 636 543.39 1834.1437 349.13 1158.7 237 396.33 1348.82 437 614.03 1981.63 637 557.57 1817.1938 350.59 1164.64 238 399.22 1356.93 438 614.87 1991.17 638 558.62 1862.3639 350.26 1166.93 239 402.18 1366.58 439 618.67 1997.08 639 556.46 1868.2740 347.89 1159.1 240 414.69 1406.37 440 625.71 2012.91 640 538.97 1861.5641 344.67 1151.99 241 415.96 1409.68 441 629.56 2032.48 641 552.28 1808.8542 351.03 1172.93 242 433.06 1463.94 442 636.59 2047.46 642 552.98 1856.5343 351.47 1172.74 243 449.16 1516.6 443 640.37 2070.79 643 545.77 1863.7844 351.5 1170.95 244 458.73 1545.11 444 640.18 2085.12 644 542.91 1852.6145 350.72 1169.03 245 439.99 1479.78 445 645.28 2081.91 645 534.8 1839.9146 346.39 1156.85 246 427.94 1438.02 446 643.98 2095.98 646 521.57 1818.3947 347.58 1161.12 247 425.15 1424.44 447 645.82 2093.24 647 525.95 1784.6148 350.89 1169.49 248 420.47 1408.85 448 644.73 2101.39 648 532.93 1798.6349 346.35 1157.51 249 427.46 1433.33 449 652.58 2097.98 649 531.04 1822.750 348.24 1158.05 250 427.82 1426.62 450 654.37 2113.3 650 526.29 1818.4251 350.38 1168.5 251 434.06 1440.72 451 633.4 2119.44 651 522.48 1807.0252 353.39 1184.4 252 441.42 1466.86 452 633.33 2053.37 652 521.43 1794.9653 356.29 1194.47 253 443.72 1465.09 453 642.33 2049.67 653 514.44 1793.8954 356.76 1199.6 254 451.78 1477.34 454 638.17 2079.4 654 512.96 1767.8255 357.19 1201.63 255 451.85 1476.51 455 639.22 2067.5 655 512.98 1764.9456 356.14 1202.47 256 453.58 1481.12 456 642.75 2070.61 656 501 1764.8857 355.08 1205.14 257 460.74 1506.77 457 647.41 2081.84 657 506.74 1726.5458 351.44 1195.34 258 469.65 1535 458 645.98 2092.14 658 488.71 1744.6459 347.77 1178.19 259 512.24 1673.94 459 638.93 2091.67 659 475.35 1686.6260 349.55 1181.52 260 514.89 1670.67 460 635.89 2075.63 660 488.66 1638.3361 344.78 1170.62 261 527.11 1693.11 461 637.24 2075.04 661 484.45 1691.3362 342.71 1166.24 262 509.79 1640.65 462 627.63 2073.1663 342.06 1159.47 263 518.96 1668.09 463 632.69 2046.0864 345.08 1171.6 264 521.71 1677.14 464 632.55 2059.0565 339.14 1144.07 265 504.62 1632.29 465 631.64 2056.1266 337.77 1137.16 266 490.95 1594.93 466 628.82 2051.0867 342.37 1140 267 504.82 1634.31 467 630.28 2039.3668 337.01 1112.79 268 503.97 1631.58 468 630.91 2044.5569 329.59 1091.7 269 526.18 1704.86 469 637.07 2049.0370 327.51 1091.09 270 524.64 1714.58 470 637.57 2071.2771 333.76 1116.41 271 523.83 1697.74 471 634.92 2076.8972 336.3 1120.93 272 532.14 1738.02 472 632.91 2069.7773 334.28 1111.76 273 511.43 1681.09 473 635.08 2068.1774 335.02 1116.93 274 517.99 1694.8 474 628.51 2076.2775 338.43 1128.22 275 526.79 1726.03 475 629.9 2058.2476 335.05 1120.74 276 526.57 1732.35 476 635.73 2053.777 319.53 1071.93 277 519.34 1705.05 477 644.66 2073.4878 326.01 1095.4 278 528.34 1728.88 478 649.75 2103.4779 325.8 1100 279 517.18 1685.35 479 647.36 2123.980 322.17 1088.86 280 520.03 1681.47 480 648.67 2117.4181 313.27 1063.28 281 495.32 1607.53 481 640.19 2125.382 311.97 1065.56 282 512.42 1658.6 482 638.75 2102.0683 310.65 1059.87 283 527.35 1699.25 483 645.53 2101.1484 325.71 1109.09 284 531.53 1710.32 484 643.32 2125.6185 335.39 1147.71 285 536.25 1720.45 485 638.64 2119.1486 338.95 1168.72 286 545.11 1747.24 486 617.39 2104.7587 352.9 1213.65 287 540.71 1730.5 487 620.33 2032.4488 349.31 1202.89 288 557.4 1775.91 488 617.19 2045.8989 358.77 1236.05 289 561.24 1791.44 489 618.46 2034.5890 372.16 1283.02 290 558.63 1788.81 490 626.18 2043.1191 370.49 1277.15 291 565.36 1810.98 491 609.62 2065.6192 370.87 1279.33 292 560.99 1800.23 492 604.77 2008.0393 380 1311.59 293 557.93 1801 493 599.51 1995.3294 374.68 1287.93 294 545.43 1760.69 494 582.43 1979.9495 370.14 1268.32 295 549.83 1771.2 495 590.34 1930.1496 378.04 1285.58 296 561.67 1809.14 496 589.86 1956.9797 389.32 1326.52 297 566.02 1819.9 497 591.36 1961.2298 392.21 1333.64 298 569.97 1826.06 498 591.85 1963.5399 397.35 1348.61 299 568.87 1821.17 499 586.78 1963.2 100 402.36 1364.34 300 563.85 1807.33 500 585.68 1946.48 101 407.01 1370.39 301 569.56 1831.55 501 591.31 1941.96 102 422.7 1427.71 302 569.1 1833.67 502 587.29 1967.55 103 406.27 1387.59 303 556.39 1795.06 503 570.96 1953.22 104 428.56 1460.17 304 562.07 1813.5 504 568.26 1909.33 105 440.84 1501.01 305 565.46 1828.71 505 575.81 1907.26 106 443.88 1498.92 306 569.22 1847.03 506 583.44 1936.35 107 460.18 1546.41 307 565.27 1841.06 507 586.25 1954.69 108 467.9 1564.44 308 562.36 1837.4 508 585.41 1962.04 109 481.05 1606.5 309 562.72 1833.47 509 589.22 1959.18 110 498 1654.11 310 562.68 1832.78 510 595.52 1965.12 111 479.85 1593.86 311 555.45 1806.83 511 595.12 1985.11 112 512.75 1693.16 312 566.93 1836.32 512 596.29 1984.2 113 525.14 1739.2 313 567.48 1836.64 513 597.3 1990.06114 507.59 1689.43 314 559.41 1806.64 514 601.62 1991.18 115 466.63 1560.79 315 540.75 1752.69 515 606.75 2000.9 116 485.59 1613.53 316 529.32 1724.05 516 608.86 2011.66 117 475.94 1581.82 317 529.26 1720.61 517 604.36 2012.55 118 455.2 1517.25 318 522.22 1704.59 518 610.5 1998.7 119 470.64 1568.65 319 529.91 1724.54 519 612.54 2018.62 120 476.1 1577.99 320 530.03 1725.4 520 613.34 2022.6 121 478.83 1584.75 321 542.42 1758.54 521 619.65 2020.24 122 471.52 1559.73 322 550.84 1777.83 522 624.63 2036.62 123 456.11 1524.82 323 565.57 1824.74 523 629.72 2045.79 124 468.93 1559.52 324 566 1832.08 524 635.24 2066.39 125 465.38 1549.34 325 572.18 1855.49 525 623.55 2087.53 126 454.15 1519.74 326 579.72 1880.7 526 634.18 2053.54 127 438.27 1479.08 327 580.33 1879.62 527 641.94 2089.88 128 469.07 1574.6 328 586.5 1898.75 528 642.05 2107.26 129 477.14 1609.81 329 579.7 1877.47 529 638.2 2106.87 130 457.92 1550.73 330 584.21 1894.55 530 642.12 2101.66 131 467.23 1585.98 331 587.31 1903.49 531 645.03 2112.78 132 472.3 1602.03 332 591.4 1916.25 532 642.16 2125.08 133 469.58 1590.71 333 584.96 1899.09 533 631.9 2123.05 134 472.87 1597.2 334 594.59 1925.54 534 640.05 2090.72 135 472.44 1595.86 335 596.89 1935.03 535 638.66 2112.6 136 473.19 1601.46 336 591.36 1925.21 536 641.7 2108.61 137 479.09 1616.28 337 584.16 1900.79 537 645.32 2117.37 138 480.26 1626.84 338 586.61 1912.56 538 645.96 2128.48 139 485.27 1649.13 339 594 1938.67 539 646.52 2131.4 140 484.8 1653.54 340 592.03 1932.29 540 648.66 2134.8 141 483.18 1646.59 341 594.19 1942.29 541 655.24 2145.4 142 479.15 1628.84 342 590.42 1926.94 542 656.51 2168.06 143 471.8 1602.15 343 589.01 1915.21 543 654.3 2176.68 144 465.18 1583.4 344 584.87 1895.35 544 653.35 2172.56 145 463.28 1575.64 345 592.47 1913.13 545 647.58 2172.87 146 461.55 1571.9 346 593.11 1913.9 546 645.35 2152.34 147 456.46 1560.07 347 600.58 1939.63 547 649.03 2150.43 148 460.81 1576.41 348 606.55 1948.64 548 636.05 2166.17 149 460.8 1581.93 349 606.91 1942.9 549 631.94 2119.18 150 477.74 1637.74 350 607.63 1947.48 550 635.05 2105.06 151 474.98 1628.93 351 606.14 1937.26 551 636.32 2115.11 152 477.86 1645 352 602.06 1928.11 552 641.86 2119.18 153 479.97 1648.47 353 591.04 1895.64 553 641.27 2137.99 154 473.25 1625.77 354 596.71 1907.93 554 644.12 2132.89 155 475.71 1638.23 355 596.2 1909.19 555 645.82 2147.28 156 476.19 1633.9 356 594.15 1902.55 556 650.6 2155.41 157 471.78 1619.04 357 601.67 1932.79 557 653.33 2178.47158 474.43 1627.12 358 605.69 1948.02 558 656.11 2191.06 159 466.07 1599.55 359 609.56 1960.54 559 653.54 2199.51 160 469.94 1611.96 360 612.35 1973.37 560 656.88 2194.65 161 464.33 1587.89 361 613.32 1979.2 561 660 2203.37 162 458.3 1560.68 362 615.14 1987.19 562 659.56 2213.6 163 459.39 1562.79 363 610.26 1982.48 563 655.82 2210.34 164 462.57 1571.6 364 614.32 1993.99 564 656.14 2197.6 165 490.46 1675.12 365 615.01 1998.43 565 655.22 2198.3 166 486.08 1659.93 366 614.24 1991.56 566 650.64 2193.58 167 489.93 1670.14 367 615.39 1996.34 567 649.91 2179.7 168 490.58 1672.89 368 613.02 1989.24 568 658.48 2180.28 169 486.19 1662.8 369 614.99 1996.58 569 659.36 2211.2 170 482.5 1645.51 370 619.24 2012.32 570 659.64 2214.26 171 483 1648.56 371 619.63 2012.35 571 658.64 2219.59 172 477.74 1633.84 372 621.52 2012.79 572 660.09 2226.78 173 476.7 1625.59 373 624.9 2023.54 573 663.78 2234.99 174 475.74 1617.06 374 625.75 2028.15 574 660.28 2238.5 175 471.91 1604.2 375 627.02 2030.68 575 658.29 2229.81 176 476.33 1619.33 376 630.16 2036.3 576 656.3 2223.07 177 472.05 1602.16 377 625.48 2026.36 577 659.3 2214.62 178 468.77 1591.43 378 629.23 2039.42 578 664.85 2222.96 179 467.09 1584.95 379 633.51 2049.92 579 653.64 2242.42 180 464.74 1570.7 380 635.03 2061.18 580 657.46 2202.4 181 455.75 1534.52 381 634.5 2065.94 581 645.23 2210.97 182 452.33 1522.48 382 634.14 2062.67 582 646.75 2167.65 183 455.94 1537.8 383 637.96 2076.3 583 643.96 2170.45 184 447.29 1507.42 384 638.43 2076.82 584 650.7 2163.12 185 445.02 1508.73 385 638.72 2083.47 585 656.36 2189.15 186 455.46 1543.8 386 639.37 2091.59 586 662.47 2206.07 187 443.51 1501.67 387 643.85 2090.18 587 663.11 2230.2 188 432.71 1470.9 388 632.99 2108.69 588 662.04 2233.59 189 436 1485.83 389 627.16 2074.7 589 658.34 2229.83 190 425.82 1458.53 390 631.01 2057.92 590 658.27 2219.25 191 438.26 1497.46 391 636.46 2071.16 591 654.17 2218.03 192 430.75 1468.27 392 639.92 2086.7 592 655.51 2205.99 193 435.96 1482.67 393 642.55 2100.59 593 653.42 2211.83 194 451.58 1536.82 394 635.14 2105.48 594 646.71 2202.06 195 444.94 1514.53 395 617.42 2076.14 595 643.03 2181.66 196 442.07 1504.56 396 611.53 2021.2 596 643.41 2170.52 197 437.46 1493.1 397 616.55 1999.86 597 650.35 2169.66 198 436.58 1487.47 398 604.52 2010.6 598 643.68 2189.79 199 434.25 1475.68 399 593.73 1963.79 599 643.6 2168.74 200 430.1 1464.83 400 601.74 1925.91 600 642.69 2165.49【实验步骤】（1）创建一个1-661的截面序列工作文件，创建变量，并输入数据。