基于ARMA模型的地质勘查投入影响机理研究

Research into the impact mechanism of geological exploration investment based on ARMA model

摘要: 利用2001～2012年的时间序列数据，对我国油气和非油气固体矿产地质勘查投入、矿业产值间的因果关系进行了检验，建立了地质勘查投入的ARMA模型。研究表明，对勘查总投入和非油气固体矿产来说，矿产品产值是勘查投入的单向格兰杰原因；油气资源勘查投入和矿产品产值之间不存在格兰杰因果关系；对于非油气固体矿产来讲，前两个年度勘查投入对当年投入影响方向相反，程度不同。

Abstract: By using the time series data of 2001~2012，this paper test the causality between mineral exploration investment and mining industry production value，and establish the ARMA model of geological exploration investment.The results shows that for the total investment and non-oil solid mineral exploration，mineral production is one-way Granger cause of investment in exploration；there is no Granger causality between oil and gas resources exploration investment and mineral production；in terms of the non-oil solid mineral，the exploration investment of the first two years have different influence on to the current.