A Comparative Study on the Dynamic Correlation Effect of Foreign and Domestic Gasoline and Diesel Price Fluctuations
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24. Aug. 2020
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Online veröffentlicht: 24. Aug. 2020
Seitenbereich: 581 - 592
Eingereicht: 12. März 2020
Akzeptiert: 10. Mai 2020
DOI: https://doi.org/10.2478/amns.2020.2.00027
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© 2020 Shuliang Zhang et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
Fig. 1
Fig. 2
ADF stationarity test of variables
| Sequence | Test form | ADF | 1% Critical Value | Stationarity |
|---|---|---|---|---|
| DLNCP | (0,0,0) | −8.893053 | −2.583298 | Stationary |
| DLNEP | (0,0,0) | −9.457722 | −2.583298 | Stationary |
| DLNMP | (0,0,0) | −9.633763 | −2.583298 | Stationary |
| DLNAP | (0,0,0) | −9.628522 | −2.583298 | Stationary |
| DLNCP | (0,0,0) | −7.892860 | −2.583298 | Stationary |
| DLNEP | (0,0,0) | −9.336462 | −2.583298 | Stationary |
| DLNMP | (0,0,0) | −10.55363 | −2.583298 | Stationary |
| DLNAP | (0,0,0) | −9.123758 | −2.583298 | Stationary |
Estimation results of regression coefficient and test results of constraint conditions (0_01level)
| Explained variable | Explanatory variable | RLOP | ALOP | ||
|---|---|---|---|---|---|
| DLNCP | DLNCP | 0.000890 | 0.826145 | Accepted | Accepted |
| DLNEP | DLNEP | −0.001750 | 0.612518 | Rejected | Rejected |
| DLNMP | DLNMP | −0.002504 | 0.564950 | Rejected | Rejected |
| DLNAP | DLNAP | −0.000689 | 0.721256 | Rejected | Rejected |