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1、CPIindexontheimpactofChina’smacroeconomictrendsAbstract:BasedontheCPIindexandthetheoreticalbasisoftherelationshipbetweenmacroeconomictrends,focusingonempirically,usingtimeseriesanalysistoolstoresolvetheCPIindexandtherelationshipbetweenmacroeconomictrends.TheresultsshowthatC
2、hina’sCPIindexandthemacroeconomictrendsofthethereisacorrelationbetweenlong-term,longtermCPIindexcanbeanimportantindicatortopredictmacroeconomictrends,fiscalpolicydecisions;intheshortterm,CPIindexisalaggingindicator,canonlybeusedtoreflectthemacroeconomicsituationbefore.There
3、fore,basedontheaccuracyoftheCPIindexanditsresponsetothemacroeconomiclevel,totakereasonablemonetarypolicyandeconomicpolicyrecommendations.Keywords:CPIindex;macro;cointegrationanalysis;stabilityanalysis;grangercausalitytest1CPIindexoftherelationshipbetweenmacroeconomictrendsa
4、ndtimeseriesanalysis81.1CPIindexandanalysisofmacroeconomictrendsinthecointegrationanalysis,theeconomicgrowthvariablesusing‘nationalgrossdomesticproduct(GDP)’tomeasure.1978-2008,thecountry’sgrossdomesticproduct(GDP)andtheNationalConsumerPriceIndex(CPI)oftherawdatashowninTabl
5、e1:Inthispaper,theADFtestforstationaritytest,andeconomicvariablesinordertoeliminatetheexistenceofheteroscedasticitycausedbyadverseeffects,wewillbeonthenumberofprocessingvariables.LnGDPandlnCPIsequenceofdifferentialsequencesandtheirADFtest,thevariablelnGDPandlnCPInon-station
6、ary,afterafirst-orderdifferenceisstationary,thatlnGDPandlnCPIisafirst-ordersinglewholesequencemayexistbetweenthecointegrationrelationship.Inthispaper,EGmethodvariablescointegrationanalysis,firstwiththeOLSmethodontheoriginalseriesforcointegrationregressionandfoundthatthereis
7、autocorrelation,themodelself-relatedprocessingfinallygetthecointegrationequation:LnC=1.419422+0.3924lnG+[ar(1)=1.424909,ar(2)=-0.521498](1)8DependentVariable:LNCMethod:LeastSquaresDate:04/22/10Time:15:28Sample(adjusted):19802008Includedobservations:29afteradjustingendpoints
8、Convergenceachievedafter100iterationsBackcast:1979Theregressionresultsshowthatthem
