修平科技大學ir.hust.edu.tw/bitstream/310993100/3808/1/探討油價對... · Web view表1...
Transcript of 修平科技大學ir.hust.edu.tw/bitstream/310993100/3808/1/探討油價對... · Web view表1...
BL98009
BL98026
BL98032
BL98035
1028
IV
1.1
1
1.2
2
1.3
3
2.1
4
2.2
5
3.1
8
3.2
9
3.3
10
4.1
11
4.2
12
4.3
13
4.4
14
4.5
15
16
17
1
5
2
9
3
10
4
ANOVA
11
5
11
6
ANOVA
12
7
12
8
ANOVA
13
9
13
10
ANOVA
14
11
14
12
15
13
15
1
3
____________
____________
____________
____________
102 821
()WPI200382013 5
:
1.1
1970199899.88%
1.2
20032013
1.3
()
1
2.1
(2012)
(2012)
(2011)ADFVARGranger
(2011)
(2008)
(2008)
(2008)
(2005)
(2005)
(2003)VAR1997
(2008)(markup)CPI
2.2 (1)
(2012)
(2012)
-
(2011)
3
(2011)
(2008)
(2008)
-
(2008)
_
(2005)
(2005)
(2003)
1997
(2008)
(markup)CPI
Granger
GDPGDP
3.1
(2008)-
WPI
=
i
()
()
WPI
3.2
(WPI)2003820135118
2
20038
~20135()
(TEJ)
3.3
(WPI)
1. (WTI)
(0.24%)
2.
3. (WPI)
3
+
+
+
+
-
-
-
-
WPI
-
-
-
-
4-1
4 ANOVA
SS
MS
F
3
0.0676
0.0225
6.3178
0.0005
114
0.4069
0.0036
117
0.4745
R
0.1426
R
0.1200
5
t
P-
0.0070
0.0057
1.2260
0.2227
()
0.1602
0.0691
2.3174
0.0223
()
-1.2688
0.4757
-2.6674
0.0088
WPI
-0.0013
0.0012
-1.0521
0.2950
******1%5%10%
1. CPI
2.
...
3.
4. WPI
4-2
6 ANOVA
SS
MS
F
3
0.0695
0.0232
4.2028
0.0073
114
0.6282
0.0055
117
0.6977
R
0.0996
R
0.0759
7
t
P-
0.0052
0.0071
0.7341
0.4644
()
0.0742
0.0859
0.8635
0.3897
()
-1.5019
0.5911
-2.5409
0.0124
WPI
-0.0028
0.0015
-1.8218
0.0711
******1%5%10%
1. CPI
2.
3.
4. WPI
4-3
8 ANOVA
SS
MS
F
3
0.0814
0.0271
6.5171
0.0004
114
0.4748
0.0042
117
0.5562
R
0.1464
R
0.1239
9
t
P-
0.0027
0.0062
0.4370
0.6629
()
0.1262
0.0747
1.6899
0.0938
()
-1.6880
0.5138
-3.2850
0.0014
WPI
-0.0010
0.0013
-0.7789
0.4377
******1%5%10%
1. CPI
2.
3.
4. WPI
4-4
10 ANOVA
SS
MS
F
3
0.1158
0.0386
7.0741
0.0002
114
0.6222
0.0055
117
0.7381
R
0.1569
R
0.1348
11
t
P-
0.0101
0.0071
1.4206
0.1582
()
0.1349
0.0855
1.5773
0.1175
()
-1.8649
0.5882
-3.1703
0.0020
WPI
-0.0032
0.0015
-2.0908
0.0388
******1%5%10%
1. CPI
2.
3.
4. WPI
4-5
12
0.0070
0.0052
0.0027
0.0101
()
0.1602
0.0742
0.1262
0.1349
()
-1.2688
-1.5019
-1.6880
-1.8649
WPI
-0.0013
-0.0028
-0.0010
-0.0032
F
0.0005
0.0073
0.0004
0.0002
R
0.1200
0.0759
0.1239
0.1348
******1%5%10%
13
+
+
+
+
-
-
-
-
WPI
-
-
-
-
5%10%
5%1%
WPI5%10%
20032013
1. 2005
2. 2008_
3. 2011
4. 2012-
5. 2011
6. 2005
7. 2006
8. 2008-
9. 2012
10. 2005
11. 2011
12. 2012
13. 2008
14. 2006
15. 2008-
16. 2012
17. 2005
18. 2011
19. 2008
13