修平科技大學ir.hust.edu.tw/bitstream/310993100/3808/1/探討油價對... · Web view表1...

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修修修修修修 修修修修修修修 修修修修修修 修修修修修修修修修修修修 修修修修 -、、、 修修 修修 BL98009 修修 BL98026 修修 BL98032 修修 BL98035 修修修修 102 修 8 修

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