国际黄金期货价格影响因素研究
郑明贵,曹天琦,曾健林

Research on Influencing Factors of International Gold Futures Price
Minggui ZHENG,Tianqi CAO,Jianlin ZENG
表11 格兰杰因果检验结果
Table 11 Granger causality test results
原假设样本量F- 统计量P值
LNGPR does not Granger Cause LNGoldP2383.668090.027
LNGoldP does not Granger Cause LNGPR4.930410.008
LNGEPU does not Granger Cause LNGoldP2380.002150.9979
LNGoldP does not Granger Cause LNGEPU2.499050.0844
LNUSDX does not Granger Cause LNGoldP2380.148990.8617
LNGoldP does not Granger Cause LNUSDX3.460140.033
LNFFR does not Granger Cause LNGoldP2381.755300.1751
LNGoldP does not Granger Cause LNFFR0.260470.7709
LNCPI does not Granger Cause LNGoldP2382.747000.0662
LNGoldP does not Granger Cause LNCPI5.819830.0034
SD does not Granger Cause LNGoldP2380.498530.6081
LNGoldP does not Granger Cause SD1.907790.1507