我国股市与实体经济关联度的实证分析

利用我国工业增加值及上证、深证工业指数作为总体样本 ,运用统计中的回归分析和拟合分析方法 ,使用统计软件SAS ,对我国股市与实体经济的关联度及滞后效应等问题进行实证分析 ,得出了“我国股市与实体经济高度相关 ,并且实体经济的波动周期比股指波动周期滞后 3个月左右”的结论 ,该结论对投资者及政府有关部门具有一定的实用参考价值

Analysing the stock market and the real economics ralation ratio with survey

This article with the assitance of a calculating software SAS and a method of calculating analysis,examplising,the improvement of our domatic industry all together with the industry index of shanghai negotiable securities and of shenzheng negotiable securities,deals with the relationship between the stock market and the real economics etc.By doing this with a survey,we can draw a condusion that "our stock market is related to the real economics closely and the vibrating circuit of that is three months later than that of the stock.We truly believe that such a statistic would by all means be efficient to the investors as well as to the government section concerned.