本文拟采用单位根检验、协整关系检验以及格兰杰因果关系检验的方式分析上海

This paper intends to analyze the relationship between the price of Shanghai crude oil futures and the offshore dollar-renminbi exchange rate by unit root test, cointegration test and Granger causality test. <br>3.2.1 Introduction to <br>Unit Root Test The purpose of unit root test is to check whether there is a unit root in a sequence. In theory, the existence of a unit root means that this series is not a stable time series, and a non-stationary series will likely cause pseudo regression in regression analysis. Therefore, in order to avoid false regression and guarantee the stability of the time discrete series of the above crude oil futures price and offshore USD RMB exchange rate, this article will use the most commonly used ADF unit root test to carry out the stability test of the above two time series

本文拟采用单位根检验、协整关系检验以及格兰杰因果关系检验的方式分析上海原油期货价格与离岸美元人民币汇率之间的关系。<br>3.2.1 单位根检验简介<br>单位根检验的目的是检验在一个序列中是否有单位根的存在。理论上说，单位根存在意味着这个序列就不是一个平稳的时间序列，而非平稳的序列将有可能使得回归分析出现伪回归的现象。因此，为避免伪回归并保障上述原油期货价格与离岸美元人民币汇率时间离散序列的平稳性，本文将选用最常用的ADF单位根检验的方式对上述两个时间序列进行平稳性检验

In this paper, unit root test, cointegration test and Granger causality test are used to analyze the relationship between Shanghai crude oil futures price and offshore US dollar RMB exchange rate.<br>3.2.1 introduction to unit root inspection<br>The purpose of unit root test is to check whether there is a unit root in a sequence. In theory, the existence of unit root means that this series is not a stable time series, but non-stationary series may cause the phenomenon of pseudo regression in regression analysis. Therefore, in order to avoid pseudo regression and ensure the stability of the above two time series, this paper will use the most commonly used ADF unit root test to test the stability of the two time series<br>