現(xiàn)貨黃金報(bào)價影響因素

1、現(xiàn)貨黃金報(bào)價影響因素 三元線性回歸分析關(guān)鍵詞：現(xiàn)貨黃金nyme原油美元指數(shù)現(xiàn)貨白銀一、問題背景美元作為世界準(zhǔn)貨幣，世界主要的黃金市場以美元報(bào)價，美元走 勢好，作為價值儲藏手段的黃金功能受到削弱，因此黃金與美元有一 種負(fù)相關(guān)關(guān)系。以美元為紐帶原油與黃金有正相關(guān)關(guān)系。原油價格上 漲，世界經(jīng)濟(jì)受到影響，美國也不例外，原油上漲帶來的通脹壓力給 美元帶來貶值壓力。同樣作為重要的貴金屬，現(xiàn)貨白銀與現(xiàn)貨黃金也 有一定聯(lián)系。本分析以此三個因素為解釋變量，進(jìn)行三元線性模型, 定量的分析。二、模型建立建立美元指數(shù)、nyme原油、現(xiàn)貨白銀對黃金影響的三元線性 模型，并進(jìn)行分析y= b o+ b 1x1+ b 2x2

2、+ b 3x3+u三、數(shù)據(jù)選取本分析選取了 2013年5月10日到2015年5月29日的周數(shù)據(jù), 為了提高光滑性，分別對三個數(shù)據(jù)取了對數(shù)記為lny、lnx1、lnx2、 lnx30現(xiàn)將數(shù)據(jù)粘貼如下：現(xiàn)貨白日期現(xiàn)貨黃 金y美元指數(shù)x銀（美 元/盎 司）nyme原汕lnx1lnx2lnx3（美元,桶）lny2013/4/121483.4882. 127.3021464.4081822013/4/191403.3582. 767.2466184.4159452013/4/261461.2282.487.2870274.4125562013/5/31470. 282. 17.2931544.40793

3、82013/5/101448.5283. 1123.8595.977.2782984.4201653. 1717844.5640362013/5/171359.9484. 2222. 2596. 027.2151964.4334323. 1023424.5645572013/5/241386.283. 6422. 3793.877.2343214.4265223.1077214.5419112013/5/311387.3583.2722. 2491.617.2351514.4220883.1018924.517542013/6/71382. 5381.6821.6496. 267.231674

4、.4028093.0745434.5670532013/6/141390. 1580. 6422. 0697.897.2371674.3899953.0937664.5838442013/6/211295.9382. 4520. 0893.957.1669844.4121922.9997244.5427632013/6/281234.0783.2219. 6596. 497. 1180734.4214882.9780774.5694392013/7/51222.6384. 4318.9103. 637. 108764.4359232.9391624.6408272013/7/12128582.

5、97106. 257.1585144.418479#num!4.6657952013/7/191295.4582. 6219. 4810& 477.1666134.4142522.9693884.6864742013/7/261332.6581.6819. 96104. 497.1949254.4028092.993734.6490912013/8/21311.6881.9619. 86106. 887.1790644.4062312.9887084.6717072013/8/91314.0381. 1520. 52106. 037.1808544.3962993. 02144.663

6、7222013/8/161376.0881.3323.22107. 687.2269944.3985153.1450144.6791642013/8/231397.1881.3924. 04106. 327.2422114.3992523.1797194.6664532013/8/301394. 7582. 0423.51107. 767. 240474.4072073.1574264.6799072013/9/61391.3582. 1523. 82110. 237.238034.4085473.1705264.7025692013/9/131325.681.5522. 19108.67.

7、189624.4012163.0996424.6876712013/9/201325.5880. 4721.76104. 867.1896054. 3878843.0800734.6526262013/9/271336.2180. 2821.77102.837.1975934. 3855213.0805334.6330772013/10/41310.680. 1521.7103. 637.178244.38393.0773124.6408272013/10/111271.9180. 4421.33101.777.1482754.3875123.0601154.6227152013/10/181

8、31679.6121.89100. 847.1823524. 377143. 086034.6135352013/10/251350. 4879.2122.5197.887.2082154.3721033. 113964. 5837422013/11/11315.9880.7121.8594.67.1823374.3908623.0842014.5496572013/11/81288. 1381.2421.497.1609474.3974083.067588#num!2013/11/151289. 8580.8120. 787.1622814.3921013.033991#num!2013/1

9、1/221243.480. 6619. 857.1256054.3902432.988204#num!2013/11/291251.6680. 6419. 9592. 787.1322264. 3899952.9932294.5302312013/12/61228. 8580. 2519. 497. 1138344.3851472.969902#num!2013/12/131238. 4380. 1919. 667. 12164.3843992.978586#num!2013/12/201202. 9580. 5619. 387.0925324.3890022.964242#num!2013/

10、12/271212.680. 3320. 047.1005224. 3861432.99773#num!2014/1/31236. 7580. 8720. 137.1202424. 3928433.002211#num!2014/1/101248. 0580. 6520. 127.1293384.3901193.001714#num!2014/1/171253.6981. 1920. 297.1338464. 3967923.010128#num!2014/1/241269.6980. 4419. 897.1465284.3875122.990217#nu1!2014/1/311244. 58

11、1.2619. 157.1264894.3976542.952303#num!2014/2/71266. 8580. 6719. 987.1442894.3903672.994732#num!2014/2/141318.480. 1521.457.1841744. 38393.065725#num!2014/2/211323.8680. 2721.827.1883074.3853963. 082827#num!2014/2/281326. 179. 7921.27.1899984.3793983.054001#nu1!2014/3/71339. 9579.7120.97.2003884.378

12、3953.039749#num!2014/3/141382.5179.4221.4299. 037.2316564.374753.0643254.5954232014/3/211334.380. 120. 2999. 557. 1961624.3832763.0101284.600662014/3/281294. 6280. 1819. 78101.67.1659724.3842742.9846714.6210442014/4/41303.2980. 4319. 93101. 17.1726474.3873872.9922264.616112014/4/11131& 1379. 491

13、9. 95103. 377.1839694.3756312.9932294.6383152014/4/181294.6479. 8619. 58104.597.1659884.3802752.9745094.6500482014/4/251302.979. 7619. 68100. 697. 1723484. 3790222.9796034.6120462014/5/21299.579.5119. 4799. 997.1697354.3758832.9688754.605072014/5/91288.4179. 8719. 15100. 037.1611644. 38042.9523034.6

14、05472014/5/161292.980. 0519. 35102.187.1646434.3826512.9626924.6267362014/5/231292.3380. 3619.43104.397. 1642024.3865172.9668184.6481342014/5/301249.4180. 3918. 78102.877. 1304274.386892.9327924.6334662014/6/61252.980. 2419.01102.797. 1332164.3850222.9449654. 6326882014/6/131276. 8480.6119. 67106. 7

15、77.1521444.3896232.9790954.6706772014/6/201314.180. 3420. 86106. 647. 1809074. 3862683.0378334.6694592014/6/271315.280. 0420.91105. 747.1817444.3825273.0402284.6609832014/7/41319.380. 2721. 12103. 777.1848574.3853963.050224.6421772014/7/111338.480. 1821.41100. 457. 199234. 3842743.0638584.609662014/

16、7/181310.480. 5320. 84102.887.1780884.388633.0368744.6335632014/7/251307.881.0420.7101.897.1761024.3949433.0301344.6238942014/8/11293.881.3120. 2997.627.1653394.3982693.0101284.5810822014/8/81309.381.3819. 8697. 357. 1772484. 399132. 9887084.5783132014/8/151304.581.4319. 5497.247. 1735754.3997442.97

17、24644.5771822014/8/221280.882. 3219.4193. 367. 155244.4106142.9657884.5364632014/8/291287.0182.7119. 4595.847.1600774.4153412.9678474.562682014/9/51268. 383. 7719. 1993.457.1454334.4280752.9543894.5374272014/9/121228.184.2118.6292. 157.1132244.4333142.9242364.5234182014/9/19121684. 7817.8192. 177.10

18、33224. 440062.879764.5236352014/9/26121& 1185. 6317.6293. 357.1050564.4500362.8690354.5363562014/10/31190. 9786. 6516. 8289.717.0825234.4618772.8225694.4965822014/10/101222.9185. 8417. 3785. 527.1089894.4524852.8547454. 448752014/10/171237. 8885.2117.2582.927.1211564.4451192.8478124.4178762014/1

19、0/241230.985. 7217. 1781.37. 1155014.4510862.8431644.3981462014/10/311172. 5986.9116. 1380.77.066974.4648732.7806814.3907392014/11/71177. 6587. 587.0712764.472553#num!#num!2014/11/m1189. 187. 5316. 2975.937.0809524.4719822.7905514.3298122014/11/211201.3288. 2716. 4276. 727.0911764. 48042. 79854.3401

20、622014/11/281167.238& 2515. 4365.997.0623894.4801742.7363144.1895032014/12/51190. 4589. 3516. 2765. 637.0820874.4925612.7893234.1840332014/12/121221.388. 3417.0157. 497.1076714.4811932.8338014.0516112014/12/191195.4289. 5916. 0757. 777.0862534.4952442.7769544.056472014/12/261193.790. 0316. 0455.

21、 147.0848134.5001432.7750864.0098752015/1/21189.5991. 1515. 7552.817. 0813644.5125072.756843.9667012015/1/91223.0591.9716. 484& 217.1091034.5214622.8021483.8755662015/1/161280.2192. 6317. 774& 487.1547794.5286132.8775123.8811512015/1/231293.8894.992845. 297.1654014.5537722.9058083.8130862015

22、/1/301283.2194. 8817.2347.857.157124.5526132.8466523.8680712015/2/61233.5494. 6916.7152. 347.1176434.5506082.8160073.9577612015/2/131229. 2894. 1617. 3352. 657.1141844.5449952. 8524393.9636662015/2/201201.5794.3116. 2349. 977.0913844.5465872.7868613.9114232015/2/271212.8895. 2516. 5849. 527.1007534.

23、 5565052.8081973.9023772015/3/61168.2397. 7315.9149. 787.0632454.5822092.7669483.9076132015/3/131158. 02100. 2215.64457.0544674. 6073682.7498323.8066622015/3/201182.2397. 7916. 7345.877.0751584.5828222.8172043.8258112015/3/271198. 7997.4116. 944& 437.0890684.5789292.8296783.8801192015/4/31202.52

24、96. 7616. 7649. 187.0921754.5722342.8189953.8954872015/4/101207.5199. 3916. 4651. 777.0963164.5990522.8009333.9468112015/4/171204.1197.4316. 2556. 147.0934964.5791342.7880934.0278492015/4/241178.9996.9115. 7257.427.0724134.5737832.7549344.0503932015/5/11178.2895. 2316. 1559. 267.0718114.5562952.7819

25、24.0819352015/5/81188.2894. 7716. 4459.477.0802624.5514532.7997174.0854722015/5/151224. 0593.2617.4759. 967.109924. 5353912.8604854.0936782015/5/221206. 1396. 1417.0959. 997.0951724. 5658052.8384934.0941782015/5/291190. 3596. 8716. 7360. 237.0820034.573372.8172044.098171!1!模型計(jì)算利用eviews對模型進(jìn)行計(jì)算，結(jié)果如下;g eviev/s - equation: untitled workfile: untitled:untitledf=1 file edit object view proc quick options add-ins window 旦 elpprocobjectprintnamefreezeestimateforecaststatsresidsviewdependent variable: lnymeth