【摘要】 传统的两变量引导关系模型一般仅仅考虑到自变量(包括即时与滞后因子)对因变量独立的引导作用,往往忽略了因素之间(自变量与自变量,自变量与因变量之间)交互作用对因变量产生的影响,本文提出了一种改进的引导关系模型,在传统模型的基础上添加一个交互项来刻画因素之间的交互作用对因变量所产生的影响,并对上海期货交易所和伦敦金属交易所铜期货价格之间的引导关系做了实证分析,得到一些有意义的结果,并且改进后的模型较之传统模型检验的拟合度和精确度都有一定的提高。更多还原

【Abstract】 The traditional two-variables casual relationship model generally only refers to the inducing effect of independent variables,including instant factors and lagging factors,to dependent variable,and usually neglects the effect based on the interaction of the factors,between independent variable and independent variable,independent variable and dependent variable.In this paper,the author puts forward an improved casual relationship model which adds an interactive item to traditional model to describe the effect of interaction,and applies the model to examine the relationship of the future copper price between London Metal Exchange(LME) and Shanghai Futures Exchange(SHFE).The result shows that an interaction of the future copper price between the two markets is significant,and compared with the traditional model,both the fitness and the accuracy of the improved model are improved to some extent.更多还原