응용통계연구 (The Korean Journal of Applied Statistics)

  • 제26권3호
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  • Pages.401-411
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  • 2013
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  • 1225-066X(pISSN)
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  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
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닭-달걀 간 통계적 인과성 논란의 판별

Identifying the Chickens-Eggs Statistical Lead-Lag Dilemma

  • 김태호 (충북대학교 정보통계학과) ;
  • 김민정 (충북대학교 정보통계학과) ;
  • 이진완 (충북대학교 정보통계학과)
  • Kim, Tae Ho (Department of Information Statistics, Chungbuk National University) ;
  • Kim, Min Jeong (Department of Information Statistics, Chungbuk National University) ;
  • Lee, Jeen Woan (Department of Information Statistics, Chungbuk National University)
  • 투고 : 2013.02.01
  • 심사 : 2013.04.26
  • 발행 : 2013.06.30
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⟨ 이전 논문 다음 논문 ⟩

초록

변수들 간 인과관계는 시차 회귀방정식을 사용한 초기의 검정법 이후 새로운 통계적 기법이 계속 개발되면서 더욱 다양하고 효율적인 분석이 가능하게 되었지만 오랜 논쟁의 대상인 닭과 달걀 간 선행관계에 대한 검정은 의외로 간과되어왔다. 본 연구에서는 현대적 관점에서 두 변수 간 인과관계를 학문적으로 조명해보기 위해 사용가능한 자료를 이용하여 통계적 검정을 실시해 보았다. 두 변수 간 관계에는 구조적 변화가 발생하지 않았음이 입증되면서 사용한 검정법 모두 수준변수 및 정상변수에서 일관된 검정결과를 보이는 것으로 나타났다.

This study investigates the controversial chickens-eggs dilemma and empirically performs statistical tests to examine if there exists a causality between them. Granger and Hsiao tests are applied to both level and stationary variables to identify the lead-lag relationships. Each of these test is found to have the robust result where the causality runs from eggs to chickens; in addition, the explanatory power of one variable in variations of the other appears to remain time invariant. The outcome is proved to be valid as the hypothesis test for no structural change in their relationship fails to be rejected.

키워드

참고문헌

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