The Analysis Based On VAR Of Influence From GDP And CPI To Living Standard Of Residents

Time series analysis is an important major of Statistic branch, which has been extensively used in a lot of fields. And for especially, it’s the key of the improvement of economics while being supplied as a tool to deal with some problems in econometrics. Within the economics analysis, CPI and GDP are always the target of great many economists and government officers. Because how to keep high speed of economics’ running and low level inflation is related to the growth in the living standard and national stability. But how the household consumption changes with the GDP and CPI always attracts less attention. So for people’s livelihood concern, my paper studies the influence of GDP and CPI tosocial retail goods and aims to explain how people consume in a certain background of economics.For the data’s time series property, this paper selects the VAR model to make analysis which isn’t based on economics theory and doesn’t depend on the variable’s structure. Through the tests and analysis step by step, I finally get the relationship of variables’ fluctuation. Firstly, paper makes detailed analysis and arrangement to VAR model and states the applicable types of time series and background for VAR model, the ways of test analysis for series and their theoretical basis. Then combines the VAR modeling and impulse response function, reorganizes and summarizes a little integrated system of VAR theory. Secondly, according to the statistical characteristic of the data, this paper goes from describe statistic up to theory level and follows the steps of VAR modeling theory to make detailed testing and analysis. Finally, it mines the data of the relation among variables’fluctuation.Through the tentative analysis and demonstration in this paper, the influence from the growth rate of GDP and CPI to the growth rate of social retail goods finally comes up. This result plays some important directive role in understanding the development of macro-economy and policy-making for government.