Poisson Autoregressive Model With Exogenous Covariates And Its Application In The Study Of The Relationship Between Energy Supply And Economic Development

While the theory of the time series model is constantly evolving and updating,the strong inclusiveness and effective applicability also make the value of its practical application recognized in many fields,such as finance,medical treatment and environmental engineering and so on.Based on the Poisson autoregression with exogenous covariates(PARX)model,this paper makes a brief analysis of the two-way relationship between energy supply and economic development.China is in the period of the energy revolution,where the relationship between energy and economic development is a subject deserving to be studied.In addition,this paper also introduces the method of establish stability properties for PARX model and the estimation for its parameters.Specially,the method called weak dependence is a complete theoretical system for proving ergodicity which have been widely used in recent literatures.This paper summarizes the theoretical basis and proofs of the weak dependence.