| Correlation analysis and causality test between Ludong-Huanghai block and South Japan |
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| 作者姓名： | 郑建常 蒋海昆 |
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| 作者单位： | Earthquake Administration of Shandong Province，China Earthquake Networks Center Ji’nan 250014，China，Beijing 100036，China |
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| 基金项目： | Continuous Subject of Key Project of State Science and Technology in the Tenth Five-year Plan (2004BA601B01- 04-02)，Project of Science and Technology in the Tenth Five-year Plan of Shandong Province (SD10503) |
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| 摘 要： | In this paper, we make a comparative analysis and correlation test for the seismic activities in the South Japan and the Ludong-Huanghai block (a secondary tectonic unit in the North China) and approach the relationship between the energy release processes of these two areas by using co-integration analysis and Granger causality test for the time series of random variables. The results show that the seismic activities in these two areas are correlative and synchronous to a certain extent, and their release series of cumulative strain energy are contemporaneously cor-relative. Both energy series are first-order difference stationary processes and there is secular and steady co-integration between them. We make a positive analysis on the first-order difference energy series through Granger causality test based on vector error correction (VEC) model and find there is unilateral Granger causality and prominent co-integration between the two energy release processes.
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| 关 键 词： | 日本南部 鲁东黄海板块 相关性测试 地震 |
| 文章编号： | 1000-9116（2007）04-0381-11 |
| 收稿时间： | 17 July 2006 |
| 修稿时间： | 2006-07-17 |
Correlation analysis and causality test between Ludong-Huanghai block and South Japan |
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| Zheng Jian-chang,and Jiang Hai-kun.Correlation analysis and causality test between Ludong-Huanghai block and South Japan[J].Acta Seismologica Sinica(English Edition),2007,20(4):381-391. |
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| Authors: | Zheng Jian-chang and Jiang Hai-kun |
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| Abstract: | In this paper, we make a comparative analysis and correlation test for the seismic activities in the South Japan and the Ludong-Huanghai block (a secondary tectonic unit in the North China) and approach the relationship between the energy release processes of these two areas by using co-integration analysis and Granger causality test for the time series of random variables. The results show that the seismic activities in these two areas are correlative and synchronous to a certain extent, and their release series of cumulative strain energy are contemporaneously cor-relative. Both energy series are first-order difference stationary processes and there is secular and steady co-integration between them. We make a positive analysis on the first-order difference energy series through Granger causality test based on vector error correction (VEC) model and find there is unilateral Granger causality and prominent co-integration between the two energy release processes. |
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| Keywords: | South Japan Ludong-Huanghai block correlation co-integration analysis Granger causality test |
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