幻影 4.0

从 Hyndman 博客看到，格兰杰去世，在纽约时报找到这篇文章，发现格兰杰5月份去世，网上一搜，竟然没有关于格兰杰去世的消息！

本人硕士研究方向为时间序列分析，格兰杰是本方向的老前辈之一。翻译此文，以表达对格兰杰博士的悼念：向老前辈致敬，缅怀老前辈在本方向的开创性贡献！

虽然感觉记者不是很专业，但，遵照原文翻译。

翻译

格兰杰(Clive William John Granger)，经济学家和诺贝尔奖得主，他的工作改变了股东篱把酒黄昏后市和其他具有波动特征数据序列的分析和预测方式，于2009年3月27日在加利福尼亚州拉和雅镇去世，享年74岁。

星期五，他工作了30年的加利福尼亚大学圣地亚哥分校发布了他去世的消息，但是没有说明去世的原因。

纵观格兰杰的职业生涯，在利用统计方法研究经济现象(计量经济学)的科学家中，他是最有名的一个。时间序列数据是指按照时间收集的数据集，比如日股票价格，收益率，顾客消费行为等，早期对于时间序列数据的直觉，为他赢得了最大的荣誉。

在宏观经济学中，随时间增长且伴随有随机性的时间序列是非平稳的，不随时间增长且围绕给定值波动的时间序列是平稳的。

在格兰杰的研究之前，经济学家通常采用平稳时间序列的分析方法，并用来分析非平稳时间序列。格兰杰和UCSD的同事恩格尔(Robert F. Engle)密切合作，发现这种方法会产生不正确的结果。

格兰杰也发现了分析数据间相关性的方法，有相似趋势的数据不必有相同的因果。比如，顾客消费和家庭财富改变的月波动。

格兰杰博士的工作影响深远，它允许银行家较好的分析股票价格，使经济学家能较好的理解错综复杂的经济现象，他的方法也被应用在生物学和工程技术中。

由于他们的工作，格兰杰博士和恩格尔博士获得2003年诺贝尔经济学奖。

在2003年诺贝尔经济学奖的颁奖仪式上，诺贝尔奖经济学奖委员会成员，斯德哥尔摩大学的经济学家佩尔松(Torsten Persson)说：“他的创新完全改变了经济学家估计和建立宏观经济动态模型的方法，现在，同积(Co-integration，也翻译为协整)方法的应用无处不在：大学里有科学思想的研究员，具有丰富实践经验的研究者，中央银行或者私人部门”。

2004年，女王伊丽莎白二世授予生于威尔士的格兰杰博士骑士爵位(注：爵士)。

格兰杰于1934年生于英国威尔士南部的斯旺西。还是小孩时，格兰杰就对数学有着强烈的兴趣，而作为统计研究工作者带有一定的偶然性。1946年，在他上中学的时候，一天，他的老师要求他和同学们起立，并且大声说出他们希望从事的职业。

格兰杰在诺贝尔奖的传记中写道：“我喜欢以实用的方式应用数学，希望从事气象工作(meteorology)。但在那些日子里，我有些口吃，轮到我的时候，我想说‘气象学’却说不出这个单词，于是我就说了‘统计’，因此决定了我将来的人生”。

1955年，格兰杰在诺丁汉大学获得数学学士学位。1959年，格兰杰在诺丁汉大学获得统计学博士学位，发表了他的第一篇统计文章，题目为“太阳黑子活动性(sunspot activity)”。之后，他接受了普林斯顿大学的邀请离开诺丁汉大学，一个学年后，如佩尔松所写的“他的重心从物理转向统计方法在经济中的应用”(he was safely hooked onto the use of statistics in economics rather than physics—他离开物理，跳上了统计这条贼船)。

在普林斯顿大学的最后阶段(At the end of his stint at Princeton)，温柔幽默的格兰杰博士与洛夫兰(Patricia Loveland)结婚，用他所接受的一笔基金，开始了他称之为“一次延长的野营旅行和蜜月”的横穿美国的旅行。

他写道：“在经过壮观的12万英里后，我们仍彼此相爱，我留起了胡须”。

在后来的时间里，格兰杰博士在不同学校当访问学者，但花费了大多数时间在诺丁汉大学教书。在70年代初，他回到美国，定居在加利福尼亚州圣地亚哥。在那里，他开始同恩格尔合作，从70年代到80年代，一起建立了世界上最有名的计量经济学程序。

研究工作之余，格兰杰出版了12本书并获得无数奖项。2005年，诺丁汉大学给予他另一种稀有的荣誉，命名经济地理系所在建筑为克里夫·格兰杰大楼。

格兰杰离开了他的妻子和两个孩子：儿子马克(Mark)，女儿克莱儿(Claire)。

2003年，他从 UCSD 退休，但保留了名誉位置。之后，他在新西兰(New Zealand)坎特伯雷大学(University of Canterbury)工作，直到 10 月某个上午 3 点，从诺贝尔委员会来的电话结束了他的半退休状态。

在通知后不久，接受《纽约时报》的采访时，格兰杰说，他最初以为令人垂涎的电话通知是开玩笑，但当他听清楚是他认识的皇家学会会员的声音时，他意识到，这不是恶作剧。

“我想，我是有机会的，但我没有料到这么快”，他在当时说。

原文

Clive Granger, Economist, Dies at 74

By ANAHAD O’CONNOR

Published: May 30, 2009

Clive W. J. Granger, an economist and Nobel laureate whose work revolutionized the way stocks and other fluctuating series of data are analyzed and forecast, died on May 27. He was 74 and lived in La Jolla, Calif.

His death was announced on Friday by the University of California, San Diego, where he taught for three decades. No cause was given.

Throughout his career, Dr. Granger was known as one of the most prominent figures in the use of statistics to study the economy, a highly technical field known as econometrics. But it was an early revelation about time series data — sets of data that are collected over time, like daily stock prices, interest rates and consumer spending habits — that earned him his greatest honor.

In macroeconomics, some time series are referred to as nonstationary, in that they grow over time and have an element of randomness to them, while others are called stationary, meaning they do not grow over time and tend to fluctuate around a given value or average.

Before Dr. Granger’s studies, it was common practice for economists to take methods intended for stationary time series and use them to analyze nonstationary ones. But Dr. Granger — working closely with a colleague at the University of California at San Diego, Robert F. Engle — demonstrated that this approach could produce erroneous results.

He also devised ways to analyze relationships between data that follow similar trends over time but are not necessarily linked through cause and effect, like monthly fluctuations in consumer spending and changes in household wealth.

The implications of Dr. Granger’s work quickly spread far beyond academia, allowing bankers to better analyze stock prices and economists to better understand the intricacies of the economy. His methods are also applied in fields like biology and engineering.

For their work, Dr. Granger and Dr. Engle were awarded the Nobel Memorial Prize in Economic Science in 2003.

“His innovation has completely changed the way that economists estimate and build dynamic models of the macro economy,” Torsten Persson, an economist at the University of Stockholm who served on the Nobel Prize Committee for Economic Sciences, said at a ceremony honoring Dr. Granger in 2003. “Nowadays co-integration methods are literally used everywhere — by academically minded researchers in universities, as well as more practically minded investigators, be it in central banks or the private sector.”

In 2004, Dr. Granger, a native of Wales, was inducted into the Order of Knight Bachelor by Queen Elizabeth II.

Clive William John Granger was born in Swansea, Wales, in 1934. He developed a strong interest in mathematics as a child but ambled into a career in statistics haphazardly. As a grammar school student in 1946, his teacher instructed him and his classmates to stand up one day and announce the careers they wanted.

“I preferred to use mathematics in some practical fashion and thought that meteorology sounded promising,” he wrote in his Nobel biography. “In those days I stuttered somewhat and when my turn came to stand up, I tried to say ‘meteorology’ but found I could not get the word out, so I just said ‘statistics,’ thereby determining my future path.”

He would go on to the University of Nottingham, where he earned a bachelor’s degree in mathematics in 1955. He earned his Ph.D. in statistics there in 1959, publishing his first statistical paper on an unlikely subject: sunspot activity. After obtaining his degree, he was briefly lured away from Nottingham by Princeton University, where he spent an academic year and, as Dr. Persson put it, “he was safely hooked onto the use of statistics in economics rather than physics.”

At the end of his stint at Princeton, Dr. Granger, known for his gentle humor, married Patricia Loveland and went on what he called “an extended camping trip and honeymoon” across the United States, using money he had received through a fellowship.

“After twelve thousand spectacular miles,” he wrote, “we still liked each other and I had acquired a beard.”

In the years that followed, Dr. Granger took up visiting positions at various schools, but spent most of his time teaching at the University of Nottingham. He returned to the United States in the early 1970s, settling at U.C. San Diego. There, he began his work with Dr. Engle, working with him through the ’70s and ’80s and together building one of the world’s most prominent econometrics programs.

In addition to his research, Dr. Granger published a dozen books and won numerous awards. In 2005, the University of Nottingham bestowed upon him yet another in a series of rare honors, renaming the school’s economics and geography department the Sir Clive Granger Building.

Dr. Granger is survived by his wife as well as two children: a son, Mark, and a daughter, Claire.

He retired from his post at U.C. San Diego in June 2003 but kept an emeritus position. He worked for a time at the University of Canterbury in New Zealand, only to have his semi-retirement interrupted that October with a 3 a.m. phone call from the Nobel committee.

In an interview with The New York Times shortly after the announcement, Dr. Granger said he initially wondered whether the coveted call was a prank. It was only when he heard voices of Royal Academy members whom he knew that he realized it was no hoax.

“I kind of thought I had a chance,” he said at the time, “but I wasn’t expecting it.”

http://mirage.yo2.cn