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基于协整理论和干预分析的中国电力需求预测
引用本文:王庆露,葛虹. 基于协整理论和干预分析的中国电力需求预测[J]. 数理统计与管理, 2007, 26(5): 753-758
作者姓名:王庆露  葛虹
作者单位:哈尔滨工业大学理学院,哈尔滨,150001;哈尔滨工业大学理学院,哈尔滨,150001
摘    要:
本文采用协整与误差纠正模型技术研究了我国电力需求与经济增长之间的关系,检验了电力需求与国内生产总值、人口、价格和结构变量之间的长期均衡关系,并结合干预分析的方法修正了由经济环境的改变和突发事件引起的预测偏差。结果表明通过矫正的预测结果大大减小了误差,其预测的我国未来电力需求量与国家发改委宏观经济研究院信息中心课题组公布的结果较为接近。

关 键 词:电力需求  协整  干预分析
文章编号:1002-1566(2007)05-0753-06
修稿时间:2006-06-02

The Forecasting of Power Demand in China Using Cointegration Theory and Intervention Analysis
WANG Qing-lu,GE Hong. The Forecasting of Power Demand in China Using Cointegration Theory and Intervention Analysis[J]. Application of Statistics and Management, 2007, 26(5): 753-758
Authors:WANG Qing-lu  GE Hong
Affiliation:School of Science, Harbin Institute of Technology, Harbin, 150001 China
Abstract:
This paper concerns the relationship between power demand and economic growth in China,based on cointegratlon and error-correction model.The long-run equilibrium relationship between power demand and the main economic variables,such as GDP,population,price and structure variable,is tested and the deviation caused by economic environment change and sudden occurrence is corrected by intervention analysis.The power demand estimated with this procedure is very close to that obtained by National Development and Reform Commission.
Keywords:Power demand  Cointegration  Intervention analysis
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