有关失业率的时间序列和回归简析.doc

The Unemployment Rate Summary Unemployment rate reflects the employment situation of a country or a district. It is possible that some countries have similar time series in unemployment rate. We want to divide these countries into serval classes, and then we can predict the employment rate of special class and study the factors influencing unemployment rate. We compute mean and variance of unemployment rate in different regions, and sort them independently. From the above results, we know that Spain, Poland and Bulgaria have bigger values in above two statistics than the others, which reveals these governments performed badly in employment. We use the System Cluster method to divide 35 countries into four levels according to pseudo F statistic. The same class data illustrate that these countries are common in unemployment rate, especially, Spain is a class alone. Taking unemployment data of China as example, we solve this problem with time series after making original data stationary. We select the appropriate model through AIC and SBC statistics, and then we get the trend equation. When testing the quality of fitting, we obtain the MPEA statistic which is 3.51%, thus we think the equation performs well. So we predict UR in 2011 and 2012, comparing with the measuring values, it is surprised that predicting values is same as measuring values. At end, we repeat the above process with the data of Japan and Australia. For struggling with multicollinearity and nonlinearity always existing in economic data, we use RFR (random forests regression) method. By comparing R-Square, MSE and MPEA, we obtain that the RFR is more accuracy than OLSR. In order to illustrate the importance of independent variables, we define a statistic as a criterion. We use Cluster Analysis, Time Series Analysis and the Random Forests Regression to analyze the unemployment rate among different regions. Keywords: System Cluster; Time Series; RFR; OLSR; 1. Introduction Two years afte