中国电力消费协整关系模型.pdfVIP

第28 卷 第13 期 中 国 电 机 工 程 学 报 Vol.28 No.13 May 5, 2008 114 2008 年5 月5 日 Proceedings of the CSEE ©2008 Chin.Soc.for Elec.Eng. 0258-8013 (2008) 13-0114-06 TM 74 F 123 A 470 40 文章编号： 中图分类号： ； 文献标识码： 学科分类号： ⋅ 中国电力消费协整关系模型 张兴平，牛玉琴，赵 旭 (华北电力大学工商管理学院，北京市 昌平区 102206) Cointegration Analysis of Electricity Consumption in China ZHANG Xing-ping, NIU Yu-qin, ZHAO Xu (School of Business Administration, North China Electric Power University, Changping District, Beijing 102206, China) ABSTRACT: By undertaking a cointegration analysis with model ，VECM)进行脉冲分析，固定资产投资、人均可支配 annual data over the period 1980 —2004 in China, the 收入和出口对电力消费具有持续的正影响，而电力价格对电 estimation results show that there is a cointegration relationship 力消费具有持续的负影响。分析结果对电力消费预测和电力 between electricity consumption and the explanatory variables ， 政策制定具有一定的参考。 which are fixed asset investment, disposal income per capita, 关键词：电力消费；Granger 因果关系检验；协整分析；向 export and electricity price. Granger causality tests show that 量误差修正模型；脉冲响应 there are unidirectional Granger causalities between electricity consumption and the explanatory variables. The error 0 引言 correction term of the vector error correction model (VECM) is 许多学者用不同的方法对电力需求预测进行 significant, and its coefficient has the expected negative sign, 了研究，如偏最小二乘回归[1] [2] 、分形理论 等。20 which implies that it indeed reflects an error