gdp上行与电力下滑之偏差模型研究.docVIP

全国大学生统计建模大赛 题目：GDP上行与电力下滑之偏差模型研究 作者： 马 婷 张 珺 邸一浏 单位： 山西财经大学统计学院 日期： 二00九年九月 GDP上行与电力下滑之偏差模型研究 目 录 TOC \o 1-2 \f \h \z Abstract 1 内容摘要 1 1.研究背景——电力与GDP的上下偏离 1 1.1数据与事实——难解之谜 1 1.2借鉴前人研究——它山之石 2 1.3观点之争——谁解其中味 3 2.建模思想与实现途径——打开迷宫大门 4 2.1模型设计路径说明 5 2.2模型优劣比较 6 3.回归与时间序列组合模型——寻找问题实质 8 3.1指标选择与数据处理 8 3.2变量单位根检验 8 3.3模型建立与估计 9 3.4经济学意义检验 9 3.5技术检验 10 3.6模型回归结果的分析 11 4.状态空间模型的验证——殊途也能同归 12 4.1另辟途径 12 4.2模型设定与估计 13 4.3模型分析 14 5.结论与建议——走出数字迷宫 16 5.1结论 16 5.2建议 17 主要参考文献 18 附表 20 Abstract：Since the September of 2008, the financial crisis has swept the whole of the world that made many countries’ economy suffer different degrees of attack. The same as other countries, China’s economy also has a trend of slide in some extent. However, fortunately, our economy also kept faster developing speed than others. After the third quarter of 2008, China’s economy appears a special phenomenon that seems a little paradoxical: the GDP was increasing while the production of electricity was in negative growth. This phenomenon which runs in the opposite direction of the historical experience that gives rise to the doubt voices from many aspects. To explain the problem, the government, medias and many academic scholars have made a lot of efforts, but the views are different. And the biggest defect is that the explanations have not explained by the angle of Statistic and Econometrics Models. Based on the hot issues, this paper use the knowledge of the economic and statistical comprehensively, and also use co-integration, regression and time series combined model, state space model to investigate and research the reason of departure. We also try to measure the influence of every factor, and offer corresponding suggestions. Key Words: electric production; generated electrical power; the growth speed of GDP; the bias model GDP上行与电力下滑之偏差模型研究 内容摘要：2008年9月开始席卷全球的金融危机，使