基于时间序列及变点分析模型的山东省地区经济环境状况评估与预测

发布时间：2018-01-17 21:10

本文关键词：基于时间序列及变点分析模型的山东省地区经济环境状况评估与预测　出处：《山东大学》2014年硕士论文　论文类型：学位论文

【摘要】：进入二十一世纪以来,城市的竞争力日益受人关注。而城市竞争力水平则通过城市的经济环境指标反映出来。通过分析指标在时间上的变化趋势,研究者便可以得到目前该城市发展状况,并且从中推测在未来的几年里,该城市发展的一些可能的情况。本文基于时间序列模型与变点分析模型,以山东省济南市为例,分析济南市地区生产总值等重要的经济与环境指标在近三十年来(1984-2012)的发展状况,并进行了相应的评估与预测。首先,本文利用时间序列模型对济南市地区生产总值、第三产业生产总值以及人均收入等经济指标的变化趋势进行了研究。随后本文通过协整模型与格兰杰因果检验探讨这些经济指标之间的长期均衡关系。最后通过ARMA模型对未来济南市地区生产总值等指标的发展进行了预测。其次,本文利用变点分析模型对于相关的经济与环境指标的突变点进行了检测,探讨济南气候环境是否处于稳定状态,以期对未来济南市相关节水保泉措施提出决策依据。本文通过计算似然比统计量,从而计算变点位置出统计量的值,通过与分位数表进行比较,进而寻找变点。通过这种方法检测变点存在的位置。并依据结果做出相应结论。通过上述的模型分析,本文得到了以下结论：首先,济南市第三产业对于济南市人均收入的提高具有明显的推动作用。同时,济南市的第三产业总产值的增加对于济南市国内生产总值的增加具有长期稳定的均衡关系。其次,济南市的平均降水量较为稳定,在一个合理的范围之内波动,济南市气温在1984年与1985年之间存在突变点,济南市的年平均气温有所降低。济南目前气候平稳,城市用水压力处于平稳状态,目前所实施的节水保泉措施较为有效。第三,山东省经济增长率目前并不存在变点,目前山东省经济正处于平稳增长的阶段,并没有出现所谓的经济的“硬着陆”现象。第四,本文发现居民消费价格指数方面,在1996年与1997年之间,山东省的整体物价水平由较高的通货膨胀率转为了低通货膨胀率并保持至今。低的通货膨胀率对于保持居民的生活水平具有良好作用。最后,对未来两年的济南市人均收入、地区生产总值以及第三产业生产总值的发展趋势进行了预测。最后,本文依据模型的输出的结果从四个方面对于济南市综合经济与环境状况做出了评价,并且针对于模型所揭示的问题提出了一些参考建议和应对措施。
[Abstract]:Since 21th century, the competitiveness of cities has attracted more and more attention. The level of urban competitiveness is reflected by the economic and environmental indicators of the city. Researchers can get the current situation of the development of the city and extrapolate some possible conditions of the city development in the next few years. This paper based on the time series model and the change point analysis model. Taking Jinan City, Shandong Province as an example, this paper analyzes the development situation of the important economic and environmental indicators such as gross domestic product (GDP) in Jinan City in the past 30 years, and makes a corresponding assessment and prediction. First of all, this paper uses the time series model to analyze the GDP of Jinan. The change trend of economic indicators such as GDP and per capita income of the tertiary industry is studied, and then the long-term equilibrium relationship between these economic indicators is discussed by cointegration model and Granger causality test. The ARMA model predicts the future development of Jinan's GDP and other indicators. Secondly, this paper uses the change point analysis model to detect the abrupt point of the related economic and environmental indicators, and discusses whether the climate environment of Jinan is in a stable state. In order to put forward the decision basis for the relevant measures of saving water and protecting spring in Jinan in the future, this paper calculates the statistical value of the position of change point by calculating the statistics of likelihood ratio, and compares it with the quantile table. Then the change point is found. The location of the change point is detected by this method, and the corresponding conclusion is made according to the result. Through the above model analysis, this paper gets the following conclusions: first, the tertiary industry in Jinan has a significant impact on the increase of per capita income. At the same time. The increase of the gross output value of the tertiary industry in Jinan has a long-term stable equilibrium relationship for the increase of GDP. Secondly, the average precipitation of Jinan is relatively stable and fluctuates within a reasonable range. There is a sudden change between 1984 and 1985 in Jinan, and the annual average temperature in Jinan is lower. Jinan has a stable climate and water pressure is in a stable state. The current implementation of water conservation measures are more effective. Third, there is no change in the economic growth rate of Shandong Province at present, the economy of Shandong Province is in the stage of steady growth. There is no so-called "hard landing" of the economy. 4th, this paper found that the consumer price index of residents between 1996 and 1997. The overall price level in Shandong Province has changed from a high inflation rate to a low inflation rate and has been maintained up to now. A low inflation rate has a good effect on maintaining the standard of living of the residents. Finally. The development trends of per capita income, regional GDP and tertiary industry GDP in Jinan in the next two years are forecasted. Finally, according to the output of the model, this paper evaluates the comprehensive economic and environmental situation of Jinan from four aspects, and puts forward some suggestions and countermeasures for the problems revealed by the model.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F127;F205;F224

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