基于统计分析的经济预警模型

发布时间：2018-04-26 22:07

本文选题：经济预警 + 季节调整　；参考：《重庆大学》2013年硕士论文

【摘要】：宏观经济是个极其复杂的系统，从经济发展史来看，经济系统运行的波动幅度较大会影响宏观经济持续、健康的发展，给社会带来巨大的损失和不稳定。我国经济建设虽自改革开放以来取得了前所未有的成就，但经济运行有着自己的固有波动周期，呈现一定的经济运行规律和特点,我们可以利用这种规律和特点，预测经济的发展方向和道路，在经济运行的高峰和低谷到来之前，给予警示，即经济预警系统。通过宏观经济调控杠杆对经济的运行进行正确的调控，给出相应的措施和建议，使经济始终处于稳定、协调的发展，，减少不必要的损失，为建立和谐，幸福的小康社会奠定重要且必要的基础。本文以某市宏观经济为研究对象，筛选该地区对经济发展有影响的特征经济指标，应用逐步回归分析，快速聚类分析，判别分析等多元统计分析方法，把宏观经济运行状态分为五类不同特征的经济运行模式：经济过冷，经济偏冷，经济过热，经济偏热，经济运行状态良好。并建立判别函数，并对特征经济指标建立相应预测模型，预测未来2-3个月的特征经济指标的数值，用判别函数对未来的2-3月的经济的运行状态进行判别，从而可确定经济运行的趋势，是否需要对经济运行采取调控措施，达到经济预警的目的。
[Abstract]:Macroeconomics is an extremely complex system. From the history of economic development, the fluctuation of the operation of economic system will affect the sustained and healthy development of macro-economy, and bring huge losses and instability to the society. Although our country's economic construction has made unprecedented achievements since the reform and opening up, but the economic operation has its own inherent fluctuation cycle, showing certain laws and characteristics of economic operation, we can take advantage of this law and characteristics. In order to predict the development direction and road of economy, the warning system of economic early warning is given before the peak and low point of economic operation. Through the macro-economic control lever to carry on the correct adjustment and control to the economic operation, gives the corresponding measure and the suggestion, causes the economy to always be in the stable, the coordinated development, reduces the unnecessary loss, in order to establish the harmony, A happy well-off society lays an important and necessary foundation. In this paper, taking a certain city's macro-economy as the research object, we select the characteristic economic indexes that have an impact on the economic development in this area, and apply stepwise regression analysis, fast clustering analysis, discriminant analysis and other multivariate statistical analysis methods. The state of macroeconomic operation is divided into five kinds of economic operation modes with different characteristics: economic undercooling, economic coldness, economic overheating, economic overheating, and economic running in good condition. The discriminant function is established, and the corresponding prediction model is established to predict the value of the characteristic economic index in the next 2-3 months, and the operating state of the economy in the next 2-3 months is judged by the discriminant function. Therefore, it is possible to determine the trend of economic operation and whether it is necessary to take control measures to achieve the purpose of economic early warning.
【学位授予单位】：重庆大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F224;F124

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