發(fā)布時(shí)間：2018-08-01 16:53

【摘要】：自從上世紀(jì)80年代至今，外商直接投資(FDI)活動(dòng)日益增加，使其逐漸變成國(guó)際資本流動(dòng)的重要形式。在FDI的帶動(dòng)下，欠發(fā)達(dá)國(guó)家經(jīng)濟(jì)技術(shù)得到了迅猛的提高。在經(jīng)濟(jì)全球化以及我國(guó)改革開放策略的影響下，我國(guó)成為利用FDI的大國(guó)。因此，研究外商直接投資，以此為根據(jù)做出合理、有效的決策在新時(shí)期具有非常重要的意義。時(shí)間序列分析是在數(shù)理統(tǒng)計(jì)的基礎(chǔ)上逐漸發(fā)展并成熟的學(xué)科，在經(jīng)濟(jì)領(lǐng)域應(yīng)用非常廣泛。時(shí)間序列分析可以對(duì)我國(guó)外商直接投資情況進(jìn)行建模，并對(duì)其進(jìn)行預(yù)測(cè)，為政府和投資者提供決策依據(jù)。本文應(yīng)用時(shí)間序列分析理論對(duì)我國(guó)外商直接投資情況進(jìn)行了數(shù)學(xué)建模，并進(jìn)行預(yù)測(cè)。主要內(nèi)容包括： 1.深入的研究我國(guó)FDI數(shù)據(jù)的變化規(guī)律，并針對(duì)其建模。通過對(duì)實(shí)際資料的分析，可以發(fā)現(xiàn)我國(guó)FDI數(shù)據(jù)隨時(shí)間發(fā)展的規(guī)律，其中針對(duì)FDI數(shù)據(jù)易受噪聲干擾的問題，利用小波分析剔除噪聲對(duì)預(yù)測(cè)的影響。應(yīng)用MATLAB和Eviews6.0軟件對(duì)我國(guó)外商直接投資數(shù)據(jù)進(jìn)行仿真實(shí)驗(yàn)，驗(yàn)證了該方法在計(jì)算精確度上優(yōu)于基本時(shí)間序列分析方法。 2.綜合了線性和非線性時(shí)間序列模型的優(yōu)勢(shì)，對(duì)我國(guó)外商直接投資情況進(jìn)行了實(shí)例分析和建模。由于線性模型往往只描述了自相關(guān)性，忽視了異方差性，，而非線性模型可以較好的解決這一問題，因此在線性模型的基礎(chǔ)上加入非線性模型可以將FDI數(shù)據(jù)的變化規(guī)律更加科學(xué)和全方位的展示出來。 3.在時(shí)間序列分析的基礎(chǔ)上融入干預(yù)分析，使模型更符合實(shí)際。在實(shí)際生活中，經(jīng)濟(jì)數(shù)據(jù)常常可能受到突發(fā)事件的影響，會(huì)對(duì)時(shí)間序列分析造成消極影響，建立干預(yù)模型可以消除干預(yù)影響。針對(duì)經(jīng)濟(jì)危機(jī)對(duì)我國(guó)外商直接投資數(shù)據(jù)的干預(yù)影響，應(yīng)用Eviews6.0軟件建立了干預(yù)模型，對(duì)剔除干預(yù)后的數(shù)據(jù)建立了時(shí)間序列模型。通過對(duì)預(yù)測(cè)結(jié)果的比較，發(fā)現(xiàn)干預(yù)分析降低了我國(guó)外商直接投資形勢(shì)的預(yù)測(cè)誤差，提高了預(yù)測(cè)精度。
[Abstract]:Since the 1980s, the (FDI) activities of foreign direct investment have been increasing day by day, which has gradually become an important form of international capital flow. Driven by FDI, the economy and technology of less developed countries have been rapidly improved. Under the influence of economic globalization and China's reform and opening up strategy, China has become a big country utilizing FDI. Therefore, it is of great significance to study foreign direct investment and make rational and effective decisions in the new period. Time series analysis is a mature discipline based on mathematical statistics, which is widely used in the economic field. Time series analysis can model and predict the situation of foreign direct investment in China, and provide decision basis for the government and investors. In this paper, the time series analysis theory is used to model and predict the situation of foreign direct investment (FDI) in China. The main contents include: 1. The change law of FDI data in our country is deeply studied, and the model is built for it. Through the analysis of the actual data, we can find the law of the development of FDI data over time in our country. Aiming at the problem that FDI data is vulnerable to noise interference, wavelet analysis is used to eliminate the influence of noise on prediction. The MATLAB and Eviews6.0 software are used to simulate the foreign direct investment data in China. The results show that this method is more accurate than the basic time series analysis method. 2. Based on the advantages of linear and nonlinear time series models, the foreign direct investment (FDI) in China is analyzed and modeled. Because the linear model only describes the autocorrelation and ignores the heteroscedasticity, the nonlinear model can solve this problem better. Therefore, the nonlinear model can be added to the linear model to show the variation of FDI data more scientifically and comprehensively. 3. On the basis of time series analysis, intervention analysis is incorporated to make the model more realistic. In real life, economic data may be affected by unexpected events, which will have a negative impact on time series analysis, and intervention model can be used to eliminate the impact of intervention. In view of the impact of economic crisis on FDI data in China, the intervention model is established by using Eviews6.0 software, and the time series model is established for the data after excluding the intervention. Through the comparison of the forecast results, it is found that the intervention analysis reduces the forecast error of the situation of foreign direct investment in China and improves the forecast precision.
【學(xué)位授予單位】：沈陽工業(yè)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.6;O211.61;F224

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本文編號(hào)：2158222