專業(yè)市場價格指數(shù)誤差控制研究
發(fā)布時間：2018-12-21 09:52
【摘要】：專業(yè)市場在我國市場經(jīng)濟(jì)的地位不斷提高,編制專業(yè)市場價格指數(shù)在提升專業(yè)市場管理效率,特別是爭奪行業(yè)價格話語權(quán)上發(fā)揮著重要作用。然而,我國專業(yè)市場價格指數(shù)編制工作的專業(yè)性不強(qiáng),所編制的指數(shù)誤差較大、準(zhǔn)確性不高,嚴(yán)重限制了指數(shù)功能的發(fā)揮。如何控制專業(yè)市場價格指數(shù)的誤差,保證指數(shù)的準(zhǔn)確性,也就成為了目前專業(yè)市場價格指數(shù)編制工作迫切需要解決的問題。本文將對此問題展開研究。本文包括以下四個方面的內(nèi)容:第一,對專業(yè)市場的概念、專業(yè)市場價格指數(shù)的特點以及專業(yè)市場價格指數(shù)的誤差來源進(jìn)行探討,為后續(xù)研究奠定基礎(chǔ);第二,針對論述的專業(yè)市場價格指數(shù)特點和誤差來源,提出了適用于專業(yè)市場價格指數(shù)的誤差控制方法體系,分別是用抽樣模擬方法控制企業(yè)抽樣的誤差、回歸分析法控制基期調(diào)整的誤差、隨機(jī)指數(shù)方法控制公式選擇的誤差;第三,以編制Z銅專業(yè)市場價格指數(shù)為例,運用上述方法對其進(jìn)行了誤差控制;第四,對Z銅專業(yè)市場價格指數(shù)誤差控制的效果進(jìn)行了評估,以檢驗研究所提出的誤差控制方法的有效性。本文的主要結(jié)論:第一,采用抽樣模擬技術(shù),可以解決專業(yè)市場由于企業(yè)分類標(biāo)志復(fù)雜性所帶來的抽樣企業(yè)結(jié)構(gòu)偏差而造成的指數(shù)誤差問題;第二,以回歸分析的置信區(qū)間作為判斷基期是否應(yīng)該置換的參考依據(jù),可以解決因為專業(yè)市場價格波動大,基期轉(zhuǎn)換周期無法固定而造成的指數(shù)誤差問題;第三,用隨機(jī)指數(shù)方法,可以解決專業(yè)市場由于產(chǎn)品復(fù)雜性所帶來的編制公式選擇失效而造成的指數(shù)誤差問題。綜上所述,研究所提出的專業(yè)市場價格指數(shù)誤差控制方法在減少指數(shù)誤差,提高指數(shù)準(zhǔn)確性上是切實有效的。本文的創(chuàng)新體現(xiàn)在:第一,嘗試從企業(yè)抽樣方法入手,利用計算機(jī)技術(shù)與統(tǒng)計技術(shù)相結(jié)合,設(shè)計完成了抽樣模擬方法,為大數(shù)據(jù)時代,如何利用計算機(jī)模擬技術(shù)完成最佳樣本抽取,提供了參考;第二,對傳統(tǒng)固定時間調(diào)整基期在專業(yè)市場的可行性提出質(zhì)疑,并提出假設(shè):基期變動率和指數(shù)變動率之間存在線性回歸關(guān)系,可以依據(jù)回歸模型的置信區(qū)間判斷是否調(diào)整基期,并給出了專業(yè)市場價格指數(shù)的基期調(diào)整方法;第三,初次將隨機(jī)指數(shù)方法拓展到專業(yè)市場領(lǐng)域,并運用隨機(jī)指數(shù)方法對Z銅專業(yè)市場價格指數(shù)的編制公式進(jìn)行了選擇,為隨機(jī)指數(shù)方法解決其它價格指數(shù)的編制問題提供了借鑒;第四,在國內(nèi)首次用R軟件開發(fā)了抽樣模擬方法以及隨機(jī)指數(shù)方法的計算程序包,可以為其他指數(shù)編制者提供便利,也可促進(jìn)R軟件在國內(nèi)的推廣應(yīng)用。
[Abstract]:The position of professional market in our market economy is improving constantly. The compilation of professional market price index plays an important role in improving the efficiency of professional market management, especially in fighting for the right of trade price discourse. However, the professional market price index in our country is not professional, the error of the index is large, and the accuracy is not high, which seriously limits the function of the index. How to control the errors of the professional market price index and ensure the accuracy of the index has become an urgent problem that needs to be solved in the compilation of the specialized market price index. This paper will study this problem. This paper includes the following four aspects: first, the concept of the professional market, the characteristics of the professional market price index and the error source of the professional market price index are discussed to lay the foundation for further research; Secondly, according to the characteristic and error source of the professional market price index, the paper puts forward the error control method system which is suitable for the professional market price index, which is the sampling simulation method to control the sampling error of the enterprise. The error of base period adjustment is controlled by regression analysis and the error of formula selection is controlled by stochastic exponential method. Thirdly, taking the compilation of Z copper market price index as an example, the error control is carried out by using the above method. Fourthly, the effect of error control of price index in Z copper market is evaluated to test the effectiveness of the error control method proposed by the research. The main conclusions of this paper are as follows: first, adopting sampling simulation technology can solve the problem of exponential error caused by the structural deviation of sampling enterprises caused by the complexity of enterprise classification marks in professional market; Secondly, taking the confidence interval of regression analysis as the reference to judge whether the base period should be replaced or not, we can solve the problem of exponential error caused by the large fluctuation of the price of the professional market and the uncertainty of the transition period of the base period. Thirdly, the problem of exponential error caused by the failure of formula selection caused by product complexity in professional market can be solved by using stochastic exponential method. To sum up, the expert price index error control method proposed by the research is effective in reducing the index error and improving the index accuracy. The innovation of this paper is reflected in the following aspects: first, we try to design and complete the sampling simulation method by combining computer technology with statistical technology, starting with the enterprise sampling method, which is the time of big data. How to use computer simulation technology to complete the best sample extraction is provided. Secondly, the feasibility of the traditional fixed time adjustment base period in the professional market is questioned, and the hypothesis is put forward that there is a linear regression relationship between the base period change rate and the index change rate. According to the confidence interval of regression model, we can judge whether to adjust the base period, and give the adjustment method of the professional market price index. Thirdly, the stochastic index method is extended to the specialized market for the first time, and the formula for compiling the price index of Z copper specialized market is selected by using the stochastic index method. It provides a reference for the stochastic index method to solve the problem of compiling other price indices. Fourthly, the sampling simulation method and the calculation package of random exponent method are developed for the first time in China by using R software, which can provide convenience for other exponent compilers and promote the popularization and application of R software in China.
【學(xué)位授予單位】：華南理工大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2015
【分類號】：F726
本文編號：2388748
[Abstract]:The position of professional market in our market economy is improving constantly. The compilation of professional market price index plays an important role in improving the efficiency of professional market management, especially in fighting for the right of trade price discourse. However, the professional market price index in our country is not professional, the error of the index is large, and the accuracy is not high, which seriously limits the function of the index. How to control the errors of the professional market price index and ensure the accuracy of the index has become an urgent problem that needs to be solved in the compilation of the specialized market price index. This paper will study this problem. This paper includes the following four aspects: first, the concept of the professional market, the characteristics of the professional market price index and the error source of the professional market price index are discussed to lay the foundation for further research; Secondly, according to the characteristic and error source of the professional market price index, the paper puts forward the error control method system which is suitable for the professional market price index, which is the sampling simulation method to control the sampling error of the enterprise. The error of base period adjustment is controlled by regression analysis and the error of formula selection is controlled by stochastic exponential method. Thirdly, taking the compilation of Z copper market price index as an example, the error control is carried out by using the above method. Fourthly, the effect of error control of price index in Z copper market is evaluated to test the effectiveness of the error control method proposed by the research. The main conclusions of this paper are as follows: first, adopting sampling simulation technology can solve the problem of exponential error caused by the structural deviation of sampling enterprises caused by the complexity of enterprise classification marks in professional market; Secondly, taking the confidence interval of regression analysis as the reference to judge whether the base period should be replaced or not, we can solve the problem of exponential error caused by the large fluctuation of the price of the professional market and the uncertainty of the transition period of the base period. Thirdly, the problem of exponential error caused by the failure of formula selection caused by product complexity in professional market can be solved by using stochastic exponential method. To sum up, the expert price index error control method proposed by the research is effective in reducing the index error and improving the index accuracy. The innovation of this paper is reflected in the following aspects: first, we try to design and complete the sampling simulation method by combining computer technology with statistical technology, starting with the enterprise sampling method, which is the time of big data. How to use computer simulation technology to complete the best sample extraction is provided. Secondly, the feasibility of the traditional fixed time adjustment base period in the professional market is questioned, and the hypothesis is put forward that there is a linear regression relationship between the base period change rate and the index change rate. According to the confidence interval of regression model, we can judge whether to adjust the base period, and give the adjustment method of the professional market price index. Thirdly, the stochastic index method is extended to the specialized market for the first time, and the formula for compiling the price index of Z copper specialized market is selected by using the stochastic index method. It provides a reference for the stochastic index method to solve the problem of compiling other price indices. Fourthly, the sampling simulation method and the calculation package of random exponent method are developed for the first time in China by using R software, which can provide convenience for other exponent compilers and promote the popularization and application of R software in China.
【學(xué)位授予單位】：華南理工大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2015
【分類號】：F726
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