【摘要】：專業(yè)市場(chǎng)在我國(guó)市場(chǎng)經(jīng)濟(jì)的地位不斷提高,編制專業(yè)市場(chǎng)價(jià)格指數(shù)在提升專業(yè)市場(chǎng)管理效率,特別是爭(zhēng)奪行業(yè)價(jià)格話語權(quán)上發(fā)揮著重要作用。然而,我國(guó)專業(yè)市場(chǎng)價(jià)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(chǎng)價(jià)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(chǎng)價(jià)格指數(shù)編制工作迫切需要解決的問題。本文將對(duì)此問題展開研究。本文包括以下四個(gè)方面的內(nèi)容:第一,對(duì)專業(yè)市場(chǎng)的概念、專業(yè)市場(chǎng)價(jià)格指數(shù)的特點(diǎn)以及專業(yè)市場(chǎng)價(jià)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(duì)論述的專業(yè)市場(chǎng)價(jià)格指數(shù)特點(diǎn)和誤差來源,提出了適用于專業(yè)市場(chǎng)價(jià)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(chǎng)價(jià)格指數(shù)為例,運(yùn)用上述方法對(duì)其進(jìn)行了誤差控制;第四,對(duì)Z銅專業(yè)市場(chǎng)價(jià)格指數(shù)誤差控制的效果進(jìn)行了評(píng)估,以檢驗(yàn)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(chǎng)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?yàn)閷I(yè)市場(chǎng)價(jià)格波動(dòng)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(chǎng)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(chǎng)價(jià)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(shí)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(jì)算機(jī)技術(shù)與統(tǒng)計(jì)技術(shù)相結(jié)合,設(shè)計(jì)完成了抽樣模擬方法,為大數(shù)據(jù)時(shí)代,如何利用計(jì)算機(jī)模擬技術(shù)完成最佳樣本抽取,提供了參考;第二,對(duì)傳統(tǒng)固定時(shí)間調(diào)整基期在專業(yè)市場(chǎng)的可行性提出質(zhì)疑,并提出假設(shè):基期變動(dòng)率和指數(shù)變動(dòng)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(chǎng)價(jià)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(chǎng)領(lǐng)域,并運(yùn)用隨機(jī)指數(shù)方法對(duì)Z銅專業(yè)市場(chǎng)價(jià)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(jià)格指數(shù)的編制問題提供了借鑒;第四,在國(guó)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(jì)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(guó)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(jí)別】：碩士
【學(xué)位授予年份】：2015
【分類號(hào)】：F726

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 王文科;李文興;;浙江專業(yè)市場(chǎng)指數(shù)的特征與優(yōu)化[J];北京交通大學(xué)學(xué)報(bào)(社會(huì)科學(xué)版);2010年01期

2 呂一品;;專業(yè)市場(chǎng)價(jià)格指數(shù)編制及其發(fā)布體系的研究——以無錫為例[J];價(jià)格理論與實(shí)踐;2013年09期

3 周好文;劉飛;;基于隨機(jī)指數(shù)方法的人民幣匯率指數(shù)計(jì)算[J];統(tǒng)計(jì)與決策;2009年10期

4 王曉紅;我國(guó)交通運(yùn)輸價(jià)格指數(shù)編制方法研究[J];統(tǒng)計(jì)研究;2003年02期

5 趙紅;GDP核算中的價(jià)格指數(shù)及存在問題研究[J];統(tǒng)計(jì)研究;2005年05期

6 沈利生;;同比價(jià)格指數(shù)與環(huán)比價(jià)格指數(shù)辨析[J];統(tǒng)計(jì)研究;2008年01期

7 高艷云;;中美CPI數(shù)據(jù)質(zhì)量的比較分析——基于國(guó)際貨幣基金組織的DQAF框架[J];統(tǒng)計(jì)研究;2008年11期

8 袁建文;李科研;;關(guān)于樣本量計(jì)算方法的比較研究[J];統(tǒng)計(jì)與決策;2013年01期

9 曾五一;王開科;;美國(guó)的消費(fèi)價(jià)格指數(shù)體系及其對(duì)我國(guó)的啟示[J];統(tǒng)計(jì)研究;2014年08期

10 樊福卓;;一種改進(jìn)的產(chǎn)業(yè)結(jié)構(gòu)相似度測(cè)度方法[J];數(shù)量經(jīng)濟(jì)技術(shù)經(jīng)濟(jì)研究;2013年07期

，

本文編號(hào)：2388748