本文關(guān)鍵詞：基于時間序列及變點(diǎn)分析模型的山東省地區(qū)經(jīng)濟(jì)環(huán)境狀況評估與預(yù)測　出處：《山東大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 時間序列 評估 突變點(diǎn) 變點(diǎn)分析 經(jīng)濟(jì)環(huán)境指標(biāo) 預(yù)測

【摘要】：進(jìn)入二十一世紀(jì)以來,城市的競爭力日益受人關(guān)注。而城市競爭力水平則通過城市的經(jīng)濟(jì)環(huán)境指標(biāo)反映出來。通過分析指標(biāo)在時間上的變化趨勢,研究者便可以得到目前該城市發(fā)展?fàn)顩r,并且從中推測在未來的幾年里,該城市發(fā)展的一些可能的情況。本文基于時間序列模型與變點(diǎn)分析模型,以山東省濟(jì)南市為例,分析濟(jì)南市地區(qū)生產(chǎn)總值等重要的經(jīng)濟(jì)與環(huán)境指標(biāo)在近三十年來(1984-2012)的發(fā)展?fàn)顩r,并進(jìn)行了相應(yīng)的評估與預(yù)測。 首先,本文利用時間序列模型對濟(jì)南市地區(qū)生產(chǎn)總值、第三產(chǎn)業(yè)生產(chǎn)總值以及人均收入等經(jīng)濟(jì)指標(biāo)的變化趨勢進(jìn)行了研究。隨后本文通過協(xié)整模型與格蘭杰因果檢驗(yàn)探討這些經(jīng)濟(jì)指標(biāo)之間的長期均衡關(guān)系。最后通過ARMA模型對未來濟(jì)南市地區(qū)生產(chǎn)總值等指標(biāo)的發(fā)展進(jìn)行了預(yù)測。 其次,本文利用變點(diǎn)分析模型對于相關(guān)的經(jīng)濟(jì)與環(huán)境指標(biāo)的突變點(diǎn)進(jìn)行了檢測,探討濟(jì)南氣候環(huán)境是否處于穩(wěn)定狀態(tài),以期對未來濟(jì)南市相關(guān)節(jié)水保泉措施提出決策依據(jù)。本文通過計(jì)算似然比統(tǒng)計(jì)量,從而計(jì)算變點(diǎn)位置出統(tǒng)計(jì)量的值,通過與分位數(shù)表進(jìn)行比較,進(jìn)而尋找變點(diǎn)。通過這種方法檢測變點(diǎn)存在的位置。并依據(jù)結(jié)果做出相應(yīng)結(jié)論。 通過上述的模型分析,本文得到了以下結(jié)論：首先,濟(jì)南市第三產(chǎn)業(yè)對于濟(jì)南市人均收入的提高具有明顯的推動作用。同時,濟(jì)南市的第三產(chǎn)業(yè)總產(chǎn)值的增加對于濟(jì)南市國內(nèi)生產(chǎn)總值的增加具有長期穩(wěn)定的均衡關(guān)系。其次,濟(jì)南市的平均降水量較為穩(wěn)定,在一個合理的范圍之內(nèi)波動,濟(jì)南市氣溫在1984年與1985年之間存在突變點(diǎn),濟(jì)南市的年平均氣溫有所降低。濟(jì)南目前氣候平穩(wěn),城市用水壓力處于平穩(wěn)狀態(tài),目前所實(shí)施的節(jié)水保泉措施較為有效。第三,山東省經(jīng)濟(jì)增長率目前并不存在變點(diǎn),目前山東省經(jīng)濟(jì)正處于平穩(wěn)增長的階段,并沒有出現(xiàn)所謂的經(jīng)濟(jì)的“硬著陸”現(xiàn)象。第四,本文發(fā)現(xiàn)居民消費(fèi)價格指數(shù)方面,在1996年與1997年之間,山東省的整體物價水平由較高的通貨膨脹率轉(zhuǎn)為了低通貨膨脹率并保持至今。低的通貨膨脹率對于保持居民的生活水平具有良好作用。最后,對未來兩年的濟(jì)南市人均收入、地區(qū)生產(chǎn)總值以及第三產(chǎn)業(yè)生產(chǎn)總值的發(fā)展趨勢進(jìn)行了預(yù)測。 最后,本文依據(jù)模型的輸出的結(jié)果從四個方面對于濟(jì)南市綜合經(jīng)濟(jì)與環(huán)境狀況做出了評價,并且針對于模型所揭示的問題提出了一些參考建議和應(yīng)對措施。
[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.
【學(xué)位授予單位】：山東大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F127;F205;F224

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