机械工业宏观计量经济模型研究  

Study on macro-econometric model for machinery industry

作　　者：王永联[1] 

机构地区：[1]上海理工大学商学院,上海200093

出　　处：《上海理工大学学报》2003年第4期369-372,共4页Journal of University of Shanghai For Science and Technology

基　　金：原机械工业部软科学研究项目(962E1010)

摘　　要：基于时间序列分析的基本理论,采用线性回归和传递函数分析方法,研究了机械工业主要经济指标与宏观主要经济指标之间的相互影响关系. 在此基础上,分析比较了机械工业主要经济指标的多元线性回归模型和多输入单输出传递函数模型. 结果显示,传递函数模型比线性回归模型精度更高,更具有普遍性.Base on the basic theory of time series analysis, the relationship between major economic indicators of mechanical industry and major macroeconomic indicators is investigated, by adopting the methods of regression analysis and transfer function analysis. On the basis of the above analyses, the multivariate linear regression models and the multipleinput, simpleout transfer function models for major economic indicators of mechanical industry are analysed and compared. The results show that compared with linear regression models, transfer function models enjoy more precisely and more universally.

关 键 词：时间序列 随机变量 回归分析 传递函数 计量经济模型 

分 类 号：F224.0[经济管理—国民经济]