门限自回归模型在经济分析和预测中的应用  

The Application of the Threshold Auto-regression Modcl to Economic Analysis and Predication

作　　者：阎军[1] 顾岚[1] 

机构地区：[1]中国人民大学统计学系

出　　处：《统计研究》1996年第2期48-54,共7页Statistical Research

摘　　要：The paper presents the application of Threshold Auto-Rcgrcssivc(TAR)mod-el in dealing with the nonlincariYy in economy. With SETAR model,forecasting of 31 Chinas macrocconomic series is performed and the accuracy of different preprco-cessing methods arc compared.With TARSC model·Chinas Adjacent National In-come Index and Accumulation rate arc used Yo analyze economic fluctuation,cmpir-ical in Ycrpretation of the fluctuation and leading and lagging arc also presented.The results of the application arc satisfactory.The paper presents the application of Threshold Auto-Rcgrcssivc(TAR)mod-el in dealing with the nonlincariYy in economy. With SETAR model,forecasting of 31 Chinas macrocconomic series is performed and the accuracy of different preprco-cessing methods arc compared.With TARSC model·Chinas Adjacent National In-come Index and Accumulation rate arc used Yo analyze economic fluctuation,cmpir-ical in Ycrpretation of the fluctuation and leading and lagging arc also presented.The results of the application arc satisfactory.

关 键 词：门限自回归模型 统计分析 预测 

分 类 号：F224.7[经济管理—国民经济] O212.1[理学—概率论与数理统计]