基于最大信息系数法的汇率对汽车出口贸易的相关性分析  

The Correlation Analysis of Exchange Rate to Auto Export Trade Based on MIC Method

作　　者：孙瑞侠[1] 杨云[1] 于波[1] 刘金亮[1] 

机构地区：[1]德州学院

出　　处：《哈尔滨师范大学自然科学学报》2015年第2期53-55,共3页Natural Science Journal of Harbin Normal University

基　　金：地方高校国家级大学生创新创业训练计划项目(201310448019)

摘　　要：介绍了最大信息系数(MIC)、特征矩阵、互信息的定义,进而依据公式得到最大互信息(MIC),此处的MIC是一个标准化的得分;其次,利用这个得分判定人民币升值对汽车出口贸易的影响程度,与运用回归分析的方法相比,表明了最大信息系数法对于探索二者相关性的准确性.The definitions of the largest information coefficient, the characteristic matrix, and themutual information are introduced and then the MIC according to the formula is got. Under the circumstances, MIC is a standardized score. Second, this score to justify the degree of the influences on theexport trade is applied under RMB appreciation. The result indicates that the MIC method of exploring the correlation between two variables is more accurate than the method of using regression analysis method.

关 键 词：最大互信息 相关系数 汇率 汽车出口量 

分 类 号：C32[社会学]