基于协整回归模型的农业经济运行过程监控  

The Process Control on the Running Quality of Agricultural Economy Based on the Co-integration Regressive Model

作　　者：孙秋霞[1] 刘新民[2] 

机构地区：[1]山东科技大学数学与系统科学学院,山东青岛266590 [2]山东科技大学经济管理学院,山东青岛266590

出　　处：《湖北农业科学》2015年第24期6407-6410,共4页Hubei Agricultural Sciences

基　　金：国家自然科学基金项目(71371111;71471105);青岛市知识产权软科学研究计划项目(QDISSP-1305)

摘　　要：针对包含多个非平稳时序数据的经济系统,提出基于协整回归模型进行控制图的应用。以农业经济运行质量的过程监控为例,确定农业经济系统中农业总产出与各生产要素序列的协整关系后,进行协整回归模型的构建,通过控制图对协整回归模型的残差序列的过程监控,此过程受控时计算的农业科技进步贡献率更具说服力。According to the economic system with multiple non-stationary time series data, the application of the control chart was put forward based on the co-integration regression model. Taking the process control of the running quality of agri-cultural economy as an example, after determining the co-integration relationship between agricultural total output and each sequence of production factor in agricultural economic system, the co-integration regression model was constructed, then the control chart was applied to monitor the residual sequence process based on the co-integration regressive model. Results showed that when the process is in control, the progress contribution rate of agriculture technology obtained is more persua-sive.

关 键 词：非平稳性 协整回归模型 自相关控制图 农业经济运行质量 

分 类 号：F064.1[经济管理—政治经济学]