基于协整理论的钼价格预测研究  

Research on Prediction of Molybdenum Price Based on Cointegration Theory

作　　者：卢蕾蓉 谭贤志 徐勇戈[1] 

机构地区：[1]西安建筑科技大学管理学院,陕西西安710055 [2]武汉安全环保研究院,湖北武汉430081

出　　处：《稀有金属与硬质合金》2016年第3期67-72,共6页Rare Metals and Cemented Carbides

基　　金：陕西省教育厅高校哲学社会科学重点研究基地项目(13J028)

摘　　要：基于协整理论研究了钼价格与国民生产总值、钢铁产量之间的长期均衡关系,并构建长期均衡协整模型和误差修正模型对钼价格进行预测。结果表明,钼价格与国民生产总值、钢铁产量之间存在协整关系;误差修正模型比长期均衡协整模型具有更高的预测精度。通过模型预测2016年的钼价格可知,未来一年内钼价格将持续走低,2016年钼价格将降至615元/吨度。Based on cointegration theory,the long-term equilibrium relationship was investigated between molybdenum price and gross national product or steel production.And a long-term equilibrium cointegration model and an error correction model were established to predict molybdenum price.The results show that the three variables have cointegration relationship.Error correction model has higher prediction precision than long-term equilibrium cointegration model.The predicted results with the above models for molybdenum price in 2016 indicate that molybdenum price will continue to decline to 615 yuan per mtu within the next year.

关 键 词：钼价格预测 协整理论 长期均衡协整模型 误差修正模型 国民生产总值 钢铁产量 

分 类 号：F407.1[经济管理—产业经济]