基于VARMA-EWMA控制图的物流上市公司财务风险预警研究  

Financial Risk Early Warning of Listed Logistics Companies Based on VARMA-EWMA Control Charts

作　　者：龙丹[1] 

机构地区：[1]华东交通大学理工学院,江西南昌330100

出　　处：《物流工程与管理》2017年第12期46-48,共3页Logistics Engineering and Management

摘　　要：文中针对物流上市公司的现状,引入了SPC中的控制图工具来分析财务状况。首先构建了物流上市公司财务风险预警指标体系,运用统计的方法对选取的36个指标做出一系列的筛选,在此基础上合成一个财务指标的单期值,用以反映现公司的财务情况,运用统计质量过程控制中经典理论构建VARMA-EWMA预测模型,实证表明此模型预测效果良好。Based on the theory of statistical process control SPC,we using VARMA-EWMA control chart method toforecast the logistics financial risk of listed companies,to determine whether there is a crisisand where the crisis come from and the severity of the crisis. Because of the analysis of the financial indicators,the logistics industry listed companies can establish the early warning model of control chart. The results of predicts has highaccuracy and intuitive,that it could provides experience on the application of control chart on all kinds of industry.

关 键 词：物流业 财务风险 风险预警 VARMA-EWMA控制图 

分 类 号：F830.91[经济管理—金融学]