iCPI与CPI的关联性研究  

Research on the Correlation Between iCPI and CPI

作　　者：田涛[1] Tian Tao(School of Economices and Management,Hubei University of Science and Technology,Xianning Hubei 437100,China)

机构地区：[1]湖北科技学院经济与管理学院,湖北咸宁437100

出　　处：《统计与决策》2022年第5期32-36,共5页Statistics & Decision

基　　金：湖北省教育科学规划重点课题(2020GA059);湖北省教育厅人文社会科学研究项目(18Q166)。

摘　　要：文章利用国家统计局和清华大学社会科学学院经济研究所与清华大学计算机系联合研发的互联网在线数据的居民消费价格指数(iCPI),通过对iCPI与官方CPI环比总类数据及食品分类数据的分析,实证研究了iCPI与CPI的动态相关性、周期同步性及其领先滞后关系。结果表明,iCPI与CPI在样本期内都表现为2.5个周期,两类指数变动的周期性趋同。同时,iCPI的变动更加平滑,其波动幅度也相对更窄,揭示了iCPI在一定程度上可以先于CPI来反映一般价格水平的拐点。DCPI与DiCPI的领先滞后关系分析结果表明,iCPI对CPI存在显著引领作用,领先时长为1个月。食品类CPI和iCPI的跨期相关分析结果表明,CPI与iCPI虽然同期显著相关,但是其并不存在跨期显著线性关系,而商品结构的差异是导致线上、线下两类食品价格指数不存在显著引领关系的原因。This paper uses the Consumer Price Index(iCPI) of online data jointly developed by the National Bureau of Statistics and the Institute of Economics of the School of Social Sciences of Tsinghua University and the Department of Computer Science of Tsinghua University to empirically study the dynamic correlation, cycle synchronicity, leading and lagging relationship between iCPI and CPI through the analysis of iCPI and official CPI sequential total data and food classification data. The results go as follows: Both iCPI and CPI show 2.5 cycles in the sample period, and the periodicity of the changes of the two indexes is similar. At the same time, iCPI changes more smoothly and its fluctuation range is relatively narrower, which reveals that iCPI can reflect the inflection point of general price level before CPI to a certain extent. The analysis of the leading and lagging relationship between DCPI and DiCPI shows that iCPI has a significant leading effect on CPI, with the lead time for one month. The intertemporal correlation analysis of food CPI and iCPI shows that although CPI and iCPI are significantly correlated in the same period,there is no intertemporal significant linear relationship. The difference in commodity structure is the reason why there is no significant leading relationship between online and offline food price indexes.

关 键 词：代表性网络零售规格品 iCPI CPI 

分 类 号：C813[社会学—统计学]