中国生产者价格指数季节变动特征与区域差异分析  

Characteristics and Regional Differences of Seasonal Variation of China’s Producer Price Index

作　　者：高海燕 张悦 Gao Haiyan;Zhang Yue(School of Statistics,Lanzhou University of Finance and Economics;Key Laboratory of Digital Economy and Social Computing Science of Gansu Province,Lanzhou 730020,China)

机构地区：[1]兰州财经大学统计学院 [2]甘肃省数字经济与社会计算科学重点实验室,兰州730020

出　　处：《统计与决策》2023年第19期34-40,共7页Statistics & Decision

基　　金：国家社会科学基金资助项目(19XTJ002);甘肃省自然科学基金资助项目(23JRRA1186)。

摘　　要：文章基于函数型数据分析方法研究2011年1月至2021年12月中国生产者价格指数,系统地挖掘了生产者价格指数序列的潜在信息。并以函数的视角,利用相平面图、主微分分析方法以及基函数拟合法探究生产者价格指数的季节变动特征。同时基于函数型聚类方法将中国31个省份的生产者价格指数变化速度聚为三类,并分析三类省份的经济发展趋势。结果表明:生产者价格指数存在明显的季节特征,且三阶微分方程能够很好地刻画其动态变化规律和波动特征;利用傅里叶基函数拟合生产者价格指数的季节变动曲线,能形象地描述其季节波动;三类省份生产者价格指数的空间分布特征明显,区域经济发展差异显著。Based on the functional data analysis method,this paper studies China’s Producer Price Index(PPI)from January 2011 to December 2021,systematically mining the potential information of the PPI series.From the functional perspective,the seasonal variation characteristics of PPI are explored by means of phase plane plots,principal differential analysis and basis func-tion fitting method.At the same time,based on the functional clustering method,the changing rate of the PPI in 31 provinces of China is grouped into three categories,and the economic development trend of these three-category provinces are analyzed.The results go as below:The producer price index has obvious seasonal characteristics,and the third-order differential equation can effectively characterize its dynamic variation patterns and volatility characteristics.The seasonal fluctuation curve of the PPI is vi-sually described by fitting it with Fourier basis functions.The spatial distribution characteristics of the PPI in the three-category provinces are obvious,and the regional economic development is significantly different.

关 键 词：函数型数据分析 主微分分析 生产者价格指数 季节变动 相平面图 

分 类 号：O175.1[理学—数学]