【作者】 张利亚；

【导师】 陈清平；

【作者基本信息】 武汉科技大学 ， 应用数学， 2006， 硕士

【摘要】 本论文利用协整理论与误差修正模型,对第二松花江流域河川径流量和中国粮食产量进行了预测。包括三个方面的内容:1.结合非平稳时间序列单位根检验方法和误差修正模型机制,对多变量的二阶非平稳时间序列建立了误差修正模型。2.运用单位根检验,协整检验,误差修正模型的理论与分析方法,对第二松花江流域上下游的年径流量(白山站和丰满站1933年至1998年的年径流量)数据建立了双变量误差修正模型。随后,对丰满站1989年至1998年的年径流量进行了预测研究。分析结果表明用协整与误差修正模型进行年径流量预测,效果不错。3.对中国粮食产量,农业化肥施用量,粮食播种面积1983~2000年的统计数据进行分析,发现他们是二阶非平稳时间序列。同时利用多变量协整理论建立了关于上述三个变量的误差修正模型,并用2001年的数据对模型进行一步预测检验,效果不错。最后运用模型对2002年至2004年中国粮食产量进行预测,其预测结果与实际产量相吻合。更多还原

【Abstract】 This paper forecasts Runoff and Grain’s production of China based on the theory of cointegration and error correction model.The essay has mainly studied about three aspects. In the first ,with unit root test of non-stationary time series and the error correction model, we have established the error correction model to the multivariable second-order non- stationary time series.In the second we present a method of the Second Songhua River’s runoff on the upper and lower reaches based on unit root test, cointegration test, error correction model. The method of cointegration analysis is applied in year runoff data of the Baishan and Fengman gauging stations, and the double variable error correction model is set up, then we predict the year runoff data of Fengman ganging station between 1989 and 1998.The results suggest that the model based on cointegration and error correction model is suitable in forecasting.At last we analyze the data of Chinese grain’s production, the consumption of chemical fertilizers, the planting area of grain from 1983 to 2000 and found that they are second-order non- stationary time series. At the same time The multivariable cointegration theory is applied in the establishment of error correction model about above three variables. The model is tested by one step forecasting data of 2001, the effect is good. At last it predict Chinese grain’s production between 2002 and 2004. It suggests that the forecasting result is almost same with the real production.更多还原