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中国能源生产的误差修正模型 被引量:2

THE ERROR CORRECTION MODELS OF CHINA ENERGY PRODUCTION
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摘要 本文基于协整理论研究了1978-2004年间中国各能源产量与GDP之间的协整关系,构建了中国各能源生产与GDP之间的误差修正模型,并对中国能源短期产量状况做出预测。预测结果表明:ECM模型预测的2005年结果与该年统计值误差很小,其中煤炭误差率为0.45%,石油为0.74%,天然气为6.20%;根据2005年统计值,利用模型进行滚动预测得出2006年煤炭、石油、天然气的预测值分别为:21亿t、1.85亿t、566.8亿m^3。 Based on the theory of co--integration, we make a study of the relationships between china energies production and GDP from 1978 to 2004, establish their error correction models, then make a pre diction of short energy production with these models. The result indicates: The prediction production of ECM models is very close to actual production of 2005 , the error rate of coal is 0.45%, oil 0.74%, gas 6.2 % ; According to actual production of 2005, we make a prediction of energies production in 2006, the production of coal is 2.1billion ton , oil 1850 million ton, gas 56.68 billion cubic meter.
出处 《中国矿业》 北大核心 2006年第12期21-24,共4页 China Mining Magazine
关键词 能源产量预测 协整 误差修正模型 ADF检验 Energy production prediction Co-integration Error correction model ADF test
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参考文献6

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二级参考文献6

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