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中国大宗商品价格指数的构建 被引量:3

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摘要 本文重点参照了中价国际指数的商品构成,利用主成分分析在数据降维处理方面的优势,通过商品价格数据自动生成权重的方式,构建了基于主成分方法的中国大宗商品价格指数(CBCPI)。运用ARMA模型对CBCPI进行的检验结果表明:中国大宗商品价格指数领先工业企业原料、燃料、动力购进价格指数一期,领先工业品出场价格指数两期。
作者 苏明 陆军
出处 《价格理论与实践》 北大核心 2009年第9期52-54,共3页 Price:Theory & Practice
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共引文献26

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