基于协整和误差修正模型的电力需求分析

Analysis of Power Demand based on Co-integration and Error Correction Model

协整理论的提出为2个或多个非平稳变量间寻找均衡关系及在此基础上建立误差修正模型奠定了理论基础。在实际中,多数经济时间序列都是非平稳的,电力需求的波动亦然。该文采用协整与误差修正模型技术研究了电力需求的决定因素,建立了电力需求函数,通过实例检验了电力需求与国内生产总值、全国人口数量之间的长期均衡关系及短期波动关系。

Co - integration lays a theoretical basis for finding out the balance relationship between tow or more non - stable factors and establishing an error correction model （ECM） on the base. In practice, most economic time series are non - stable, so as the fluctuations of electric power demand. This paper adopted the co - integration theory and ECM to study the determinant factors of power demand, established the power demand function, and verified the between long term balance and short term fluctuation relationships of power demand, GNP and the population.