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基于周期理论的2010年中国能源需求预测 被引量:2

Energy Demand and Supply Forecast for 2010 based on Cyclical Theory
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摘要 本文运用周期理论对我国能源消费量变化进行分析,发现能源消费量与经济增长具有明显的周期性变化,两者之间存在长期协整关系;通过采用分解理论和滤波方法得到了能源消费量的周期性规律,结果验证了能源消费与经济增长的周期性关系。在此基础上,建立ARIMA乘积季节模型对2010年我国的能源消费总量和分品种消费量进行了预测,并简要分析了我国2010年能源需求可能面临的不确定性。 In the paper,an analysis is taken to China's energy consumption changing based on cyclical theory.Then,we find that energy consumption and economic growth has been a significant cyclical changes and a long-term co-integration relationship between them,which is also demonstrated by the cyclical rules derived from energy consumption itself by using decomposition theory and filtering approaches.On this basis,seasonal ARIMA(SARIMA) models are employed to forecast China's total energy demand and energy demand by products.Furthermore,a brief discussion is given to uncertainties faced by energy demand in 2010.
出处 《中国能源》 2010年第4期23-26,共4页 Energy of China
基金 国家自然科学基金支持(No.70825001)
关键词 周期性 滤波 协整性 ARIMA乘积季节 Cyclical theory BP filtering Co-integration SARIMA
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