摘要
采用经验模态分解(EMD)方法对1953—2009年中国居民消费增长率波动进行分解,得到其IMF分量及趋势分量RES,运用方差贡献率及相关性检验其周期变化,并利用Mann-Kendall非参数统计检验方法对增长趋势进行研究。结果表明:中国居民消费增长波动存在3年、8年和12.4年的准周期,以准8年周期为主,准3年周期次之;56年来居民消费呈波动增长趋势,1978年是其突变点,当年对外开放政策的提出极大促进了居民消费增长,1983年居民消费增长率超过临界直线,此后呈显著上升趋势。经济因素、居民收入水平和消费结构是影响中国居民消费增长波动的主要因素。
This paper aims to reveal the growth of multi-scale fluctuations of household consumption growth during the process of economic development in China.Empirical Mode Decomposition(EMD) was developed in 1998 by Huang which facilitates the decomposition of climate records in terms of natural oscillatory patterns and trends.And this method was improved in 1999.The method can decompose any complicated data into a finite and small number of intrinsic mode functions(IMFs).EMD method decomposing a raw data series into different IMFs is a sifting process.In this paper,the EMD method is used to break down the data series of household consumption growth from 1953 to 2009 in China into finite IMFs and trend at multiscale level.Each mode is represented as a function of both instantaneous frequency and amplitude.Thus it describes the scale and fluctuation characteristics at any time.The sum of all modes gives the full description of the frequency and time characteristics of the signal.The household consumption in China completely breaks down into three modes(IMFs) and a trend(Res) by EMD method.The first IMF is the component that has the smallest period and the periods turn bigger with the IMFs going on to IMF2.By calculating variance contribution and correlations test,the significant periodic fluctuation is researched.Based on the Mann-Kendall trend test,the trend of household consumption growth is studied.The analysis results show that the three IMFs of household consumption growth in China are 3-year period,8-year period and 12.4-year period.The main periodic fluctuation of household consumption growth in China is 8-year period.The secondary periodic fluctuation is 3-year period and the third one is 12.4-year period.The purpose of the paper is to reveal the growth of multi-scale fluctuations of household consumption growth during the process of economic development in China.
出处
《人文地理》
CSSCI
北大核心
2011年第5期94-98,共5页
Human Geography
基金
国家自然科学基金项目(40871261)
关键词
消费增长
经验模态分解
多尺度变化
趋势变化
影响因素
household consumption growth
Empirical Mode Decomposition
multiscale fluctuation
trend change