基于主成分分析城镇居民储蓄存款影响因素的研究

The research to the influential factors of urban residents' savings deposits based on principal component analysis method

针对城镇居民储蓄存款额的影响因素,使用主成分降维方法将众多影响储蓄存款的因素简化为少数的经济因素,消除多重共线性.使用SPSS、EVIEWS软件构建回归模型,并进行平稳性检验、协整检验、脉冲响应以及方差分解.本文在定性分析的基础上,利用1991年以来我国部分统计指标进行多元回归分析,量化了各经济因素对城镇居民储蓄的作用方向和影响程度,其结果可为相关政策的制定提供参考.

In view of the influence factors of urban residents ＇ savings deposit, using principal component dimension reduction method to simplify the many factors that affect savings for a minority of economic factors,eliminate the multicollinearity. We used SPSS EVIEWS software to build regression model, and conduct stationarity test,cointegration test,impulse response and variance decomposition. In this paper,on the basis of qualitative analysis,the use of some statistical indicators in China since 1991 for multiple regression analysis,quantify the various economic factors that affect urban residents savings direction and degree,the result can provide reference for relevant policy making.