摘要
在"新常态"经济发展模式下,文章从提质转型增效的角度构建经济稳定、结构优化和质量效益三类统计指标体系,利用主成分分析方法将三个系统的指标整合为三个综合得分,并时三个得分进行格兰杰因果关系检验,从而在分析不同系统间是否存在因果关系的同时确定不同系统间脉冲响应函数模型的最优阶数。利用脉冲响应函数和方差分析探讨经济稳定、结构优化和质量效益三个系统间的内在关系。
Under the new normal economic development pattern,from the perspective of qualitative transformation efficiency to build 3 kinds of statistical index system,including economic stability,structural optimization and quality benefits.Using principal component analysis method to integrate index 3 systems into 3 comprehensive scores,and granger causality test was carried out on the 3 comprehensive scores to analyze whether there were causal relationships between different systems,and the optimal order numbers for the impulse response function model between different system were determined.
出处
《统计与决策》
CSSCI
北大核心
2017年第6期127-131,共5页
Statistics & Decision
基金
黑龙江省自然科学基金资助项目(G201202)
关键词
新常态
主成分分析
格兰杰检验
脉冲响应函数
new normal
principal component analysis
granger test
impulse response function
