基于多元线性回归的碳配额价格预测模型研究

Study on forecast model of carbon emission quota price based on multiple linear regression analysis

借助SPSS软件工具研究多元线性回归的广东碳配额价格预测模型,进行皮尔森相关性分析,多重共线性检验以及回归检验,建立了三元线性回归碳配额价格预测模型。模型回归碳价分析和预测精度评价结果表明,回归碳价与碳配额成交价整体吻合度较好,平均绝对百分误差小于10%,验证了碳配额预测模型的有效性和准确性,可为碳配额价格预测提供借鉴和参考。

The multiple linear regression analysis on forecast model of carbon emission quota price in Guangdong province is studied by using SPSS software tool. On the basis of Pearson correlation analysis,multi-collinearity test and regression test,a ternary linear regression forecast model for carbon emission quota price is established. The results from model regression analysis of carbon emission quota price and evaluation on prediction accuracy show that the regressed carbon emission quota prices exhibit wholly a better fitness with actual transaction prices,with the mean absolute percentage error less than 10%. The validity and accuracy of the prediction model of carbon emission quota price is therefore verified,which can supply important references for prediction of carbon emission quota price.