实物资金流量表的预测方法研究

Forecasting of physical transactions flow-of-funds table

资金流量表是国民经济核算体系中的重要组成部分.然而,由于在编制过程中需要采集大量的数据,通常情况下,很多国家的资金流量表都会有较长时间的滞后.在编制实物资金流量表的延长表时,已有方法通常是基于基期与预测期交易收支结构保持不变的假定条件.然而,经济结构发生显著变化时,该类方法就会失效.基于上述问题,研究弱化模型的假设条件,并提出了新的实物资金流量表预测方法(简称FPTF方法).根据表中元素必须满足的约束条件,该方法通过建立数学模型解除约束,其次基于历史数据的动态趋势,采用适当的时间序列分析方法来预测目标年份的实物资金流量表.通过仿真分析,验证了所提方法的有效性和稳定性.此外,基于中国1992年～2014年的实物资金流量表数据进行实例分析,取得了满意的分析结果.

Flow-of-funds(FOF)analysis is an important part of SNA(System of National Accounts).However,the collecting of a large amount of data causes the problem of long time lag for flow-of-funds table of physical transactions in many countries.The common methods used to update FOF tables were based on the assumption that transaction structures of the base and forecast periods remain constant.Yet this assumption does not always hold,especially in countries which experience significant changes in the economic structure.To solve this problem,a more flexible framework to forecast FOF table of physical transaction is proposed.Firstly,the elements in the physical transaction FOF table are divided into four categories.Secondly,based on the constraints that must be met by the elements in the table,the FOF table makes predictions in the target year by establishing a mathematical model to relieve the relevant constraints and by using the dynamic trend of historical data.The validity and stability of the proposed method are verified by a simulation experiment.Finally,the proposed method is applied to China’s 1992-2014 FOF table and satisfactory results are achieved.