摘要
长期以来,投资对我国经济增长的贡献作用明显,其中基建投资又发挥着重要的经济稳定器作用。为监测和预测基建投资走势,本文利用峰谷对应法、时差相关分析法筛选出基建投资的先行指标,采用主成分分析法构建基建投资先行指数,运用基建投资增速的VAR模型预测未来基建投资走势。
For a long time,the contribution of investment to China's economic growth is obvious,of which infrastructure investment has played an important role of economic stabilizer.In order to monitor and forecast the trend of infrastructure investment,this paper uses the peak-valley correspondence method and cross-correlation analysis method to select the leading indicators of infrastructure investment,and then use principal component analysis to build the infrastructure investment leading index.On the basis of this,the future trend of infrastructure investment is forecasted by constructing VAR model of the leading index and infrastructure investment growth.
作者
冯黎黎
FENG Lili(Chongqing Operations Office PBC, Chongqing 401147)
出处
《西部金融》
2018年第11期25-28,共4页
West China Finance
关键词
基建投资
主成分分析
先行指数
预测
infrastructure investment
principal components
leading index
forecast