基于用电数据的经济景气指数模型及实证

Electricity Consumption Data-based Economic Prosperity Index Model and Empirical Study

文章根据经济循环增长理论,绘制经济景气年表,用以选取最佳的研究时段。利用X12方法提取该时段经济数据的趋势值作为基准指标,通过时差相关分析、K-L信息量和峰谷对应法对各行业用电量趋势值与经济数据趋势值进行比对,确定先行、一致和滞后指标组,合成经济景气指数,即EPI-P,包括先行指数、一致指数和滞后指数。以辽宁省为例进行实证研究,结果显示:一致指数与基准指标走势基本吻合;先行指数与一致指数走势一致,提前期为6~8个月。

This paper is based on the theory of economic cycle growth to draw a chronology of economic prosperity,which is used for selecting the best research period.X12 method is used to extract the trend value of economic data in this period as the benchmark index.Through time difference correlation analysis,K-L information quantity and peak-valley correspondence method,the trend value of electricity consumption of various industries is compared with the trend value of economic data;the leading,consistent and lagging index groups are determined;the economic prosperity index,namely EPI-P,is synthesized,including leading index,consistent index and lagging index.In addition,the paper takes Liaoning Province as an example to conduct an empirical study.The results show that the trend of the consistent index and that of the benchmark index basically match,and that the trend of leading index moves in line with the consistent index,with a lead time of 6~8 months.