摘要
预警是对中国大豆市场的波动情况进行预报的有效手段。采用中国大豆的需求量增长率作为警情指标，利用1995～2010年的经济数据，选择49个警兆指标。通过时差相关分析法，去除无效指标后，将警兆分为先行、同步和滞后指标，并计算各类指标的权重。利用扩散指数编制先行、同步、滞后指标的预警波动曲线，与大豆需求量增长率曲线比较后发现，先行与同步指标有效，滞后指标稳定性稍差。通过先行指标对2011、2012中国大豆需求量增长率进行验证，证明方法有效性，及为未来的2。3年中国大豆需求量增长率预警奠定理论基础。
Early-warning has effective means to forecast the Chinese soybean market fluctuations. Choose soybean demand growth rate in China as the early-warning index, 49 early-warning targets are selected to use economic data from 1995 to 2010. By using time correlative analysis, divide indices into 14 beforehand indices, 6 synchrony and 12 lagging indices. After removing invalid indices, use factor analysis to calculate the weight of the three types of indexes. Produce beforehand, synchrony, lagging diffusion indices warning curve. Compare the soybean demand growth rate curve and the three warning curves, it is found that beforehand and synchrony curves are valid, but lagging curve seems to be an instability index. It could foresee in the future of 2-3 years, soybean demand growth in China will enter a new round of recession space on the sight of beforehand curve.
出处
《东北农业大学学报》
CAS
CSCD
北大核心
2013年第8期138-142,共5页
Journal of Northeast Agricultural University
基金
国家自然科学基金(70771033)
黑龙江省研究生创新科研基金项目(YJSCX2012-007HLJ)
关键词
扩散指数
预警
大豆需求量
diffusion index
early-warning
soybean demand
