| 季度值与年度值衔接与外推问题研究——基于Denton比例法 |
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| 引用本文： | 张鸣芳,李腾飞.季度值与年度值衔接与外推问题研究——基于Denton比例法[J].统计与信息论坛,2011,26(10):16-21. |
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| 作者姓名： | 张鸣芳 李腾飞 |
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| 作者单位： | 1. 上海财经大学统计与管理学院;应用统计研究中心,上海200433
2. 上海财经大学统计与管理学院 |
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| 基金项目： | 全国统计科学研究计划重点项目《季度GDP季节调整研究》 |
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| 摘 要： | 运用2003--2010年上海市季度生产总值和年度生产总值数据，在BI比率讨论框架下，用Denton比例法解决了季度值与年度值的衔接问题。研究证明：Denton比例法不但使衔接数据满足了年度总值的约束，也最大限度地保留了原始季度值序列的环比变动特征，消除了一般比例分摊法带来的台阶问题。此外，利用Denton比例法外推预测年度值的误差也小于一般比例分摊法，显示了Denton比例法在解决衔接问题时的良好效果。
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| 关 键 词： | 衔接 一般比例分摊法~Denton比例法 BI比率 |
Benchmarks and Prediction Based on Proportional Denton Method |
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| ZHANG Ming-fang,LI Teng-fei.Benchmarks and Prediction Based on Proportional Denton Method[J].Statistics & Information Tribune,2011,26(10):16-21. |
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| Authors: | ZHANG Ming-fang LI Teng-fei |
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| Institution: | ZHANG Ming-fanga,b,LI Teng-feia(a.School of Statistics and Management,b.Research Center for Applied Statistics,Shanghai University of Finance and Economics,Shanghai 200433,China) |
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| Abstract: | Based on Shanghai quarterly GDP series and annual GDP series,the paper solves the problem of inconsistency between the two series by Proportional Denton Method in the framework of BI ratio,and gets the conclusion that Proportional Denton Method preserve as much as possible the short-term movements in the source data under the restrictions provided by the annual data and,at the same time,get ride of step problem risen from Pro Rata Distribution.The prediction of annual GDP of forward series is also more accu... |
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| Keywords: | benchmarking Pro Rata Distribution Proportional Denton Method BI ratio |
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