本期导读

官方统计机构是否应该从事统计分析与预测工作?如果是,应该怎样从事这项工作?这是<统计分析与预测>一文回答的问题.文章明确提出,在经济学日益朝着用数学表达内容和用统计定量的方向发展的当今时代,官方统计机构从事统计分析与预测工作势在必然.     

官方统计机构的统计分析工作

在一些国家 ,官方统计机构的职能只限于统计数据信息的收集、整理和出版 ;而在另外一些国家 ,统计分析工作也同时明确在它们的职能范围内。法国就属于后一类国家。法国国家统计局 ,即法国统计及经济研究所 ,简称ＩＮＳＥＥ———从名称上就能看出其统计分析职能的存在。法国于 194 6年 6月 14日颁布的有关《建立国家统计局》的法律条文 ,明确地将统计分析工作规定在ＩＮＳＥＥ的职能范围内。本文的撰写目的是 ,就统计分析工作在官方统计机构中所占的地位以及所扮演的角色展开讨论 ,即 :这些机构是否应将相当一部分的人力、物力投入到统计分…     

如何做好基层企业统计分析

统计分析是统计工作的重要组成部分。本人从事统计工作多年,深深体会到做好统计分析的重要性。只有做好统计分析才能发挥出统计工作的作用,统计工作的地位才能得以提升。做好统计分析工作要理论联系实际,要以统计理论为基础。事实上,建立在统计理论基础上的统计分析是其他任何学科都无法替代的,这是由统计特有的专业性决定的。本人作为一名基层统计工作者,在做统计分析时,主要就是从统计理论应用的角度出发的。如对生产经营活动中出现的问题,总是要问:问题为什么会出现?过去发生的是什么?将来会怎样?然后试图用统计理论来解释它。对于过去发…     

21世纪统计工作展望

２１世纪统计工作展望展望二十一世纪，统计工作将呈现以下特点：１、从事统计工作的人员、机构将不断增加在我国，国家统计系统是专门机构，他们负责收集处理官方统计资料。随着社会主义市场经济体制的推行，各种机构，层出不穷。他们的工作性质需要统计工作。统计工作在...     

官方统计与统计道德

本文提出与官方统计道德有关的二三个问题：(1）道德在官方统计中起作用吗?(2）在官方统计中出现的主要道德挑战是什么?(3)如何处理在官方统计中出现的道德问题?我认识这些问题是基于本人在国内和国际统计工作的经验，基于我和他人共同完成的对滥用人口数据系统及其他行为威胁官方统计完整性的研究成果，     

中国政府统计机构的统计分析活动

统计分析是中国统计工作的重要组成部分。中国政府统计机构如何进行统计分析,其统计分析成果如何向社会提供,如何为政府及社会公众服务?国家统计局章钟基同志拟文以国家统计局实例向读者介绍了我国政府统计机构的统计分析活动情况。     

提高基层企业统计工作地位的两点思考

思考之一:转变思想观念,提高统计人员的自身素质。首先,由要求领导重视转变为统计人员自己重视的观念,要求领导重视统计工作。,这是千千万万统计工作者的呼声,但笔者认为任何一项管理工作是否被领导重视不是看呼声的大小和高低,而关键看这项工作的有用性及这种有用性对领导的吸引力。那么统计工作的有用性及吸引力大不大呢?这是不言而喻的。统计工作的现状向我们揭示了统计工作的改革方向。统计工作的有用性不仅在于传统的统计报表,更在于统计分析、统计预测和统计信息等。统计分析可以揭示问题,找出原因,提出策略,解决问题,基层企业统计分析的作用最大。统计预测可以预测未来,引导经     

官方统计数据传播面临挑战

当今的世界,经济全球化趋势进一步加快,各国经济社会都处在深刻的变化之中,官方统计工作面临着空前的机遇与挑战。统计数据的传播也同样面临着诸多新的问题。面对这些问题,我们该做些什么?我们可以做些什么?这是需要我们认真回答的。数据传播是官方统计的重要组成部分1.统计数据传播在官方统计工作中的重要意义。统计设计、统计调查、统计加工和统计传播,是统计工作的四个主要环节。其中,前三个环节是统计工作的基础性环节,或称统计数据的生产环节。统计数据的传播和利用才是统计工作的最终目的。统计数据使用得越多,统计的整体功能也就发挥…     

乡镇统计机构建设的基本走向分析

就乡镇统计机构来说 ,在新一轮的改革中 ,在市场经济不断深化发展中 ,应该如何设置 ?是应该加强还是应该弱化 ?应该以什么形式出现 ?等等 ,我们经过反复调查、思考、分析 ,得出的建议就是 ,要从强化乡镇统计建设的角度综合考虑乡镇机构改革的问题 ,在以下三个层面上作出选择 :一是 ,最基本的 ,作为独立机构存在 ,保留乡镇统计站 ;二是 ,进一步的 ,整合乡镇统计力量 ,做好“一合三统一”工作 ,设立乡镇统计办公室 ;三是 ,最理想的 ,在优化整合统计力量的基础上 ,实行“派遣制” ,把乡镇统计机构作为县一级政府统计的派出单位 ,由县级政府统计…     

国家统计机构比较研究

 内容提要：本研究报告在广泛收集和研究国外相关资料的基础上，介绍了国家统计机构的一般组织结构、官方统计基本原则在各国的实施和经验。在此基础上，剖析了官方统计10项基本原则在我国统计工作中的实施情况，通过对照、检查，指出我国统计工作在很多方面已经达到国际通行的官方统计基本原则要求，在一些方面甚至处于国际领先水平。但是，在某些方面与国际标准相比，仍有一定的差距，需要进一步改进、提高。为此，提出了完善我国统计工作的初步建议。     

A simulation study and evaluation of multivariate forecast based control charts applied to ARMA processes

Much research had been performed in the area of control charting techniques for monitoring autocorrelated processes, especially regarding forecast based monitoring schemes. Forecast based monitoring schemes involve fitting an appropriate time-series model to the process, generating one step ahead forecast errors, and monitoring the forecast errors with traditional control charts. Another method introduced into the literature involves using multivariate control charts to monitor the ARMA derived one-step-ahead (OSA) and two-step-ahead (TSA) forecast errors. This article provides a broad simulation study and evaluation of the suggested multivariate approaches in regards to various ARMA(1,1) and AR(1) processes, and a comparison to their univariate counterparts.     

Consultants' forum: should post hoc sample size calculations be done?

Pre‐study sample size calculations for clinical trial research protocols are now mandatory. When an investigator is designing a study to compare the outcomes of an intervention, an essential step is the calculation of sample sizes that will allow a reasonable chance (power) of detecting a pre‐determined difference (effect size) in the outcome variable, at a given level of statistical significance. Frequently studies will recruit fewer patients than the initial pre‐study sample size calculation suggested. Investigators are faced with the fact that their study may be inadequately powered to detect the pre‐specified treatment effect and the statistical analysis of the collected outcome data may or may not report a statistically significant result. If the data produces a “non‐statistically significant result” then investigators are frequently tempted to ask the question “Given the actual final study size, what is the power of the study, now, to detect a treatment effect or difference?” The aim of this article is to debate whether or not it is desirable to answer this question and to undertake a power calculation, after the data have been collected and analysed. Copyright © 2008 John Wiley & Sons, Ltd.     

Testing the reliability of forecasting systems

The problem of statistically evaluating forecasting systems is revisited. The forecaster claims the forecasts to exhibit a certain nominal statistical behaviour; for instance, the forecasts provide the expected value (or certain quantiles) of the verification, conditional on the information available at forecast time. Forecasting systems that indeed exhibit the nominal behaviour are referred to as reliable. Statistical tests for reliability are presented (based on an archive of verification–forecast pairs). As noted previously, devising such tests is encumbered by the fact that the dependence structure of the verification–forecast pairs is not known in general. Ignoring this dependence though might lead to incorrect tests and too-frequent rejection of forecasting systems that are actually reliable. On the other hand, reliability typically implies that the forecast provides information about the dependence structure, and using this in conjunction with judicious choices of the test statistic, rigorous results on the asymptotic distribution of the test statistic are obtained. These results are used to test for reliability under minimal additional assumptions on the statistical properties of the verification–forecast pairs. Applications to environmental forecasts are discussed. A python implementation of the discussed methods is available online.     

TEACHING STATISTICS: A TALK ABOUT TIME SERIES

When presenting research results to a mixed audience, it is common for seminar speakers either to address the specialists or the uninitiated (thus alienating the other, uncatered-for group of listeners), or to risk falling between these two stools (and so satisfy no one). We suggest a way that the lecturer's dilemma might often be more optimally resolved; and, in so doing, present material which could provide useful ideas for wider application in enlivening formal class-room instruction in time-series analysis. Finally, we pre-empt some of the predicted response that the content of this paper may trigger from certain experts; and discuss the general lack of emphasis on assumptions in statistical teaching.     

An Interactive Forecasting System

Time sharing computer configurations have introduced a new dimension in applying statistical and mathematical models to sequential decision problems. When the outcome of one step in the process influences subsequent decisions, then an interactive time-sharing system is of great help. Since the forecasting function involves such a sequential process, it can be handled particularly well with an appropriate time-shared computer system. This paper describes such as system which allows the user to do preliminary analysis of his data to identify the forecasting technique or class of techniques most appropriate for his situation and to apply those in developing a forecast. This interactive forecasting system has met with excellent success both in teaching the fundamentals of forecasting for business decision making and in actually applying those techniques in management situations.     

Insights into the appropriate level of disaggregation for efficient time series model forecasting

This paper provides a potentially valuable insight on how to assess if the forecasts from an autoregressive moving average model based on aggregated data could be substantially improved through disaggregation. It is argued that, theoretically, the absence of moving average (MA) terms indicates that no forecasting efficiency improvements can be achieved through disaggregation. In practice, it is found that there is a strong correlation between the statistical significance of the MA component in the aggregate model and the magnitude of the forecast mean square error (MSE) decreases that can be achieved through disaggregation. That is, if a model includes significant MA terms, the forecast MSE improvements that may be gained from disaggregation could be substantial. Otherwise, they are more likely to be relatively small or non-existent.     

对政府统计数据质量成本的探讨

本文在界定统计数据质量成本含义基础上,对统计数据质量成本构成进行了分析,给出了统计数据质量成本要素表及核算方法,以及统计数据质量成本分析、预测、计划和控制的内容,并对统计数据质量成本和统计数据质量之间关系进行了探讨。     

Temporal Dependence and Bias in Meta-Analysis

Decisions to undertake bio-medical studies might depend on the results of previous similar studies. So too might the timing of meta-analyses. We show how temporal dependence among the studies analyzed in the meta-analysis, as well as the timing of the meta-analysis itself, can bias the results of the meta-analysis. We show analytically and numerically that a “toy” meta-analysis is biased. We then study bias in a more realistic stochastic process model of meta-analysis. We conclude that in meta-analysis it is difficult of avoid bias that is caused by statistical dependence among studies.     

中国国债发行规模的预测研究

中国国债发行规模的预测研究朱平芳刘弘张人骥ＡＢＳＴＲＡＣＴＯｎｔｈｅｂａｓｉｓｏｆａｎａｌｙｓｉｓｏｎｔｈｅｍｅｃｈａｎｉｓｍｏｆＮａｔｉｏｎａｌＤｅｂｔｓｉｓｓｕｅｉｎＣｈｉｎａ,ｔｈｅｐａｐｅｒｓｅｔｓｕｐｔｈｅｓｔａｔｉｓｔｉｃａｌｍｏｄｅｌｆ...     

Self-weighted least absolute deviation estimation for infinite variance autoregressive models

Summary.  How to undertake statistical inference for infinite variance autoregressive models has been a long-standing open problem. To solve this problem, we propose a self-weighted least absolute deviation estimator and show that this estimator is asymptotically normal if the density of errors and its derivative are uniformly bounded. Furthermore, a Wald test statistic is developed for the linear restriction on the parameters, and it is shown to have non-trivial local power. Simulation experiments are carried out to assess the performance of the theory and method in finite samples and a real data example is given. The results are entirely different from other published results and should provide new insights for future research on heavy-tailed time series.