中國季度GDP初步核算數(shù)據(jù)質(zhì)量的評估
統(tǒng)計與決策
頁數(shù): 5 2018-07-31 15:26
摘要: 文章基于組合預(yù)測理論、無偏性和有效性檢驗及時域-頻域上的匹配分析,評估了中國季度GDP初步核算數(shù)據(jù)的質(zhì)量。在建立最優(yōu)組合預(yù)測權(quán)重的估計方法后,考察初步核算數(shù)據(jù)與最優(yōu)組合預(yù)測之間的關(guān)系,即無偏性和有效性;在時域-頻域上對比初步核算數(shù)據(jù)、最優(yōu)組合預(yù)測與美國GDP數(shù)據(jù)的匹配性。結(jié)果表明,中國季度GDP初步核算數(shù)據(jù)能反映真實經(jīng)濟(jì)運行情況。 Based on combined forecast theory, unbiased and valid tests and match analysis in time-frequency domain, this paper assesses the quality of preliminary accounting data of China's quarterly GDP. After the establishment of the optimal combination forecasting weight estimation method, the paper investigates the relationship between the initial accounting data and the optimal combination forecast, namely, unbiasedness and effectiveness, and then compares the matchability between the preliminary data, optimal combination forecasting with the US GDP data in the time-frequency domain. The results show that China's preliminary quarterly GDP figures can reflect the real economy.