储蓄投资意愿指数及其影响因素.doc

2.6-2.920123.6/gdpcpisarimasarimaf014 a 1003-9031201606-0004-07 doi10.3969/j.issn.1003-9031.2016.06.011gdp2014gdp640796.4328311.2295022.317462.9gdp50.2%48.5%1.3%gdpgdp70%liuturnovsky20052200232006420114045%5560%52013620081978D20062009720108200692009hpm1gdpcpivarm11020121995 12 2010 12mi/m011201312 13m0m1m1=m0+m2m2=m1+m1m2m2m1m1m1m0m1m2dit=1m21dit=1+2m12dit=1+1+ 3ditcpippi1992D201519951996111995m12-2015m041992D199611992D19952.1652.1422.2842.5332.61996220112.6-3.01996-20042.6-2.82005D20112.92011122.938201220123.170201543.8072012auto-regressive199512D201542012xt=0+1tt+2t2012t*tt-193+t t=?itt-1+?ipt-p+at eat=0varat=2covatat-i=0i1 4tt1995121t2012t2012dit19320121193xt=2.619+0.0015tt+0.0215t2012t*tt-193+t t=0.807tt-1+at 5201220120.001520120.0215201210m1m2m1m2m1m2220092009D20142009D201120112012 m0m12010m1m02010m121.2%m016.7%2011m1m02011m18.7%m013.7%m1m02012m1201213.1%24.3%m08.8%10m1m02013m1m020122012m1m01996D20152012m12013m02012m12012m0cpi20127cpi1.8%m1201570001.52014513ditditcpicpibrcpisr/gdplogdplr2000D2014/gdp1di/gdpcpilogdp5%/gdpbrdicpidi10%2000D2006cpidi2007cpidi2007cpidi-0.409sarima19961-20141220151-4arimaditditsarimasarimaarimapdspdqs 14-16dit112sasarimaidentify1341arma1341dit122412242412arma11arma01arma11ar1125%10%arimaicsbcarima1341111112arima1341101112arima1341111112 sasarimaestimate p=1 3 4 1 q=1 12noint run12dit=taicsbc-729.315-709.091210%sasforecastdit3mapeditmape0.96%6ditmape1.2%12ditmape2.6%20151212-782015127.1%201520162015320