| 基于协整理论和误差修正模型的网投资需求预测研究 |
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| 引用本文： | 赵会茹,杨璐,李春杰,马昕.基于协整理论和误差修正模型的网投资需求预测研究[J].电网技术,2011,35(9):193-198. |
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| 作者姓名： | 赵会茹 杨璐 李春杰 马昕 |
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| 作者单位： | 华北电力大学经济与管理学院,北京市昌平区,102206 |
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| 基金项目： | 国家自然科学基金项目(70971038)~~ |
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| 摘 要： | 电网投资需求预测对于合理安排电网建设资金的投入、减少资金成本等具有十分重要的意义,提出了一种基于协整理论和误差修正模型的电网投资需求预测模型.以某地区1981-2009年的统计数据为基础,通过ADF单位根检验、Johansen协整检验,逐步筛选变量,发现了电网投资与最大用电负荷之间具有长期均衡关系,并建立了2者的长期均...
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| 关 键 词： | 电网投资 需求预测 协整理论 误差修正模型 |
Research on Prediction to Investment Demand of Power Grid Based on Co-integration Theory and Error Correction Model |
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| ZHAO Huiru
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YANG Lu
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LI Chunjie
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MA Xin.Research on Prediction to Investment Demand of Power Grid Based on Co-integration Theory and Error Correction Model[J].Power System Technology,2011,35(9):193-198. |
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| Authors: | ZHAO Huiru YANG Lu LI Chunjie MA Xin |
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| Affiliation: | ZHAO Huiru,YANG Lu,LI Chunjie,MA Xin(School of Economics and Management,North China Electric Power University,Changping District,Beijing 102206,China) |
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| Abstract: | It is very important to predict the investment demand of power grid for reasonable input of the funds for power grid construction and reduce the fund cost.For this reason,a co-integration theory and error correction model(ECM) based model to predict the investment demand of power grid is proposed.Based on statistical data of a certain region from 1981 to 2009,the variables are screened in steps by advanced Dicker-Fuller unit root test and Johansen co-integration test,and it is discovered that there is a lon... |
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| Keywords: | grid investment demand forecasting co-integration theory error correction model(ECM) |
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