【作者】 赵光娟；

【导师】 肖枝洪；

【作者基本信息】 华中农业大学 ， 农业电气化与自动化， 2011， 硕士

【摘要】 企业景气指数能够比较科学的反映现阶段企业的运行状况并判断未来经济发展的态势,能够迅速、可靠地了解和预测(短期)宏观经济的运行情况,是跟踪经济周期性变动、确定经济转折点、建立经济预测系统的一种有效手段。目前,企业景气指数已成为监测宏观经济发展趋势及企业生产经营状况的重要手段之一,因此企业景气指数的研究具有重要的意义。本文首先对企业景气指数序列进行数据处理,建立比较合理的干预模型对其进行预测,根据预测结果来判断经济的发展状况；接着建立企业景气指数与GDP季度累计增长率之间的关系模型,利用企业景气指数较为准确的预测值对GDP季度累计增长率进行短期预测,从GDP方面来说明经济的发展状况。最后得出以下结论：1.作为一个时间序列,企业景气指数序列可以利用时间序列分析方法进行研究。在只有一个干预事件(金融危机)的情况下,可以建立合适的单变量干预模型,并利用此模型对企业景气指数进行预测,通过验证,预测结果很准确。2.根据企业景气指数的预测结果可知,在没有其它重大干预的情况下,短期经济会呈现出稳速的发展景象。政府部门可以此作为制定宏观经济政策的决策依据,企业经营管理者也可以此作为制订企业发展战略和经营计划的重要参考。3.可以建立一元线性回归模型,利用企业景气指数预测数据对GDP季度累计增长率进行短期预测,预测结果可信度比较高。4.通过GDP季度累计增长率的预测值可以看出,短期内经济发展会呈现出较快的势头。我们也可以推断出2011年我国GDP年度增长率还会高于8%的设定目标。更多还原

【Abstract】 Enterprise prosperity index can scientifically reflect the current enterprises running situation and estimate the future economic development trend. It can find out and predict (short-term) macroeconomic operation quickly and reliably. It is an effective means of tracking economic cyclical fluctuations, revealing the economic turning point and establishing economic forecast system. At present, enterprise prosperity index has become one of the important methods for monitoring macroeconomic development trend and the enterprises running situation. So the research of enterprise prosperity index has an important significance.In this paper, we have been studied enterprise prosperity index from the perspective of time series analysis. First, the series enterprise prosperity index has been processed. Then, a reasonable intervention model is established in order to predict enterprise prosperity index. According to the forecast results we determine the development of economy condition. Finally, we build the relation model between enterprise prosperity index and GDP quarterly accumulative total growth rate. Through this model, we can use enterprise prosperity index to predict the GDP quarterly accumulative total growth rate for short-term forecasting and then we can estimate the development situation of the economy from the aspects of GDP.The main content and conclusions of this research are as follows:1. As a time series, the enterprise prosperity index series can be studied using time series analysis method. In this example, only one intervention events (financial crisis) has an effect on enterprise prosperity index. Under this kind of circumstance, we establish a suitable univariate intervention model and use this model to forecast Enterprise prosperity index. Through the verification, the prediction is accurate.2. According to forecasting results of Enterprise prosperity index, we learn that in normal circumstances the short-term economy appears a steady speed development vision. Government departments can use them as decision-making basis to make out macroeconomic policies. The management of the enterprise managers can also use them as an important reference to make out enterprise development strategies and business plans.3. Using the enterprise prosperity index, we can set unitary linear regression model to predict GDP quarterly cumulative total growth rate for short-term forecasting. The credibility of forecasting results is quite high.4. The forecasting results of GDP quarterly cumulative total growth rate shows that in normal circumstances the short-term economy appears a faster momentum. We can also infer that in 2011 the annual growth in GDP will be more than 8 percent in setting goals.更多还原