| 我国外汇储备变化走势的非参数统计分析 |
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| 引用本文： | 姜玉英,张永明.我国外汇储备变化走势的非参数统计分析[J].北京印刷学院学报,2011,19(2):74-76. |
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| 作者姓名： | 姜玉英 张永明 |
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| 作者单位： | 北京印刷学院,北京,102600;北京印刷学院,北京,102600 |
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| 基金项目： | 北京市属高等学校人才强教计划资助项目，北京市人才强教深化计划，国家社科基金项目资助 |
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| 摘 要： | 采用1993~2009年的数据,对我国外汇储备总量占国内GDP总量比重的变化走势进行了统计研究。利用线性模型和非参数回归模型,对我国外汇储备总量占国内GDP总量比重的变化走势进行了拟合分析。结果表明,我国外汇储备总量占国内GDP总量比重的变化走势大致呈线性增长。另外,从拟合效果来说,相对于线性回归模型而言,非参数回归模型更能有效地拟合该比重的变化走势,最后给出了建议。
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| 关 键 词： | 线性回归 非参数回归 局部多项武估计 |
The Nonparametrc Analysis of the Trend of Foreign Exchange Reserves in China |
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| JIANG Yu-ying,ZHANG Yong-ming.The Nonparametrc Analysis of the Trend of Foreign Exchange Reserves in China[J].Journal of Beijing Institute of Graphic Communication,2011,19(2):74-76. |
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| Authors: | JIANG Yu-ying ZHANG Yong-ming |
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| Affiliation: | JIANG Yu-ying,ZHANG Yong-ming(Beijing Institute of Graphic Communication,Beijing 102600,China) |
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| Abstract: | In the article,by using 1993-2009 data,the empirical analysis of the trend of the total foreign exchange reserves in China account for the proportion of domestic GDP is studied.Through the use of linear model and nonparametric regression model,the trend of the total foreign exchange reserve account for the proportion of GDP is fitted.It can be concluded that the change has a roughly linear growth trend.In addition,relative to the linear regression model,the effect of the nonparametric regression model is si... |
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| Keywords: | linear regression nonparametric regression local polynomial fitting |
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