中国人口资源与环境
中國人口資源與環境
중국인구자원여배경
China Polulation.Resources and Environment
2015年
2期
1~8
,共null页
VAR模型 工业用水 脉冲响应分析 作用机理
VAR模型 工業用水 脈遲響應分析 作用機理
VAR모형 공업용수 맥충향응분석 작용궤리
VAR model; industrial water consumption; impulse response analysis; interaction mechanism
我国正逐步迈向工业大国.工业用水占据总用水量的很大比例.水资源是工业的血脉.但我国的水资源并不丰富.因此工业节水就成为我国的燃眉之急。工业节水政策的制定必须基于对我国工业用水影响因素的动态作用机理的把握之上.因此.本研究正是对此进行深入探究。本文以VAR模型为基础.对中国工业1993-2012年的用水量、总产值以及出口额三个变量的数据进行不影响时序的对数标准化处理.检验出变量间具有相关性系数0.95以上的高度相关性.单位根检验中.变量数据经过了一阶差分之后都是同阶平稳、并且通过了5%水平的协整检验.确定了变量间存在长期稳定的关系。然后.根据变量数据对VAR模型的回归方程进行参数估计以及特征值的检验.确定了VAR模型的参数值和稳定性.继而通过格兰杰因果关系分析确定了变量间的相互作用关系.通过脉冲响应分析图表形象具体地展现了中国工业用水影响因素间的长期动态作用过程.最后通过预测方差分析将各个影响因素对中国工业用水的整体作用进行量化分解分析。通过多层次的综合分析.总结出我国工业用水量及其影响因素(工业总产值和工业制成品出口额)的长期动态作用机理:工业用水量和总产值呈现正相关关系.并且用水量限制了工业经济的进一步增长.因此必须提高工业用水效率;工业出口对用水量的直接影响相对较弱.但是用水量已经制约了我国工业出口的增长.我国面临出口转型的压力;我国的工业用水量对各项影响的反应都有一定的滞后性.因此工业节水需要长期稳定的策略.不能急于求成。
我國正逐步邁嚮工業大國.工業用水佔據總用水量的很大比例.水資源是工業的血脈.但我國的水資源併不豐富.因此工業節水就成為我國的燃眉之急。工業節水政策的製定必鬚基于對我國工業用水影響因素的動態作用機理的把握之上.因此.本研究正是對此進行深入探究。本文以VAR模型為基礎.對中國工業1993-2012年的用水量、總產值以及齣口額三箇變量的數據進行不影響時序的對數標準化處理.檢驗齣變量間具有相關性繫數0.95以上的高度相關性.單位根檢驗中.變量數據經過瞭一階差分之後都是同階平穩、併且通過瞭5%水平的協整檢驗.確定瞭變量間存在長期穩定的關繫。然後.根據變量數據對VAR模型的迴歸方程進行參數估計以及特徵值的檢驗.確定瞭VAR模型的參數值和穩定性.繼而通過格蘭傑因果關繫分析確定瞭變量間的相互作用關繫.通過脈遲響應分析圖錶形象具體地展現瞭中國工業用水影響因素間的長期動態作用過程.最後通過預測方差分析將各箇影響因素對中國工業用水的整體作用進行量化分解分析。通過多層次的綜閤分析.總結齣我國工業用水量及其影響因素(工業總產值和工業製成品齣口額)的長期動態作用機理:工業用水量和總產值呈現正相關關繫.併且用水量限製瞭工業經濟的進一步增長.因此必鬚提高工業用水效率;工業齣口對用水量的直接影響相對較弱.但是用水量已經製約瞭我國工業齣口的增長.我國麵臨齣口轉型的壓力;我國的工業用水量對各項影響的反應都有一定的滯後性.因此工業節水需要長期穩定的策略.不能急于求成。
아국정축보매향공업대국.공업용수점거총용수량적흔대비례.수자원시공업적혈맥.단아국적수자원병불봉부.인차공업절수취성위아국적연미지급。공업절수정책적제정필수기우대아국공업용수영향인소적동태작용궤리적파악지상.인차.본연구정시대차진행심입탐구。본문이VAR모형위기출.대중국공업1993-2012년적용수량、총산치이급출구액삼개변량적수거진행불영향시서적대수표준화처리.검험출변량간구유상관성계수0.95이상적고도상관성.단위근검험중.변량수거경과료일계차분지후도시동계평은、병차통과료5%수평적협정검험.학정료변량간존재장기은정적관계。연후.근거변량수거대VAR모형적회귀방정진행삼수고계이급특정치적검험.학정료VAR모형적삼수치화은정성.계이통과격란걸인과관계분석학정료변량간적상호작용관계.통과맥충향응분석도표형상구체지전현료중국공업용수영향인소간적장기동태작용과정.최후통과예측방차분석장각개영향인소대중국공업용수적정체작용진행양화분해분석。통과다층차적종합분석.총결출아국공업용수량급기영향인소(공업총산치화공업제성품출구액)적장기동태작용궤리:공업용수량화총산치정현정상관관계.병차용수량한제료공업경제적진일보증장.인차필수제고공업용수효솔;공업출구대용수량적직접영향상대교약.단시용수량이경제약료아국공업출구적증장.아국면림출구전형적압력;아국적공업용수량대각항영향적반응도유일정적체후성.인차공업절수수요장기은정적책략.불능급우구성。
China is gradually becoming a large industrial country. Industrial water accounts for a large proportion of the total water consume, and water resource is the blood of industry, but our country' s water resource is not so abundant, therefore industrial water has become the most urgent need for our country. The formulation of industrial water policy must be based on the understanding for dynamic mechanisms of factors affecting the industry' s water. Therefore, the present study is to probe into this. This paper is based on the VAR model, standardizes the 1993 -2012 annual water consumption, total output value and export data of Chinese industry by logarithm, which does not affect the timing, and finds out the high correlation between variables that correlation coefficient reaches O. 95 or more. In the unit root test, value data by one order difference after all is of the same order of stability, and through the co- integration test at 5% levels, it is smooth with the order; through the co-integration test, it determines the presence of long-term stability of inter-relationship between the variables. Then, through the test of parameter estimation and feature value according to the regression equation of variable data on the VAR model, it determines the parameters of VAR model and stability, and then, it determines the interaction between variables by granger causality analysis, and it shows the image of the specific impact of China' s industrial water between long-term process of dynamic effects of factors by impulse response analysis. Finally, the paper makes decomposition analysis on the overall effects of various factors on China's industrial water consumption by analysis of variance. Through these comprehensive analysis, it concludes the long-term dynamic mechanism of China's water consumption amount and its impact factors (China's industrial output and industrial manufactured goods export) : Industrial correlation presented in a positive correlation; what' s more, water consumption limits the further growth of the industrial economy, so we should improve the efficiency of industrial water. Industrial export has a comparatively weak direct effect on water use, however, water has hampered China' s industrial export growth, and China is facing the transformation of the export pressure. There is a certain lag in the reaction to the effect of industrial water consumption in China, so the industrial water-saving needs a long-term stable strategy,and it will cause troubles if it goes too fast.