CAJ | 학술논문

运用GARCH 类计量经济学模型，分析了煤矿安全事件舆情演化的波动性特征，基于2011年1月1日－2014年5月16日的煤矿事故百度搜索指数的周平均数据的实证研究发现：煤矿安全事件舆情演化的波动性呈现出聚集效应；通过对模型残差进行条件异方差即ARCH 效应检验，发现煤矿事故搜索指数的波动性具有ARCH 效应，因此，对煤矿安全事件舆情演化波动性的研究适用 GARCH 类模型，模型结果可以为煤矿安全事件舆情的预警提供先决信息。
운용GARCH 류계량경제학모형，분석료매광안전사건여정연화적파동성특정，기우2011년1월1일－2014년5월16일적매광사고백도수색지수적주평균수거적실증연구발현：매광안전사건여정연화적파동성정현출취집효응；통과대모형잔차진행조건이방차즉ARCH 효응검험，발현매광사고수색지수적파동성구유ARCH 효응，인차，대매광안전사건여정연화파동성적연구괄용 GARCH 류모형，모형결과가이위매광안전사건여정적예경제공선결신식。
GARCH econometric model is used to analyze volatility characteristics of public o-pinion evolution of coal mine safety incidents. Based on an empirical study on weekly average data of coal mine incidents from January 1,2011 to May 16,2014 in Baidu search index,it can be found that:the volatility of public opinion evolution of coal mine safety incidents shows aggrega-tion effect;the model residual error is examined by ARCH effect,and it shows that the volatility of coal mine incidents search index has ARCH effect. Therefore,GARCH model is applicable to the study on the volatility of public opinion evolution of coal mine safety incidents,and the model results can provide prerequisite information for the warning of public opinion of coal mine safety incidents.