The Price Index Correlation Research in China Based on Multiple Regression Model

被引：0

作者：

Xu, Huanghua ^{[1
]}

Wang, Jinjian ^{[1
]}

Yuan, Lunqu ^{[1
]}

机构：

[1] Beijing Jiaotong Univ, Sch Econ & Management, Beijing, Peoples R China

来源：

2011 INTERNATIONAL CONFERENCE ON ECONOMIC, EDUCATION AND MANAGEMENT (ICEEM2011), VOL III | 2011年

关键词：

multiple regression model; price index; multicollinearity; autocorrelation; heteroscedasticity;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Based on macro-economic booming monitor target such as Producer Price Index, Consumer Price Index, Retail Price Index, Purchasing Price Index of Raw Material, Fuel and Power, Gross Domestic Product Index, this article established multiple regression line model responded our country macro economic situation firstly. Afterward, it relaxed the basic supposition, carried on the discussion from three aspects of multicollinearity, autocorrelation and heteroscedasticity, showing it exists in multicollinearity, but does not have autocorrelation and heteroscedasticity. At last, it establishes multiple regression models based on PPI, CPI, RPI and REI, and has carried on the analysis to our country PPI and the CPI linkage reason.

引用

页码：245 / 248

页数：4