中国电力消费周期的路径演化识别——基于Markov区制转移模型

    Path Evolution Identification of China's Electricity Consumption Cycle based on Markov-switching Model

    • 摘要: 基于1980-2016年中国第一产业、第二产业(工业、建筑业)和第三产业的年度电力消费数据,采用H-P滤波技术对中国电力消费的趋势成分和波动成分轨迹进行刻画,运用马尔科夫区制转移MS(n)-AR(p)模型分析中国电力消费周期在各区制间的动态转移过程,识别改革开放以来中国电力消费周期的路径演化特征,在此基础上预测未来5年中国电力消费周期的区制分布情况。研究发现:(1)中国电力消费增长率的波动程度自2003年明显缩窄,且从2007年开始进入下行周期。(2)中国电力消费周期具有较强的稳定性,不易向着其收缩期和扩张期跨越。且中国电力消费处于"低速增长区制"的年份往往对应着中国经济发展相对趋缓的大环境。(3)2014-2015年中国电力消费向其收缩期转移的迹象明显,但预测结果表明,未来5年中国电力消费整体上将继续保持稳定增长的趋势。

       

      Abstract: Based on the annual electricity consumption data of China's first industry, industry, construction industry and the third industry from 1980 to 2016, H-P filtering technology was used to depict the trajectories of the trend and fluctuation of China's electricity consumption. The dynamic migration process of China's electricity consumption cycle in different districts was analyzed using MS(n)-AR(p) model. The path evolution characteristics of China's electricity consumption cycle since the reform and opening up were identified. On this basis, the regional distribution of China's power consumption cycle in the next 5 years was predicted. The study found that:(1)The fluctuation of China's electricity consumption growth rate narrowed significantly since 2003 and began to enter the downlink cycle from 2007. (2)China's power consumption cycle had a high stability, and it would not move easily to its systole period and expansion period. And China's electricity consumption in the years of "low growth regime" often corresponded to the relatively slow development of China's economic development environment.(3)In 2014-2015, China's electricity consumption showed an obvious sign of contraction, but the prediction results showed that China's electricity consumption would continue to maintain a steady growth trend in the next 5 years.

       

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