吉林省GDP影响因素.doc

吉林省GDP影响因素分析一、前言2009年，吉林省实现地区生产总值（GDP）7203.18亿元，按可比价格计算，增长13.3%。其中，第一产业实现增加值980.50亿元，增长2.8%；第二产业实现增加值3491.96亿元，增长16.7%；第三产业实现增加值2730.72亿元，增长12.7%。按常住人口计算，当年全省人均GDP达到26319元/人，增长13.1%。三次产业比例为13.6：48.5：37.9，对经济增长的贡献率分别为2.7%、59.4%、37.9%。财政收入增长加快。2009年完成地方级财政收入487.08亿元，增长15.2%。其中全年完成税收收入361.10亿元，增长16.1%，其中实现企业所得税49.19亿元，增长15.5%。税收收入占地方级财政收入的比重为74.1%，比上年提高0.5个百分点。2009年全省城镇居民人均可支配收入达到14006.27元，同比增长9.17%；城镇居民人均消费性支出为10914.44元，增长12.18%。农村居民人均纯收入达到5266元，增长6.8%；农村居民人均生活消费支出3902.90元，增长13.4%。面对世界经济大调整的新格局，中国经济正处在一个历史性重要关口。短期来看中国经济面临快速下滑的风险，长远来看当前的“危机”恰恰为中国经济提升上新的台阶创造了良好的机遇。吉林省当前面临的问题和挑战是：吉林经济发展不仅要面对结构调整和周期性波动的压力，还要应对国际经济金融的不确定性；城乡居民收入增长趋缓和消费预期降低，特别是农村消费未能有效激活，制约着消费对经济的拉动；政府投资尚未有效带动社会投资的跟进，节能减排又对投资方向和投资结构提出了更高的要求；产业升级尚未取得突破性进展，服务业对经济的拉动作用亟待增强。本文通过研究1978至2009年吉林省GDP影响因素，正确认识各因素对吉林省地区生产总值的影响程度，为提高吉林省经济水平提供有益参考。二、地区生产总值（GDP）的理论背景GDP指一个国家（或地区）所有常住单位在一定时期内生产活动的最终成果。在现实生活中，产品和劳务的最后使用，主要是居民消费、企业投资、政府购买和出口。因此，用支出法核算GDP，从最终使用的角度反映一个国家(或地区)一定时期内生产活动最终成果的一种方法，就是核算一个国家或地区在一定时期内居民消费、企业投资、政府购买和净出口这几方面支出的总和。针对2010年宏观经济可能出现的走势，吉林省应积极制定各种可能的应对预案，增加资本形成总额，释放社会投资需求，刺激消费，增加净出口额，增强技术创新能力，支持一批有前景的中小型高科技企业进一步做大做强。以政府投资为引导，促进民间投资与消费信心，把握当前，谋求长远，促进经济较快发展。利用自身的优势，建设新型工业基地，集中力量建设汽车、化工、轨道客车、农产品加工、光电子、生物制药等产业基地，形成具有较高发展水平、较强市场竞争力和较大辐射带动力的现代产业体系，使吉林省具有比较优势的行走机械制造业、石油化工业、农产品加工业等在全国保持产业领先地位。从而，分别从居民消费、企业投资、政府购买和净出口这几方面来增加地区生产总值，促进经济长远发展。 三、模型的选择与建立该模型是研究1978年至2010年间，吉林省地区生产总值与其主要影响因素之间的定量关系。GDP用支出法核算，用公式表示为：GDP = CA + I + CB + X 式中：CA为消费、I为私人投资、 CB为政府支出、X为净出口额。 最终消费分为居民消费和政府消费。居民消费除了直接以货币形式购买货物和服务的消费外，还包括以其他方式获得的货物和服务的消费支出。1.居民消费（用字母C表示），包括购买冰箱、彩电、洗衣机、小汽车等耐用消费品的支出、服装、食品等非耐用消费品的支出以及用于医疗保健、旅游、理发等劳务的支出。建造住宅的支出不属于消费。2.企业投资（用字母I表示），是指增加或更新资本资产（包括厂房、机器设备、住宅及存货）的支出。投资包括固定资产投资和存货投资两大类。固定2.资产投资指新造厂房、购买新设备、建筑新住宅的投资。3.政府购买（用字母G来表示），是指各级政府购买物品和劳务的支出，它包括政府购买军火、军队和警察的服务、政府机关办公用品与办公设施、举办诸如道路等公共工程、开办学校等方面的支出。4.净出口（用字母X-M表示，X表示出口，M表示进口）是指进出口的差额。综合考虑，我们选择资本形成总额、社会消费品零售总额、进出口总额、居民消费、政府消费这5个因素作为解释变量。1.确定模型所包含的变量。被解释变量为全省生产总值，解释变量为吉林省资本形成总额、社会消费品零售总额、进出口总额、居民消费、政府消费共5个。2.确定模型的数学形式。我们将解释变量的数学形式确定为： Y=0+1X1+2X2+3X3+4X4+5X5+解释变量有5个，0为常数项，为随机误差项，描述变量外的其它因素对该模型的干扰。其中，Y吉林省地区生产总值（亿元）X1吉林省资本形成总额（亿元）X2吉林省社会消费品零售总额（亿元）X3吉林省进出口总额（亿元）X4吉林省居民消费（亿元）X5吉林省政府消费（亿元）四、数据来源与分析数据来源于吉林统计年鉴2010y数据来自吉林统计年鉴2010（电子版）表2-1x1数据来自吉林统计年鉴2010（电子版）表2-11x2数据来自吉林统计年鉴2010（电子版）表15-1x3数据来自吉林统计年鉴2010（电子版）表16-1 x4数据来自吉林统计年鉴2010（电子版）表2-11x5数据来自吉林统计年鉴2010（电子版）表2-11原始数据表：年份YX1X2X3X4X5全省生产总值（亿元）资本形成总额（亿元）社会消费品零售总额（亿元）进出口总额（亿元）居民消费（亿元）政府消费（亿元）197881.9832.838.560.637253.04.9197991.1226.745.30.968361.97.7198098.5929.052.831.602467.89.21981111.1628.059.263.009375.110.01982121.6735.767.023.417283.511.31983150.1438.675.544.283396.715.61984174.3957.291.47.5048111.819.91985200.4481.211217.6295120.524.51986227.1586.8127.8126.6855137.927.41987297.49111.9145.523.7981161.534.71988368.67134.6180.8126.3363203.538.91989391.65148.3198.335.1538223.343.71990425.28182.7198.9544.9821232.747.01991463.47193.1223.6971.6204255.952.61992558.06213.1261.47109.5985306.358.21993718.58287.1334.37259.2173364.971.21994937.73389.9407.6305.2216473.6104.019951137.23474.3494.82226.6997586.2117.219961346.79600.8571.03235.4918684.5126.919971464.34552.3636.39153.546772.8155.519981577.05613.9699.09136.8204777.1174.819991682.07658.7754.32183.5549783.0205.720001951.51686.6833.52211.4168845.1295.620012120.35791.0931.88259.3307906.7360.120022348.54898.51036.2306.8394977.5401.920032662.081062.91140.91510.86271115.7424.220043122.011347.91286.94562.24421244.8448.520053620.271872.11470.26526.85251407.9513.820064275.122874.31697.61617.9861552.9584.720075284.693880.02038.28752.33221819.8768.620086424.065415.32549.22926.52152075.7973.520097278.756074.52957.33802.46762304.01080.3散点图：1）、资本形成总额X1与GDP的关系： 2）、社会消费品零售总额与X2与GDP的关系： 3）、进出口总额X3与GDP的关系： 4)、居民消费X4与GDP的关系： 5）、政府消费X5与GDP的关系： 五、模型估计 统计分析表：X1X2X3X4X5Y Mean 933.7438 678.6956 229.8322 652.6125 225.3781 1616.013 Median 338.5000 370.9850 145.1832 419.2500 87.60000 828.1550 Maximum 6074.500 2957.330 926.5215 2304.000 1080.300 7278.750 Minimum 26.70000 38.56000 0.637200 53.00000 4.900000 81.98000 Std. Dev. 1525.325 760.2472 265.5926 631.7763 289.8127 1916.737 Skewness 2.307850 1.499358 1.181895 1.091118 1.580334 1.551655 Kurtosis 7.383085 4.570322 3.319081 3.279311 4.667120 4.621595 Jarque-Bera 54.02148 15.27761 7.585748 6.453561 17.02549 16.34681 Probability 0.000000 0.000481 0.022531 0.039685 0.000201 0.000282 Observations323232323232协方差:X1X2X3X4X5YX1 2253911. 1080311. 357085.1 862882.1 412640.0 2742235.X2 1080311. 559914.0 187759.0 461285.4 212423.5 1410420.X3 357085.1 187759.0 68335.07 156736.7 71217.88 474524.6X4 862882.1 461285.4 156736.7 386668.1 173771.7 1160186.X5 412640.0 212423.5 71217.88 173771.7 81366.65 535620.5Y 2742235. 1410420. 474524.6 1160186. 535620.5 3559074.相关分析表：X1X2X3X4X5YX1 1.000000 0.961656 0.909874 0.924302 0.963562 0.968206X2 0.961656 1.000000 0.959883 0.991379 0.995219 0.999124X3 0.909874 0.959883 1.000000 0.964228 0.955089 0.962207X4 0.924302 0.991379 0.964228 1.000000 0.979685 0.988985X5 0.963562 0.995219 0.955089 0.979685 1.000000 0.995326Y 0.968206 0.999124 0.962207 0.988985 0.995326 1.000000回归分析数据表：CX1X2X3X4X5R2F合格资本形成总额（亿元）社会消费品零售总额（亿元）进出口总额（亿元）居民消费（亿元）政府消费（亿元）五元-45.50045*0.278186*0.5083350.1496661.081977*1.403173*0.99961413477.27*四元-61.78329*0.215953*1.572997*0.300092*0.520362*0.99938911037.92*-37.881530.132860*2.042275*0.419232*0.2103210.9992458934.199*-47.23188*0.292491*0.3598871.216279*1.562354*0.99958916411.23*40.63896*0.322666*0.0874641.402206*1.875250*0.99957815992.15*-55.77333*2.673566*0.441447*-0.3948880.0598960.9986494991.310*三元-43.31054*0.136401*2.114290*0.422050*0.99923612206.76*-69.88213*0.232349*1.510378*0.680118*0.99927312835.28*-94.17171*0.462594*0.178629*1.8957440.9982155218.561*-56.53297*2.705086*0.446073*-0.407448*0.9986496898.891*-40.716170.119388*2.193638*0.2504220.9989889212.180*136.5652*0.188025*1.079964*4.683999*0.9937761490.301*-72.29070*2.161204*0.2924510.6845840.9984786123.149*-44.72901*0.323541*1.429334*1.889432*0.99956821605.83*-72.29070*2.161204*0.2924510.6845840.9984786123.149*-43.504030.1850420.991774*4.302745*0.9955082068.588*二元-47.21131*0.123502*2.280707*0.99897514131.91*200.9321*0.676883*3.407033*0.975786584.3213*-98.29143*0.466573*1.959271*0.9981737922.522*166.0082*0.1606565.768057*0.9918441763.319*-94.26797*2.421577*0.2905070.9983768913.276*-68.41792*2.741101*-0.2695960.9983848958.340*-71.81975*2.261454*0.6788350.9983498767.757*-311.4747*0.8832892.642425*0.979144680.7482*101.3952*0.951897*5.749633*0.9922021844.960*-46.933761.046980*4.346806*0.9954643182.095*一元479.9683*1.216656*0.937423449.4081*-93.61678*2.518994*0.99824817097.72*20.038266.944087*0.925842374.5426*-342.1298*3.000468*0.9780921339.336*132.3940*6.582801*0.9906743186.973*每个变量下的数值即为该变量的系数值，符号*表示该项系数值通过显著性水平为0.05的T检验；R2表示该模型的可决系数；F表示对应的模型整体的F检验值，若出现*号则表明通过了显著性水平为0.05的F检验；若是偏回归系数和方程整体都通过了各自的假设检验，则“是否合格”一栏中注上“”，若有任一项没有通过检验，则该栏用空格表示。（一）五元模型的检验与处理：1、方程的检验与处理（自相关、异方差、多重共线性）回归分析表：Dependent Variable: YMethod: Least SquaresDate: 11/20/10 Time: 21:52Sample: 1978 2009Included observations: 32VariableCoefficientStd. Errort-StatisticProb. C-45.5004513.84267-3.2869710.0029X10.2781860.0344948.0648630.0000X20.5083350.3253251.5625470.1303X30.1496660.1142671.3097940.2017X41.0819770.2168594.9893080.0000X51.4031730.3599143.8986380.0006R-squared0.999614 Mean dependent var1616.013Adjusted R-squared0.999540 S.D. dependent var1916.737S.E. of regression41.10301 Akaike info criterion10.43740Sum squared resid43925.90 Schwarz criterion10.71223Log likelihood-160.9984 F-statistic13477.27Durbin-Watson stat1.186506 Prob(F-statistic)0.000000（1）自相关检验在五元模型最小二乘估计的结果中，DW=1.186506，因为dl=1.111.1865061.82=du，所以，该模型不确定是否存在自相关，则认为存在自相关。（2）利用夸特法对五元模型进行异方差检验将Xi按升序排列，i=1，2，3，4，5；删掉排在中间的n/4个，即32/4个，删掉8个。将其余样本点划分为样本容量各为12个的两个子样本。分别用两个子样本做回归。求出大和小，并做F检验。结果如下表所示：异方差X1X2X3X4X5大e27696.1027696.10211950.967696.1027696.102小e2263.2120263.2120263.2120263.2120263.2120F29.2429.2445.4029.2429.24临界值4.284.284.284.284.28是否存在存在存在存在存在存在（3）处理自相关Dependent Variable: YMethod: Least SquaresDate: 11/27/10 Time: 09:45Sample(adjusted): 1979 2009Included observations: 31 after adjusting endpointsConvergence achieved after 17 iterationsVariableCoefficientStd. Errort-StatisticProb. C-127.292294.17793-1.3516130.1891X10.2242570.0700503.2013890.0038X20.7745080.2796322.7697370.0107X30.0424030.1190290.3562370.7248X41.2441560.2184715.6948440.0000X50.7681070.3626112.1182650.0447AR(1)0.8050680.1924944.1823110.0003R-squared0.999729 Mean dependent var1665.498Adjusted R-squared0.999661 S.D. dependent var1927.530S.E. of regression35.46650 Akaike info criterion10.17073Sum squared resid30188.94 Schwarz criterion10.49454Log likelihood-150.6464 F-statistic14764.48Durbin-Watson stat2.332366 Prob(F-statistic)0.000000Inverted AR Roots .81对模型做广义差分回归，得到AR(1)= 0.805068，经插分后得到新序列Y1、X11、X21、X31、X41、X51y1=y-0.805068*y(-1) x11=x1-0.805068*x1(-1) x21=x2-0.805068*x2(-1) x31=x3- 0.805068*x3(-1) x41=x4-0.805068*x4(-1) x51=x5-0.805068*x5(-1) c1=1- 0.805068用公式y1=y*(1-0.8050682)0.5 x11=x1*(1-0.8050682)0.5 x21=x2*(1-0.8050682)0.5 x31=x3*(1-0.8050682)0.5 x41=x4*(1-0.8050682)0.5 x51=x5*(1-0.8050682)0.5C1= (1-0.8050682)0.5补全数据，得：年份全省生产总值（亿元）截距项资本形成总额（亿元）社会消费品零售总额（亿元）进出口总额（亿元）居民消费（亿元）政府消费（亿元）obsY1C1X11X21X31X41X511978 48.62910 0.593183 19.45639 22.87312 0.377976 31.43867 2.9065941979 25.12053 0.194932 0.293770 14.25658 0.455311 19.23140 3.7551671980 25.23220 0.194932 7.504684 16.36042 0.822853 17.96629 3.0009761981 31.78835 0.194932 4.653028 16.72826 1.719259 20.51639 2.5933741982 32.17864 0.194932 13.15810 19.31167 0.994509 23.03939 3.2493201983 52.18738 0.194932 9.859072 21.58434 1.532222 29.47682 6.5027321984 53.51709 0.194932 26.12438 30.58516 4.056452 33.94992 7.3409391985 60.04419 0.194932 35.15011 38.41678 11.58763 30.49340 8.4791471986 65.78217 0.194932 21.42848 37.64238 12.49255 40.88931 7.6758341987 114.6188 0.194932 42.02010 42.60426 2.314458 50.48112 12.641141988 129.1703 0.194932 44.51289 63.67261 7.177211 73.48152 10.964141989 94.84558 0.194932 39.93785 52.73565 13.95129 59.46866 12.382851990 109.9751 0.194932 63.30842 39.30502 16.68090 52.92832 11.818531991 121.0907 0.194932 46.01408 63.52172 35.40675 68.56068 14.761801992 184.9351 0.194932 57.64137 81.38434 51.93921 100.2831 15.853421993 269.3038 0.194932 115.5400 123.8689 170.9831 118.3077 24.345041994 359.2242 0.194932 158.7650 138.4094 96.53405 179.8307 46.679161995 382.2936 0.194932 160.4040 166.6743-19.02444 204.9198 33.472931996 431.2425 0.194932 218.9562 172.6663 52.98313 212.5691 32.546031997 380.0825 0.194932 68.61515 176.6720-36.04091 221.7310 53.336871998 398.1567 0.194932 169.2609 186.7528 13.20543 154.9434 49.611931999 412.4375 0.194932 164.4688 191.5050 73.40517 157.3817 64.974112000 597.3293 0.194932 156.3017 226.2411 63.64262 214.7318 129.99752001 549.2517 0.194932 238.2403 260.8397 89.12580 226.3370 122.12192002 641.5141 0.194932 261.6912 285.9732 98.06055 247.5448 111.99502003 771.3456 0.194932 339.5464 306.6985 263.8361 328.7460 100.64322004 978.8546 0.194932 492.1932 368.4299 150.9650 346.5856 106.99022005 1106.840 0.194932 786.9488 434.1858 74.20769 405.7514 152.72702006 1360.556 0.194932 1367.132 513.9507 193.8339 419.4448 171.05612007 1842.928 0.194932 1565.993 671.5885 254.8114 569.6099 297.87672008 2169.525 0.194932 2291.636 908.2660 320.8429 610.6373 354.72472009 2106.945 0.194932 1714.815 905.0346 56.55479 632.9204 296.5663（4）检验自相关：Dependent Variable: Y1Method: Least SquaresDate: 11/25/10 Time: 12:14Sample: 1978 2009Included observations: 32VariableCoefficientStd. Errort-StatisticProb. C1-78.0434442.53649-1.8347410.0780X110.2369020.0469625.0445810.0000X210.7567260.2558682.9574850.0065X310.0280090.1135960.2465700.8072X411.1970480.2067195.7907020.0000X510.8083140.3501712.3083420.0292R-squared0.997191 Mean dependent var497.0920Adjusted R-squared0.996651 S.D. dependent var608.0200S.E. of regression35.18761 Akaike info criterion10.12663Sum squared resid32192.37 Schwarz criterion10.40145Log likelihood-156.0260 F-statistic1845.977Durbin-Watson stat2.274688 Prob(F-statistic)0.000000对新序列做回归分析，DW=2.274414，因为4-du =2.182.2744144，所以，该模型不确定是否存在自相关，则认为存在自相关。（5）检验异方差：异方差X11X21X31X41X51大e213723.9114264.7015961.1920005.3821841.21小e2337.1551291.0935246.8935291.0935203.9593F40.7050349.0038464.6480868.72493107.0861临界值4.284.284.284.284.28是否存在存在存在存在存在存在（6）处理异方差建立新序列，名称分别为Y2、X12、X22、X32、X42、X52。操作如下：令e=abs(resid),y2=y1/ec2=c1/ex12=x11/ex22=x21/ex32=x31/ex42=x41/ex52=x51/e年份截距项资本形成总额（亿元）社会消费品零售总额（亿元）进出口总额（亿元）居民消费（亿元）政府消费（亿元）全省生产总值（亿元）obsC2X12X22X32X42X52Y21978 0.017969 0.589380 0.692881 0.011450 0.952352 0.088048 1.4730911979 0.057219 0.086231 4.184789 0.133649 5.645068 1.102269 7.3737271980 0.083595 3.218339 7.016068 0.352876 7.704736 1.286951 10.820681981 0.029820 0.711801 2.559019 0.263005 3.138512 0.396724 4.8628491982 0.340435 22.97971 33.72649 1.736841 40.23670 5.674712 56.197761983 0.023926 1.210127 2.649315 0.188069 3.618057 0.798161 6.4056071984 0.026738 3.583425 4.195300 0.556415 4.656837 1.006941 7.3408241985 0.033487 6.038305 6.599474 1.990595 5.238346 1.456601 10.314771986 0.024164 2.656334 4.666254 1.548611 5.068752 0.951518 8.1545401987 0.011516 2.482520 2.517032 0.136737 2.982392 0.746830 6.7716041988 0.017146 3.915335 5.600616 0.631304 6.463403 0.964401 11.361761989 0.009329 1.911277 2.523732 0.667657 2.845949 0.592597 4.5389571990 0.027575 8.955548 5.560050 2.359664 7.487189 1.671838 15.556971991 0.011038 2.605581 3.596965 2.004933 3.882299 0.835898 6.8568511992 0.020725 6.128318 8.652625 5.522076 10.66190 1.685505 19.661941993 0.072817 43.16031 46.27160 63.87125 44.19419 9.094162 100.59921994 0.008255 6.723433 5.861407 4.088056 7.615530 1.976785 15.212551995 0.005071 4.172544 4.335651-0.494877 5.330521 0.870722 9.9444951996 0.010638 11.94949 9.423231 2.891544 11.60092 1.776193 23.534981997 0.003135 1.103529 2.841394-0.579641 3.566072 0.857810 6.1128191998 0.032466 28.19011 31.10335 2.199341 25.80555 8.262780 66.312301999 0.243109 205.1170 238.8352 91.54714 196.2783 81.03236 514.37082000 0.004824 3.868293 5.599216 1.575084 5.314373 3.217294 14.783242001 0.003169 3.873538 4.240981 1.449092 3.680003 1.985574 8.9302582002 0.017299 23.22393 25.37885 8.702437 21.96850 9.939057 56.931522003 0.023676 41.24124 37.25154 32.04548 39.92943 12.22410 93.687492004 0.002094 5.288085 3.958382 1.621956 3.723689 1.149494 10.516742005 0.046742 188.6998 104.1120 17.79401 97.29376 36.62189 265.40542006 0.011346 79.57276 29.91407 11.28194 24.41343 9.956175 79.190012007 0.003964 31.84220 13.65578 5.181220 11.58219 6.056891 37.473272008 0.002702 31.76569 12.59000 4.447389 8.464396 4.917044 30.07