實(shí)物資金流量表的預(yù)測方法研究

摘要： 資金流量表是國民經(jīng)濟(jì)核算體系中的重要組成部分.然而,由于在編制過程中需要采集大量的數(shù)據(jù),通常情況下,很多國家的資金流量表都會(huì)有較長時(shí)間的滯后.在編制實(shí)物資金流量表的延長表時(shí),已有方法通常是基于基期與預(yù)測期交易收支結(jié)構(gòu)保持不變的假定條件.然而,經(jīng)濟(jì)結(jié)構(gòu)發(fā)生顯著變化時(shí),該類方法就會(huì)失效.基于上述問題,研究弱化模型的假設(shè)條件,并提出了新的實(shí)物資金流量表預(yù)測方法(簡稱FPTF方法).根據(jù)表中元素必須滿足的約束條件,該方法通過建立數(shù)學(xué)模型解除約束,其次基于歷史數(shù)據(jù)的動(dòng)態(tài)趨勢,采用適當(dāng)?shù)臅r(shí)間序列分析方法來預(yù)測目標(biāo)年份的實(shí)物資金流量表.通過仿真分析,驗(yàn)證了所提方法的有效性和穩(wěn)定性.此外,基于中國1992年～2014年的實(shí)物資金流量表數(shù)據(jù)進(jìn)行實(shí)例分析,取得了滿意的分析結(jié)果.
Flow-of-funds( FOF) analysis is an important part of SNA( System of National Accounts). However,the collecting of a large amount of data causes the problem of long time lag for flow-of-funds table of physical transactions in many countries. The common methods used to update FOF tables were based on the assumption that transaction structures of the base and forecast periods remain constant. Yet this assumption does not always hold,especially in countries which experience significant changes in the economic structure. To solve this problem,a more flexible framework to forecast FOF table of physical transaction is proposed. Firstly,the elements in the physical transaction FOF table are divided into four categories. Secondly,based on the constraints that must be met by the elements in the table,the FOF table makes predictions in the target year by establishing a mathematical model to relieve the relevant constraints and by using the dynamic trend of historical data. The validity and stability of the proposed method are verified by a simulation experiment. Finally,the proposed method is applied to China's 1992-2014 FOF table and satisfactory results are achieved.