统计学导论

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统计学导论. 湖南大学 金融与统计学院. 第十章 对比分析与指数分析. 第一节 对比分析法 第二节 指数的概念和种类 第三节 综合指数 第四节 平均指数 第五节 指数体系与因素分析 第六节 几种常见的经济指数 (自学). 第一节 对比分析 (简单,实用). 一、对比分析的意义 二、常用的对比分析方法 三、应用对比分析方法的原则. 一、对比分析的意义. 对比分析: 根据现象之间的客观联系,将两个有关的统计指标进行对比来反映数量上的差异或变化。 对比分析是统计分析中最简单、最常用的一种基本方法。 对比分析有两类方法: 相减的方法 - PowerPoint PPT Presentation

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  • P260

  • 1%1%1

  • /

  • 1.P2602.P260

  • 60%50%-60%40%-50%20%-40%20%

  • %19952007200820021990

    Sheet1

    9-5

    19901995200020062007

    ()3566035520422205609459305

    ()3.503.233.132.952.91

    ()1.981.871.681.531.54

    (%)56.5757.8953.6751.8652.92

    () ()1.771.731.861.931.89

    ()1516.214279.026295.9112719.1914908.61

    1149.703390.214480.508766.9610234.76

    22.5072.62246.24809.56940.72

    15.6090.43128.38244.01348.53

    328.41725.761440.782898.663384.6

    #1510.164282.956279.9811759.4513785.81

    ()1278.893537.574998.008696.559997.47

    693.771771.991971.323111.923628.03

    170.90479.20500.46901.781042.00

    60.86283.76565.29904.19982.28

    108.45263.36374.49498.48601.80

    25.67110.11318.07620.54699.09

    40.51183.22426.951147.121357.41

    112.26331.01669.581203.031329.16

    66.57114.92171.83309.49357.70

    (=100)

    54.2550.0939.4435.7836.29

    13.3613.5510.0110.3710.42

    6.988.0211.3110.409.83

    10.147.447.495.736.02

    2.013.116.367.146.99

    1.205.188.5413.1913.58

    11.129.3613.4013.8313.29

    0.943.253.443.563.58

    1.9-17

    2.2002

    Sheet2

    198519901995200020052007

    52.2554.2550.0939.4436.6936.29

    14.5613.3613.5510.0110.0810.42

    4.796.988.0211.3110.189.83

    8.6010.147.447.495.626.02

    2.482.013.116.367.566.99

    2.141.205.188.5412.5513.58

    8.1711.129.3613.4013.8213.29

    7.020.943.253.443.503.58

    100.00100.00100.00100.00100.00100.00

  • %1978-19851996 9-1919902008 9-25

    Sheet1

    9-25

    %

    199019952000200520062007

    100.00100.00100.00100.00100.00100.00

    58.8058.6249.1345.4843.0243.08

    7.776.855.755.815.946.00

    17.3413.9115.4714.4916.5817.80

    5.295.234.524.364.474.63

    1.442.585.589.5910.2110.19

    5.377.8111.1811.5610.799.48

    3.253.245.246.586.776.52

    0.741.763.142.132.232.30

    199019952000200520062007

    100.00100.00100.00100.00100.00100.00

    41.5941.1036.1436.1134.5934.97

    11.7510.327.416.936.936.96

    21.6617.2017.9816.0418.1519.52

    8.207.925.795.205.225.37

    2.243.927.2511.4811.9511.87

    8.3611.9114.5313.8412.6311.05

    5.064.946.827.877.937.60

    1.132.684.082.542.602.67

    Sheet2

    9-25

    %

    197819801985199019952000200520062007

    100.00100.00100.00100.00100.00100.00100.00100.00100.00

    67.7161.7757.7958.8058.6249.1345.4843.0243.08

    12.7012.329.727.776.855.755.815.946.00

    10.3013.8518.2417.3413.9115.4714.4916.5817.80

    0.000.005.125.295.234.524.364.474.63

    9.2912.061.731.442.585.589.5910.2110.19

    0.000.003.925.377.8111.1811.5610.799.48

    0.000.002.413.253.245.246.586.776.52

    0.000.001.070.741.763.142.132.232.30

    199019952000200520062007

    100.00100.00100.00100.00100.00100.00

    41.5941.1036.1436.1134.5934.97

    11.7510.327.416.936.936.96

    21.6617.2017.9816.0418.1519.52

    8.207.925.795.205.225.37

    2.243.927.2511.4811.9511.87

    8.3611.9114.5313.8412.6311.05

    5.064.946.827.877.937.60

    1.132.684.082.542.602.67

  • 2007%20089-24

    Sheet1

    9-25

    %

    199019952000200520062007

    100.00100.00100.00100.00100.00100.00

    58.8058.6249.1345.4843.0243.08

    7.776.855.755.815.946.00

    17.3413.9115.4714.4916.5817.80

    5.295.234.524.364.474.63

    1.442.585.589.5910.2110.19

    5.377.8111.1811.5610.799.48

    3.253.245.246.586.776.52

    0.741.763.142.132.232.30

    199019952000200520062007

    100.00100.00100.00100.00100.00100.00

    41.5941.1036.1436.1134.5934.97

    11.7510.327.416.936.936.96

    21.6617.2017.9816.0418.1519.52

    8.207.925.795.205.225.37

    2.243.927.2511.4811.9511.87

    8.3611.9114.5313.8412.6311.05

    5.064.946.827.877.937.60

    1.132.684.082.542.602.67

    Sheet2

    100.00100.00100.00100.00100.00

    50.3747.8645.1542.6936.75

    6.005.916.026.026.03

    15.4315.8716.8717.5220.48

    4.024.214.554.805.00

    7.778.809.7010.4611.98

    7.838.368.969.6410.92

    6.746.906.566.496.24

    1.842.102.192.392.60

    1990199520002005

    100.00100.00100.00100.00

    41.5941.1036.1436.11

    11.7510.327.416.93

    21.6617.2017.9816.04

    8.207.925.795.20

    2.243.927.2511.48

    8.3611.9114.5313.84

    5.064.946.827.87

    1.132.684.082.54

  • .

  • 106.7410051.6348.37

  • 10-1 20041365159.5%207446.3%7238711.1%433848.3%

  • 10-1200415.20%, 53.02% 31.78 1: 3.49 : 2.0915.20% : 53.02% : 31.78 1: 1.76: 1.32

  • 1. 2. 100%100%

  • 3.

  • 4.

  • 5.

  • 10-2 200021205%10%52

  • 10-2 6%4.76%3.16

  • P2641. 2.

  • 3.P2654.GDPGDP

  • P33112-6CPIPPI

  • P2952

    3500

    2100

    1085

    798

    36500

    24500

    115200

    72000

    19600

    18000

    8450

    5900

  • 1

    /

    3500

    2100

    1.67

    1085

    798

    1.36

    36500

    24500

    1.49

    115200

    72000

    1.60

    19600

    18000

    1.09

    8450

    5900

    1.43

  • 2 78

    -

    31%

    =1085/3500

    38%

    =798/2100

    7

    17%

    =19600/115200

    25%

    =18000/72000

    8

  • 3 1.240.01

    -

    /

    10.43

    =36500/3500

    11.67

    =24500/2100

    1.24

    /

    0.23

    =8450/36500

    0.24

    =5900/24500

    0.01

  • Index2004130.1%113.3%

  • 1.P267

  • 2.3.

  • 1.

  • 2.

  • 3.

  • CPI

  • P270

  • 1.

  • 2.

  • 1.

  • q p (qp)=(q)(p)(qp)=(q)(p)(qp)=(q)(p) q p p q

  • 2.P272

  • 3.

  • I qp 0 1 m IqIp :m = 0,1,

  • E.Laspeyres1864 Iq Ip

  • 10-3 10-1

    (q0q1p0p12000215030334205308070800890180188

    q0 p0q1p1q1p0q0p16000070950645006600033600371004240029400144000167320160200150400237600275370267100245800

  • 10-3112.4212.42

  • 10-323.453.45

  • H.Paasche1874 Iq Ip

  • 10-4 10-1

    (q0q1p0p12000215030334205308070800890180188

    q0 p0q1p1q1p0q0p16000070950645006600033600371004240029400144000167320160200150400237600275370267100245800

  • 10-41 12.0312.03%

  • 10-4( )3.1 3.12

  • 1.

  • (2.

  • (

  • 3. 4.

  • 1.

  • 2. I. Fisher

  • 10-510-1

    %112.4158112.0301112.2197112.2228%103.4512103.0962103.2633103.2735

  • A.YaungpnP287-288

  • P2951

    400

    500

    500

    450

    1000

    1100

    800

    960

  • 12

  • 12

  • :

  • 1.

  • 2. (q0p0)(q1p1)w

  • q1/q0p1/p0(q0 p0)ww0w0=1,

  • 10-6 10-1

  • 10-6 1q1/q0107.5%126.19%111.25%

  • 10-6 2p1/p0110%87.5%104.44%

  • 10-6 10-310-6

  • w w=1100%

  • q1/q0 p1/p0(q1 p1)

  • 10-7 10-1

  • 10-7 1q1/q0107.5%126.19%111.25%2p1/p0110%87.5%104.44%

  • 10-710-410-7

  • : : WPI

  • 2004-2005 P2953

    %

    2004

    2005

    A

    160

    185

    10

    B

    120

    110

    -5

    C

    20

    22

    2

  • ===P281

  • 3%8% 108%103%=104.85%.= =

  • P273-27510-310-4

  • P282

  • 10-8 10-1

  • 10-8(2): = 275370 -237600 =37770() (1) : :

  • 10-8 (3):

  • 10-8(4) 37770()= 29500()+ 8270()115.9=112.42103.1 15.93777012.4212.42295003.13.18270

  • P2831.,

  • 2. =3.

  • W=abcd

  • 10-9 10-3

    (q0q1p0p1r0r1

    200021503033101142053080701513800890180188810

  • 10-9(2) (q)(p) (r)(1) = 2935950-2256000 = 679950()= 2562600-2256000 = 306600()

  • 10-9(3)= 2604560 2562600 = 41960() (4)= 2935950-2604560 = 331390()

  • 10-9(5)130.14%=113.59%101.64%112.72%679950() =306600+41960+331390() 30.14%67995013.59%3066001.64%4196012.72%331390

  • x f /f

  • x f/f f/f x P285

  • 1.

  • 2.[P285] x

  • 3. f/f

  • f /f x

  • 10-10 10-4

    / x0 x1 f0 f160665506005062250400

  • 10-10

  • 10-10(1):(2):= 64.4-56.875=7.525/

  • 10-10:= 64.4 - 56=8.4/(3)::= 56 - 56.875 = -0.875/

  • 10-10(4)113.23% = 115%98.46%7.525 = 8.4 +(- 0.875)/ ,13.23%,7.525/,15%8.4/1.54%0.875/

  • P2967P2968P2969

  • Pn

  • 195219571965197019801990

  • 1995

  • () q1 /q0 q0 p0

  • w=1

  • 1.

  • 2.

  • Consumer Price IndexCPI .1.

  • 2. 3.

  • 25160022614680

  • (Gt) =

    (Kt) = n

  • K,Wt-1 (It ,)

  • 10-1110-5P291

  • 10-11

    1000[102.01]101.5[103.54]487104.698.6103.14 1. 70[103.48]95.5[98.82] 1103.594.097.29 2[103.35]95.3[98.49]102.5104.2 3105.096.4101.22 4102.795.798.28 2. 11102.198.5100.57 16. 135101.9100.5102.4154101.498.7100.088798.396.594.865897.598.495.9445102.799.6102.296595.195.891.118999.5107.7107.16115102.0114.9117.20

  • 10-11110.4210.44 23

  • 100 1000

  • ()Standard & PoorsS&P5005001941-1943

  • ()Dow Jones Average

  • () 33701964731100

  • ()199012191001801803019961000

  • ()=100100100100A20021231=1000