The subset threshold auto regressive (SSTAR) model, which is capable of reproducing the limit cycle behavior of nonlinear time series, is introduced. The algorithm for fitting the sampled data with SSTAR model is pr...The subset threshold auto regressive (SSTAR) model, which is capable of reproducing the limit cycle behavior of nonlinear time series, is introduced. The algorithm for fitting the sampled data with SSTAR model is proposed and applied to model and forecast power load. Numerical example verifies that desirable accuracy of short term load forecasting can be achieved by using the SSTAR model.展开更多
In recent decades, undesirable environmental changes, such as global warming and greenhouse gases emission, have raised worldwide concerns. In order to achieve higher growth rate, environmental problems emerged from e...In recent decades, undesirable environmental changes, such as global warming and greenhouse gases emission, have raised worldwide concerns. In order to achieve higher growth rate, environmental problems emerged from economic activities have turned into a controversial issue. The aim of this study is to investigate the effect of financial development on environmental quality in Iran. For this purpose, the statistical data over the period from 1970 to 2011 were used. Also by using the Auto Regression Model Distributed Lag （ARDL）, short-term and long-term relationships among the variables of model were estimated and analyzed. The results show that financial development accelerates the degradation of the environment; however, the increase in trade openness reduces the damage to environment in Iran. Error correction coefficient shows that in each period, 53% of imbalances would be justified and will approach their long-run procedure. Structural stability tests show that the estimated coefficients were stable over the period.展开更多
To reveal the quantitative relationship between research and development (R&D) investment and gross domestic product (GDP) in China, we have demonstrated and analyzed the relationship between R&D investment an...To reveal the quantitative relationship between research and development (R&D) investment and gross domestic product (GDP) in China, we have demonstrated and analyzed the relationship between R&D investment and science and technology (S&T) progress, and based on a mount of S&T statistical data, have proceeded demonstration research of the relationship between R&D investment and GDP in China with Solow and vector auto regression (VAR) models. Cubic curve fitting and cross-correlation analysis of them with SPSS have shown that there is a strong synchronic relationship between R&D investment and GDP.展开更多
With the high-speed development of economy in China, people require higher and higher quality of food, and accidents of food safety in recent years have been reported, causing the promotion of consumption demand on gr...With the high-speed development of economy in China, people require higher and higher quality of food, and accidents of food safety in recent years have been reported, causing the promotion of consumption demand on green food. The paper firstly investigates the current situation of green food industry at home and abroad, then focuses on the analysis of the demand of green food market. We study the balance between the green food and the per capita disposable income in short and long term, through vector auto regression model and co-integration analysis on the income elasticity of demand. The paper shows that, the relationship between green food consumption and per capita disposable income is "bullwhip effect", which means that the per capita disposable income have a significant role to the green food sales in the short term, but no stable co-integration relationship in the long term.展开更多
文摘The subset threshold auto regressive (SSTAR) model, which is capable of reproducing the limit cycle behavior of nonlinear time series, is introduced. The algorithm for fitting the sampled data with SSTAR model is proposed and applied to model and forecast power load. Numerical example verifies that desirable accuracy of short term load forecasting can be achieved by using the SSTAR model.
文摘In recent decades, undesirable environmental changes, such as global warming and greenhouse gases emission, have raised worldwide concerns. In order to achieve higher growth rate, environmental problems emerged from economic activities have turned into a controversial issue. The aim of this study is to investigate the effect of financial development on environmental quality in Iran. For this purpose, the statistical data over the period from 1970 to 2011 were used. Also by using the Auto Regression Model Distributed Lag （ARDL）, short-term and long-term relationships among the variables of model were estimated and analyzed. The results show that financial development accelerates the degradation of the environment; however, the increase in trade openness reduces the damage to environment in Iran. Error correction coefficient shows that in each period, 53% of imbalances would be justified and will approach their long-run procedure. Structural stability tests show that the estimated coefficients were stable over the period.
文摘To reveal the quantitative relationship between research and development (R&D) investment and gross domestic product (GDP) in China, we have demonstrated and analyzed the relationship between R&D investment and science and technology (S&T) progress, and based on a mount of S&T statistical data, have proceeded demonstration research of the relationship between R&D investment and GDP in China with Solow and vector auto regression (VAR) models. Cubic curve fitting and cross-correlation analysis of them with SPSS have shown that there is a strong synchronic relationship between R&D investment and GDP.
基金supported by Study on the relationship between low carbon development and ecological civilization construction in China (201209)
文摘With the high-speed development of economy in China, people require higher and higher quality of food, and accidents of food safety in recent years have been reported, causing the promotion of consumption demand on green food. The paper firstly investigates the current situation of green food industry at home and abroad, then focuses on the analysis of the demand of green food market. We study the balance between the green food and the per capita disposable income in short and long term, through vector auto regression model and co-integration analysis on the income elasticity of demand. The paper shows that, the relationship between green food consumption and per capita disposable income is "bullwhip effect", which means that the per capita disposable income have a significant role to the green food sales in the short term, but no stable co-integration relationship in the long term.
