辽宁省电力景气先行指数与用电需求相关性研究

Study on Correlation between Electric Power Boom Index and Electricity Demand in Liaoning Province

摘要: 为检验辽宁省电力景气先行指数是否对其用电需求具有预测作用，能否达到实现从经济看电力的功能。本文首先以X-12-ARIMA季节调整法作为景气指标数据处理方法，并以时差相关分析法划分辽宁省电力景气指标，而后采用基于主成分分析法的合成指数方法编制辽宁省电力景气先行指数，并分析其波动情况。在此基础之上，将辽宁省电力景气先行指数与辽宁省全社会用电量进行相关性分析，通过构建向量自回归(VAR)模型、脉冲响应函数以及方差分解等方法检验电力景气先行指数与辽宁全社会用电量之间的相关性。检验结果表明，辽宁省电力景气先行指数是辽宁省全社会用电量的格兰杰原因，并且二者之间存在稳定关系，即电力景气先行指数可以起到预测辽宁省未来电力需求总体状况的作用。

Abstract: In order to test whether the Liaoning Province Power Climate Pioneer Index has a predictive effect on its electricity demand and whether it can achieve the function of realizing electricity from the economy, in this paper, the X-12-ARIMA seasonal adjustment method is firstly used as the data processing method for the prosperity index, and the power climate index of Liaoning Province is divided by the time difference correlation analysis method. Then the synthetic index method based on principal component analysis is used to compile the Liaoning Province power boom index. And its fluctuations are analyzed. On this basis, the correlation between Liaoning Province's power boom index and Liaoning’s total social power consumption is analyzed, the correlation between the electric power boom leading index and the electricity consumption of the whole society in Liaoning Province is tested by constructing the vector autoregressive (VAR) model, impulse response function and variance decomposition. The test results show that the Liaoning Power Boom Pioneer Index is the Granger cause of the whole society’s electricity consumption in Liaoning Province, and there is a stable relationship between the two. That is, the power boom leading index can play a role in predicting the overall situation of future power demand in Liaoning Province.