统计研究 ›› 2011, Vol. 28 ›› Issue (5): 97-104.

• 论文 • 上一篇    下一篇

开放式样本综合指数的编制与调整

李腊生等   

  • 出版日期:2011-05-15 发布日期:2011-05-20

Establishment and Adjustment of Open Sample Composite Index

Li Lasheng et al   

  • Online:2011-05-15 Published:2011-05-20

摘要: 内容提要:随着我国以市场机制配置资源的基本经济制度不断强化,近来在我国社会经济生活中各种指数如雨后春笋遍地开花。在指数实践迅速推进的同时,指数理论的研究却显得明显有些滞后,尤其是开放式样本综合指数的相关问题更是被大家所忽略。本文结合上证综合指数失真的现实,从权数的选择、权数与市场重要程度一致性、动态基期基点选择等多角度对开放式样本综合指数的编制与样本量变动期的调整方案进行了探讨,提出了相应的系统解决方案,并利用该方案重新考察了2006年以后上证综合指数的运行状况。

关键词: 关键词:上证综合指数, 开放式样本综合指数, 权数, 动态固定基点基期

Abstract: Abstract: Along with our country’ basic economic system which the resources are disposed by the market mechanism strengthens unceasingly, so many indexes spring up in social economy life of our country recently. While index practice advances rapidly, the theory research actually appears obvious lagged, particularly, the related question about open sample composite index is neglected. Unifying the reality which the composite index distorts, this article discusses the establishment of open sample composite index and the change time's adjustment of sample size from multiple perspectives in choice of weight, uniformity of weight and market important degree, choice of dynamic base period and basic point, proposes the corresponding solutions, and inspects the trend of composite index since 2006.

Key words: Key words: Composite Index of Shanghai Stocks Market, Composite Index of Open Sample, Weight, Fixed Basic Point and Dynamic Base Period