福建省城镇居民消费性支出与可支配收入的多元回归分析
Multiple Regression Analysis on Consumption Expenditure and Disposable Income of Urban Residents in Fujian

随着国家经济迅速发展，居民消费性支出作为衡量人民生活水平的重要标准呈现逐步递增的趋势。本文选取2003年~2021年福建省城镇居民消费性支出和可支配收入的相关数据，建立多元线性回归分析模型。对消费性支出、可支配收入和商品零售价格指数之间的关系采用协整检验进行分析，表明可支配收入和商品零售价格指数与消费性支出之间存在长期均衡关系。同时注意到商品零售价格指数和城镇居民平均消费倾向有可能交互作用于城镇居民人均消费性支出，并不是单纯地分别起作用于城镇居民人均消费性支出，我们对模型做了进一步修正，得到含交互项的多元回归模型。并通过残差比较分析发现含交互项的模型更符合实际。
With the rapid development of economy, the consumption expenditure as an important standard to measure living standard of people is gradually increasing. By selecting the relevant data of con-sumption expenditure and disposable income of urban residents in Fujian from 2003 to 2021, we build a multiple regression model. The cointegration test is used to analyze the relationship among the consumer expenditure, the disposable income and the retail price index, which indicates that there exists a long-term equilibrium relationship among them. Noting that the retail price index and the average propensity to consume of urban residents may interact with each other on the consumption expenditure, rather than simply acting separately on it, we further modify the model and build a multiple regression model with interaction term. Then the residual analysis shows that the model with interaction term is more consistent with the reality.