矿大)复合系统协调度模型及其应用

354Vol.35No.420067JournalofChinaUniversityofMining&TechnologyJul.2006:20051219:(05SJD630023);(287):(19622),,,,,.E2mail:[e-mail]:051825890306:100021964(2006)04205152061,2,1(1.,221008;2.,222005):,.,.,(DEA),.,19902003.:,0.5,.:;;;(DEA):N941;C931.1:AModelofCompositeSystemCoordinatingDegreeandItsApplicationFANHua1,2,TAOXue2yu1(1.SchoolofManagement,ChinaUniversityofMining&Technology,Xuzhou,Jiangsu221008,China;2.CenterofModernEducationTechnology,HuaihaiInstituteofTechnology,Lianyungang,Jiangsu222005,China)Abstract:Theconceptandconnotationofcoordinationandcoordinatingdegreewereexpoundedbasedonsystemstheory.Themethodofusingco2integrationanalysistechnicaltojudgealong2periodequilibriumrelationbetweensubsystemsoressentialfactorsofcompositesystemwasproposedinviewofthenon2stabilityofcompositesystemcomponnents.Onthebasisofthis,usingthemethodofdataenvelopmentanalysis(DEA)andtheideaofmembershipdegreeoffuzzymathematics,theevaluationmodelofcompositesystemwasproposed.Bytakingcom2positesystemofhighereducationandeconomicdevelopmentfrom1990to2003inChinaasacase,anempiricalanalysisofcoordinatingdegreewasresearchedusingthemodel.Theresultsshowthatthestatecoordinatingdegreeofcompositesystemhasundergoneagreatchange,thedynamiccoordinatingdegreeswingsnearby0.5andthedevelopmentofcompositesystemisbetweenbasiccoordinationandbasicun2coordination.Keywords:compositesystem;coordinatingdegree;co2integration;dataenvelopmentanalysis,.,,,,.35,.,,,,,,..,.,,.,,,.,,,.,,,,.,,.,,.,,,,,.11.1,,.[123],.(VectorAuto2Re2gressive,VAR),,,VAR.kVARYt=ki=1iYt-i+Ut=1Yt-1+2Yt-2++kYt-k+Ut,(1)UtD(0,),:Yt=(Y1,t,Y2,t,,YN,t)T;1,2,,k;Ut;.VAR,VAR,(VECM)Yt=1Yt-1+2Yt-2++k-1Yt-k+1+Yt-k+Ut,(2):(),,=1+2+3++k-I,:=T,,,,.k,Y.1.2,(DataEnvelopmentAnalysis,DEA),,.2,:S=f(s1,s2),f.n,DMUi(i=1,2,,n),mk.X=(x1,x2,,xm)T,Y=(y1,y2,,yk)T,,,:1s1,s2,DEAC2R[425],s1s2,DEA().2s2,s1,DEAC2R,s2s1DEA().3[6],,,.,()=,6154:/DEA.s1s21,s1,s2s1s2,1=.s1s22,s1s2s1,2=.1,22,11,2=min{1,2}max{1,2}.(3)(3),12,1,2,;,12,1,2,;1=2,1,2=1,.,t.t(,t)(3).(,t),t;(,t)=1,;q1(,t)1,;q2(,t)q1,;q3(,t)q2,;(,t)q3,.,q1=0.8,q2=0.5,q3=0.3.,DMUDMU.4.(1,t1),(2,t2),,(n,tn)[t1,tn],(1,,n;t1,,tn)=1tn-t1+1ni=1(i,ti),(4)[t0,tn],(t0,tn)(t0).tn1tn2,tn1tn2,(t0,tn1)(t0,tn2),,,.,,;,,.22.1,[729].,(y)(k)(e).19902003,1.1Fig.1Changetrendofdata2.1.1,,tI(t),.ADF,1.1ADFTable1ResultofADFunitroottestADF(c,t,d)DWy-1.291979(0,0,1)-1.630731.712371y-2.396300(0,0,1)-1.9755332.020914k-1.150497(c,t,1)-1.630732.116908k-2.727538(0,0,1)-1.9755332.226035e-0.618059(0,0,1)-1.630731.94684e-2.227203(0,0,1)-1.9755332.015624:1.ct,d;2.;3.Mackinnon;3,3310%,5%.715351,,.,,y,k,e.,.3,I(1).,,.2.1.2Johansen[2],maxy,k,e.y,k,eI(1),.Johansen,VAR.,VAR.(Eviews3.1)2,:y,k,e,.2JohansenTable2Resultofjohansenco2integratingteste0.739125r=0r=1120.7246420.04y0.318419r1r=24.6000886.65e0.947013r=0r=1235.3545320.04k0.241443r1r=23.0397116.65e0.891395r=0r=146.8885042.443y0.739101r1r=2120.2480625.323k0.290869r2r=34.12458412.253:r;35%,1%.2.1.3Granger[1],y,x,y,,xy,xy.,,16,AIC(),AIC,3.3Table3ResultofgrangercausalitytestFye23.895810.07291ey23.784100.07690ke22.856280.12389ek21.877560.22243yk21.575670.27228ky27.209700.01995:.3,ye;ky,yk;ke12.389%,ek22.243%.19902003,,,,.,,.,.2.2,2.2Fig.2Theevaluationindexofcompositesystemcoordinatingdegree,.,4,53().8154:4DEATable4DEAresultofinputofeconomicsubsystemindeandoutputofhighereducationsubsystemindexDMU/19901991199219931994199519961997199819992000200120022003s-100007.33002.20000000s-2002.444.290000000002.59s-300.061000000000004.59s+102.8218.7930.8727.500017.590000013s+203.72014.5837.170036.41000007.84s+301.627.4318.140005.37000000s+400000000000004.4610.210.8762.2301.381111.002111111.390DEA10.1010.2860.5520.544110.84111110.945DEATable5DEAresultofinputofhighereducationsubsystemindexandoutputofeconomicsubsystemindexDMU/19901991199219931994199519961997199819992000200120022003s+10000000003.3714.721.403.664.36s+2000000000.7011.417.841.223.285.09s+30000014.720000.586.670.938.3018.86s-10000010.345.1240000000s-2000000004.425.9320.70.28612.8823.64s-3000006.645.0430010.332.57012.7422.71s-400000011.59010.52002.14300111111.6421.10410.5810.6501.7960.5471.2422.115DEA111110.8190.50610.2290.270.5550.1030.2860.4673Fig.3Changetrendofcompositesystemcoordinatingdegree3,1990-2003.19901;1995,19970.8,;1993,1994,1996,20000.5,;20030.499,;1991,1992,1998,1999,2001,20020.3,.,1990-20033.1990-1995,,,,199019921992-1995;1996-1998,,,,199619971997-1998;3,1999-2003,,0.4942;20000.555,20010.103,,20030.499;,,,,,.:199020030.36a,0.56a,,,;0.5,.,,,.3,,,,DEA91535,.19902003,,,0.5,.,.,,,.,.,,.:[1]ENGLERF,GRANGERCWJ.Cointegrationanderrorcorrection:representation,estimationandtes2ting[J].Econometrica,1987,55:2512276.[2]JOHANSENS,JUSELIESK.Maximumlikelihoodestimationandinferenceoncointegrationwithapplica2tiontothedemandformoney[J].OxfordofBulletinEconomicsandStatistics,1990,52:1692210.[3]JOUHANSENS.Estimationandhypothesistestingofcointegrationvectorsingaussianvectorautoregres2sivemodels[J].Econometrica,1991,59:155121580.[4]CHARNESA,COOPERWW,RHODESE.Meas2uringtheefficiencyofdecisionmakingunits[J].Eu2