He Zhanqiong, Sriboonchita Songsak, He Min
Lianhua Campus, Kunming University of Science and Technology, Kunming 650093, China.
ScientificWorldJournal. 2013;2013:381410. doi: 10.1155/2013/381410. Epub 2013 Mar 3.
To monitor and improve the urban air quality, the Chinese government has begun to make many efforts, and the interregional cooperation to cut and improve air quality has been required. In this paper, we focus on the seasonality of the first and second moments of the daily air pollution indexes (APIs) of 42 Chinese sample cities over 10 years, from June 5, 2000 to March 4, 2010, and investigate the dynamic correlation of air pollution indexes (APIs) between 42 Chinese cities and their corresponding regional and national levels; comparison with the model without seasonal consideration is made. By adopting a DCC-GARCH model that accounts for the seasonality, we found that (i) the transformed DCC-GARCH model including seasonality dummies improves the estimation result in this study; (ii) the seasonality feature of the second moment follows that of the first moment, with the condition mean and variance of the second and autumn significantly lower than spring, whereas that of winter is higher than spring; (iii) the correlation between local APIs and their corresponding regional and national levels is dynamic; (iv) comparing with the DCC-GARCH model estimation, the transformed model does not change the feature of the dynamic correlations very much.
为监测和改善城市空气质量，中国政府已开始做出诸多努力，并要求开展区域间合作以削减和改善空气质量。在本文中，我们聚焦于2000年6月5日至2010年3月4日这10年间中国42个样本城市每日空气污染指数（API）一阶矩和二阶矩的季节性特征，并研究中国42个城市的空气污染指数（API）与其相应区域及全国水平之间的动态相关性；同时与未考虑季节性的模型进行比较。通过采用考虑季节性的动态条件相关广义自回归条件异方差（DCC-GARCH）模型，我们发现：（i）包含季节性虚拟变量的变换后的DCC-GARCH模型改善了本研究中的估计结果；（ii）二阶矩的季节性特征与一阶矩一致，二阶矩的条件均值和方差在夏季和秋季显著低于春季，而冬季则高于春季；（iii）本地空气污染指数与其相应区域及全国水平之间的相关性是动态的；（iv）与DCC-GARCH模型估计结果相比，变换后的模型并未使动态相关性特征发生太大变化。
