The Analysis of Manufacturing PMI Potential Trends of the US, EU, Japan and China | Zendy

Dan Zhang | Zendy; Min Xiao | Zendy; Xiaopeng Yang | Zendy; Yue He | Zendy

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The Analysis of Manufacturing PMI Potential Trends of the US, EU, Japan and China

Author(s) -

Dan Zhang,

Min Xiao,

Xiaopeng Yang,

Yue He

Publication year - 2015

Publication title -

procedia computer science

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.334

H-Index - 76

ISSN - 1877-0509

DOI - 10.1016/j.procs.2015.07.006

Subject(s) - china , computer science , kalman filter , signal (programming language) , state space representation , empirical research , filter (signal processing) , econometrics , algorithm , statistics , political science , mathematics , artificial intelligence , law , computer vision , programming language

In this paper we establish state space equation and combine it with KALMAN filter algorithm to extract potential signal trends of the manufacturing PMI of the US, EU, Japan and China, furthermore doing time difference correlation analysis and T-test between the potential signals. Empirical analysis shows that Chinese manufacturing PMI takes precedence over the other three economic bodies by one month; potential signal development trends of manufacturing PMI of the US, EU and China are approximately same; however there is a significan difference between the potential signal trends of manufacturing PMI of the US and Japan

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