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本文基于2011年1月~2014年5月的百度煤矿安全事故搜索指数的周平均数据,采用GARCH类计量模型实证检验了煤矿安全事件的舆情演变特征。研究发现,煤矿安全事件舆情演变呈现出聚集性特征,存在ARCH效应即具有条件自回归特性。而且,TARCH(1,1)模型估计发现,煤矿安全事件舆情演变具有非对称性特征,好消息能降低煤矿安全事件舆情演变的波动性。
Based on the weekly average of Baidu coal mine safety accident search index from January 2011 to May 2014, this paper empirically tests the evolution of public opinion sentiment in coal mine safety events using GARCH model. The study finds that the evolvement of public opinion of coal mine safety events shows the characteristics of aggregation, and the ARCH effect has the condition of autoregressive property. Moreover, the estimation of TARCH (1,1) model finds that the evolution of public opinion in coal mine safety events is asymmetric, and the good news can reduce the volatility of public opinion in coal mine safety events.