Position: Home > Articles > Study on Time Series Analysis Model and Its Application in GDP Forecasting
Journal of Anhui Agricultural Sciences
2011,39
(20)
12449-12451
时间序列分析模型及其在GDP预测中的应用研究
作 者：
李晴;杨春
单 位：
广西地质矿产勘查开发局;中国地质大学武汉经济管理学院
关键词：
博克斯-詹金斯模型;ARIMA;时间序列分析;GDP预测;ADF单位根检验
摘 要：
分析了时间序列模型中求和自回归移动平均模型ARIMA(p,d,q)的建模过程,依据1970~2008年广西南宁市GDP数据,建立了ARIMA(1,1,0)模型,并结合Eviews 5.0统计软件实现对模型的检验,结果显示,模型具有较好的预测效果和现实意义,可为南宁市制定经济发展目标提供决策参考。
译 名：
Study on Time Series Analysis Model and Its Application in GDP Forecasting
作 者：
LI Qing et al(School of Economics & Management,China University of Geosciences,Wuhan,Hubei 430074)
关键词：
Box-Jenkins model;ARIMA;Time series analysis;GDP forecast;ADF unit root test
摘 要：
With an analysis of the modeling process of Autoregressive Integrated Moving Average model(ARIMA)(p,d,q) of time series model,the ARIMA(1,1,0) model was established according to GDP data of Nanning in Guangxi Province,and tests this model with the Eviews 5.0 statistical software.The examination results indicated that the model has good predictive values and clear practical significance,thus providing decision support for the establishment of economic development goals of Nanning.
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