| 综合Winters模型和ARMA模型预测GDP |
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| 引用本文： | 陈美,王红芹,程铁信.综合Winters模型和ARMA模型预测GDP[J].天津工业大学学报,2007,26(5):83-85,88. |
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| 作者姓名： | 陈美 王红芹 程铁信 |
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| 作者单位： | 天津工业大学,管理学院,天津,300384 |
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| 摘 要： | 以广东省GDP的时间序列数据为依据，分别应用Winters模型和ARMA模型以及加权综合这两个模型的方法对其进行季度性GDP值的短期预测，通过比较由不同方法得出的预测结果的绝对百分误差的大小，选择出绝对百分误差最小的方法．
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| 关 键 词： | 时间序列 Winters模型 ARMA模型 |
| 文章编号： | 1671-024X（2007）04-0083-03 |
| 修稿时间： | 2007-01-30 |
Forecasting GDP with integrated Winters model and ARMA model |
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| CHEN Mei,WANG Hong-qin,CHENG Tie-xin.Forecasting GDP with integrated Winters model and ARMA model[J].Journal of Tianjin Polytechnic University,2007,26(5):83-85,88. |
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| Authors: | CHEN Mei WANG Hong-qin CHENG Tie-xin |
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| Affiliation: | School of Management, Tianjin Polytechnic University, Tianjin 300160, China |
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| Abstract: | Based on time series data of Guangdong GDP, Winters model, ARMA model and an integrated method which is combined by the two models are chosen to predict the seasonal GDP. By comparing the MPE of different methods, the method with least MPE is selected to forecast the GDP. |
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| Keywords: | GDP |
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