GDP的时间序列模型的建立及应用——以兰州市为例 |
| |
引用本文: | 金鑫,王蕾,高峰,张恒. GDP的时间序列模型的建立及应用——以兰州市为例[J]. 常州工学院学报, 2011, 24(3): 67-71 |
| |
作者姓名: | 金鑫 王蕾 高峰 张恒 |
| |
作者单位: | 兰州交通大学数理与软件工程学院,甘肃兰州,730070 |
| |
摘 要: | GDP是人们了解和把握一个国家或地区宏观经济运行状况的有效途径。文章在介绍时间序列的基础上,利用Eviews统计软件及非参数统计方法,对兰州市1978--2010年的GDP数据进行实证分析,建立了ARIMA(1,1,4)模型。检验表明,该模型具有较好的预测效果,利用该模型对兰州市未来5年的GDP进行了预测。
|
关 键 词: | GDP 时间序列分析 ARIMA模型 非参数统计方法 预测 |
Time Series Model Constitution and Application of GDP --A Case Study of Lanzhou |
| |
Affiliation: | JIN Xin WANG Lei GAO Feng ZHANG Hen (School of Mathematics, Physics and Software Engineering, Lanzhou Jiaotong University, Lanzhou 730070) |
| |
Abstract: | GDP is an efficient tool for people to know and hold macroscopically economics status of a country or area. Based on the introduction time series model ,this paper gives an empirical analysis of the GDP data(1978--2010) of Lanzhou,by using Eviews ststistical software and nonparametric method in statistics. Based on this,the ARIMA(1,1,4) time series model is established,whose examination results indicate that it has a better forecast effect. And then, this paper uses it to forecast the GDP of Lanzhou in the next five years. |
| |
Keywords: | GDP time series analysis ARIMA model non-parametric method in statistics forecast |
本文献已被 维普 万方数据 等数据库收录! |
|