基于时间序列模型的gdp
预测
This manuscript was revid by JIEK MA on December 15th, 2012.
基于时间序列模型的GDP预测
摘要
七夕伤感文章国内生产总值(GDP)皮肤护理是现代国民经济核算体系的核心指标，是衡量一个国家综合国 力的重要指标。国内生产总值(Gross Domestic Product)是指在一定时期内(一个季度 或一年)，一个国家或地区的经济中所生产出的全部最终产品和劳务的价值，它反映国 家和地区的经济发展及人民生活水平，常被公认为衡量国家经济状况的最佳指标。这个 指标把国民经济全部活动的产出成果概括在一个极为简明的统计数字之中，为评价和衡 量国家经济状况、经济增长趋势及社会财富的经济表现提供了一个最为综合的尺度。可 以说，它是影响经济生活乃至社会生活的最重要的经济指标。对其进行分析及时准确的 预测具有重要的理论与现实意义。
时间序列是指同一空间、不同时间某一现象的统计指标数值按时间先后顺序形成 的一组动态
序列。时间序列预测方法则是通过时间序列的历史数据揭示现象随时间变化 的规律，将这种规律延伸到未来，从而对该现象的未来做出预测。传统的时间序列分析 方法在经济中的应用，主要是确定性的时间序列分析方法，包括指数平滑法、移动平均 法、时间序列的分解等等。随着社会的发展，许多不确定因素在经济生活中的影响越来 越大，必须引起人们的重视。1970年，Box和Jenkins提出了以随机理论为基础的时间 序列分析方法，使时间序列分析理论上升到了一个新的高度，预测的精度大大提高。时 间序列分析的基本模型有：模型和模型。
本文基于时间序列理论，以我国1978年至2007年三十年的国内生产总值为基 础，对数据进行平稳化处理、模型识别、参数佔汁，建立时间序列模型，并对模型进行 检验，确定较适合模型为自回归移动平均模型AR/MA(1,2,2)吉林省有多少人口。利用A/?/MA(l,2,2)模型 对我国2006—2007年GDP作出预测并与实际值比较，结果表明相对误差均在3%新入职自我介绍简短之内， 预测模型良好，继续利用A/?/M4(l,2,2)模型对我国未来5年的国内生产总值做出预 测。
母亲的伟大关键词：时间序列，国内生产总值，模型，模型
Time Series Model for Forecasting GDP
ABSTRACT
Gross domestic product (GDP) is the modern heart of the System of National Accounts indicators,is a measure of a country an important indicator of overall national is defined as a certain period of time (one quarter or year),a country or region^ s economy in the production of all final goods and rvices of value,it reflects the national and regional economic development and people's living standards,a measure of a nation is often regarded as the best indicator of economic indicator in all the activities of the national economy, s output resuIts in a very conci summary of the statistics, and to evaluate and measure the national economic situation, economic growth trends and the economic performance of the wealth of society provides a most comprehensive scale,it can be said It is the impact of economic life and social life as well as the most important economic indicators・ Analysis of timely and accurate forecasts of great theoretical and practical significance・
秋天是什么
Time ries refers to the same space at different times of the statistical indicators of a ph
enomenon of the time quence of values formed by a group of dynamic predicting way of time ries is achieved by exploring the laws that phenomenal change with time, in the historical statistics of time ries extend the laws to the future so as to predict the future of a traditional analytical method of time ries analysis applied in economy is mainly the analytical method of time ries in a fixed time, such as Exponential Smoothing method, Moving Average method, Decomposition of the time ries and so the development of society, many uncertain elements impo influences on economy, which should be attached importance to 1970,Box and Jenkins propod an analytical method of time ries bad on random theory which not only takes the theory of time ries analysis to a new level but also promotes the preciness of basic analytical models of time ries are ARMA model and ARIMA化学版青花瓷 mode 1.
坚持的力量作文Bad on time ries theory to China from 1978 to 2007 the gross domestic product of three decades, bad on the smooth of the data processing, model identification, parameter estimation, establish a time ries model, and model testing, to determine more suitable model for autoregressive moving average model ARIMA(\,2,2)・ Model of
China's GDP forecast for 2006-2007 and compared with the actual values, results showed that the relative error of 3%, the prediction model a good model to continue to forecast the gross domestic product of China in the next 5 years・ KEY WORDS：Time ries, Gross domestic product, ARMA model, ARIMA model
