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时间序列的预测方法有着广泛的应用背景,在解决经济发展,金融市场动态,气象预报和水文预报等领域的预测问题时,都可以利用时间序列的预测方法。结合黔西南的实际州情,本文采用EVIEWS统计软件及时间序列分析法对1978—2007年的黔西南州宏观经济数据进行了系统分析,构建了GDP序列的ARIMA模型,响应变量为GDP序列的ADL模型,对投资、消费对黔西南州经济增长的相互作用进行了实证研究,并预测黔西南州未来8年经济增长的变化趋势,相比之下组合模型在拟合和预测效果具有较高的可靠性、准确性和稳定性。通过对黔西南州的宏观经济动态模型ADL模型,我们掌握黔西南州的宏观经济系统的主要特征及其运行机制,GDP与投资、消费互相影响,互相促进;通过预测,我们了解和掌握了经济增长的变化趋势,能有效地对政策制定进行合理化建议。
The forecast method of time series has a wide range of application background. It can make use of the forecast method of time series when solving the forecast problems in the fields of economic development, financial market dynamics, meteorological forecasting and hydrological forecasting. Combined with the actual situation in southwestern Guizhou Province, this paper uses EVIEWS statistical software and time series analysis to systematically analyze the macroeconomic data of Qianxinan Prefecture from 1978 to 2007, builds the ARIMA model of GDP sequence, and ADL Model, this paper conducts an empirical study on the interaction between investment and consumption in the economic growth in Qianxinan Prefecture and predicts the trend of economic growth in Qianxinan Prefecture in the next 8 years. In contrast, the combination model has a higher fitting and forecasting effect Reliability, accuracy and stability. Through the ADL model of the macroeconomic model in Qianxinan Prefecture, we grasp the main features and operating mechanism of the macroeconomic system in Qianxinan Prefecture, which influence each other and promote each other. Through the prediction, we understand and master the economic The changing trend of growth can effectively rationalize policy formulation.