|
基于ARIMA模型的重庆GDP预测研究
|
Abstract:
对1978年至2021年重庆GDP数据,利用R软体建立ARIMA模型,对建立的模型进行优化评估,并用该模型预测重庆2017~2021年GDP数据,与真实数据进行比较,以确定模型预测的准确性。根据建立的时间序列分析得到最优模型为ARIMA(2, 2, 2),预测值与实际值的平均相对误差为1.36%,ARIMA模型很好地拟合了重庆GDP发展的趋势。可以利用ARIMA模型进行较准确的短期预测,为重庆经济的发展提供参考。
Based on the GDP data of Chongqing from 1978 to 2021, the ARIMA model was established by R software, and the model was optimized and evaluated. The model was used to predict the GDP data of Chongqing from 2017 to 2021, and compared with the real data to determine the accuracy of the model prediction. According to the established time series analysis, the optimal model is ARIMA(2, 2, 2), and the average relate error between the predicted value and the actual value is 1.36%. The ARIMA model fits the GDP development trend of Chongqing well. The ARIMA model can be used to make a more accurate short-term forecast and provide reference for the economic development of Chongqing.
[1] | Tsay, R.S. (2010) Analysis of Financial Time Series Second Edition. John Wiley & Sons, Inc., Hoboken, New Jersey, 58-61. https://doi.org/10.1002/9780470644560 |
[2] | 陈景祥. R软件应用统计方法[M]. 大连: 东北财经大学出版社, 2014: 558-572. |
[3] | 瞿海情, 何先平. 基于时间序列分析的湖北省GDP预测模型研究[J]. 湖北经济学院学报(人文社会科学版), 2021(9): 37-39. |