基于ARIMA模型的云南省GDP的时间序列分析及预测

楚雄师范学院学报 ›› 2020, Vol. 35 ›› Issue (3): 26-32.

基于ARIMA模型的云南省GDP的时间序列分析及预测

郑伟, 张坤, 关南星

楚雄师范学院数学与统计学院,云南楚雄 675000

收稿日期:2019-12-16 出版日期:2020-05-20 发布日期:2020-12-28
作者简介:郑伟(1988-),男,硕士,楚雄师范学院数学与统计学院讲师,主要从事社会经济统计研究。E-mail:zw@cxtc.edu.cn
基金资助:
云南省应用基础研究计划项目(NO:2017FD150)

Time Series Analysis and Prediction of Yunnan GDP Based on the ARIMA Model

ZHENG Wei, ZHANG Kun, GUAN Nanxing

School of Mathematics and Statistics,Chuxiong Normal University,Chuxiong,Yunnan Province 675000

Received:2019-12-16 Online:2020-05-20 Published:2020-12-28

摘要/Abstract

摘要： 利用云南省1993—2017年生产总值的数据,运用序列图及自相关检验图对其进行平稳性检验,根据检验结果将非平稳的数据通过差分法将其平稳化,然后建立时间序列的ARIMA模型,并进行检验分析,最后根据模型结果对未来云南省近23年的地区GDP进行预测估计分析。结果表明,该模型能较好地预测云南省近23年的地区生产总值,且预测精度较高。

关键词: 地区GDP, 统计检验, 时间序列分析, ARIMA模型

Abstract: Using the data of Yunnan Province's GDP from 1993 to 2017,we use the sequence diagram and autocorrelation test diagram to test the stability of the data.According to the test results,we use the difference method to stabilize the non-stationary data.Then we establish the ARIMA model of time series before carrying out the test analysis.Finally,we forecast and estimate the regional GDP of Yunnan Province in the next 23 years according to the model result analysis.The results show that the model can predict the GDP of Yunnan Province in the next 23 years at a higher accuracy.

Key words: regional GDP, statistical test, time series analysis, ARIMA model

中图分类号:

F127.74

郑伟, 张坤, 关南星. 基于ARIMA模型的云南省GDP的时间序列分析及预测[J]. 楚雄师范学院学报, 2020, 35(3): 26-32.

ZHENG Wei, ZHANG Kun, GUAN Nanxing. Time Series Analysis and Prediction of Yunnan GDP Based on the ARIMA Model[J]. Journal of Chuxiong Normal University, 2020, 35(3): 26-32.

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