我国GDP时间序列模型的建立与实证分析

The Establishment and Analysis of the Time Series Model of China's GDP

GDP的增长具有内在的规律性，本文以我国1954-2004年GDP的时间数据资料为依据，采用B—J方法，建立ARIMA模型，以揭示我国GDIP增长变化的规律性，并对回归结果进行实证分析，由此对我国GDP增长情况做出分析。

The growth of GDP has inner regularity . This paper is based on the time series data of China＇ s GDP from 1954 to 2004, adopting B-J method, and then establishing the ARIMA model to reveal the regularity of China＇s GDP growth. At last,the time series model is regressively estimated and testified. From this,the positive analysis of China＇s GDP growth is given.