景气预测模型应用研究

Applied Research on Business Forecast Model

将企业景气调查数据与传统统计数据相结合,综合利用这两类数据建立景气预测模型。首先分别建立景气预测的ARCH模型和GMDH自回归模型,然后构建了ARCH-GMDH组合预测模型。实证分析表明,与单一使用传统统计数据或企业景气调查数据建立的景气预测模型相比,综合利用两类数据建立的模型预测精度大大提高,从而为景气预测提供了一种新的思路。

The paper unifies the enterprise booming investigation data and the tradition statistical data, comprehensively utilizes the two class data according to establishment booming forecast model. Firstly, the authors separately establish the ARCH model of business forecast and GMDH auto regression model, then construct ARCH-GMDH combination forecast model. The real diagnosis analysis indicates that, compared with the sole use tradition statistical data or the enterprise business investigation data establishment business forecast model, the comprehensive utilization two class numbers according to the establishment model forecast the precision enhances greatly, thus has provided a kind of new mentality for the booming forecast.