摘要
时间序列分析在经济运用中作用十分明显。利用1980～2003年国内生产总值的相关资料,运用时间序列分析,应用SAS软件对经济增长时间序列进行模型识别、拟合、估计和预测,预测结果较为满意。而改革开放以来,投资在经济增长中的作用越来越明显,在对经济增长序列进行时间序列分析的同时,也结合回归分析建立经济增长和投资的回归-时间序列组合模型来进行分析。
For many economic variables are appeared in the form of a time series, a time series analysis plays an important part in the economic analysis. The paper based on the data of GDP of china in1980-2003, using the SAS software, conducts a research on economic growth in China by means of a time series analysis which including modeling identify, estimate and forecast. The model we made seems good and forecast is satisfied. This paper also conducts a regression-time series combined model with economic growth and investment.
出处
《价值工程》
2007年第7期13-16,共4页
Value Engineering
关键词
经济增长
投资
时间序列分析
回归-序列组合模型
economic growth
investment
a time series analysis
regression-time series combined model
