基于(残差)Auto-Regressive模型利用MATLAB解决经济非平稳时间序列的预测分析

Forecast Analysis of Non-stationary Time Series for Economic Model by MATLAB Based on Residual Auto-regressive Model

利用(残差)Auto—Regressive模型对我国1978年—2005年的GDP进行建模与预测,显示出该拟合模型优于ARIMA模型,并运行MATLAB软件,实现了建模仿真的全过程,显示了MATLAB的强大科学计算与可视化功能.

This paper applies the Auto-regressive model to the GDP value of our country from 1978 to 2005,which shows the model is better than the ARIMA model, by applying MATLAB software the process of the modeling.