ARIMA模型在河南全社会固定资产投资预测中的应用

The Application of ARIMA Model in the Estimation of Henan Social Fixed Assets Investment

采用求和自回归移动平均模型(ARIMA),对《新中国五十年统计资料汇编》及《2006年河南省统计年鉴》提供的河南省全社会固定资产投资额数据进行分析.结果显示,ARIMA(1,1,5)提供了较为准确的预测结果,此模型可为河南省全社会固定资产投资提供可靠的参考数据.

This article analyses the data of fixed assets investment furnished by the Henan statistics yearbook and new China about fifty years statistics complication with ARIMA model. The analysis shows that ARIMA （1, 1,5） provides comparatively precise estimation results,which can offer a reasonable basis for Henan social fixed assests investment.