时间序列分析在我国财政收入预测中的应用

The Application of Time Series Analysis in Forecasting of Our Country's Financial Revenue

介绍求和自回归移动平均模型ARIMA(p,d,q)的建模方法及SAS实现.将ARIMA模型应用于我国财政收入的分析与预测,结果表明ARIMA是一种短期预测精度较高的预测模型.

This paper introduced the method of building autoregressive integrated moving average ARIMA （p, d,q） and SAS realizing and the result showed that ARIMA, applyed ARIMA model to analying and forecas- ting of our country＇ s financial revenue, it is a model of high prediction precision for short - term time series.