摘要
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支出的分析与预测,结果表明ARIMA是一种短期预测精度较高的预测模型。
This paper explains how to make a model of autoregressive integrated moving average, ARIMA (p, d,q) and how to regress it by SAS. We use the model to analyse and forecast the fiscal expenditure, and we get a result that the ARIMA is a forecasting model which is precise for short term forecasting.
出处
《福建教育学院学报》
2009年第5期43-46,共4页
Journal of Fujian Institute of Education