ARIMA模型及其在时间序列分析中的应用

Application of the ARIMA model in time series analysis

ARIMA模型是一类精度较高的时间序列短期预测模型,借助于计量经济学软件Eviews5.0对吉林省1980~2005年的全社会固定资产投资总额数据,建立了ARIMA（3,1,2）模型,并对未来几年吉林省全社会固定资产投资进行了预测分析,很好的解决了非平稳时间序列的建模问题.

ARIMAmodel is a kind of time series prediction model which possesses high precision.Based on the econometrics software Eviwes5.0 and total social investment in fixed assets data of Jilin Province in 1980-2005,the economic model ARIMA（3,1,2） is established to perform the prediction analysis on the total social investment in fixed assets of Jilin Province in the future.It is a good solution to the modeling for non-stationary time series.