ARIMA模型在贵州省全社会固定资产投资预测中的应用

Application of ARIMA Model in Total Fixed Asset Investments Forecasting of Guizhou Province

采用1978—2008年贵州省全社会固定资产投资总额数据,运用自回归求积移动平均(ARIMA)模型,预测分析了未来几年内贵州省全社会固定资产投资增长情况。结果表明,ARIMA(4,1,3)能够提供较准确的预测,可以用作预测未来贵州省全社会固定资产投资变化趋势,为贵州省保持经济平稳快速增长所需全社会固定资产投资规模提供数据参考。

Based on the investment in fixed assets data of Guizhou Province from 1978 to 2008,the autoregressive moving average （ARIMA） model was introduced to forecast the increasing of the fixed investments of Guizhou Province.The result showed the forecast of ARIAM（4,1,3）model was exact,and it can be used to forecast and provide the reliable basis for investing in fixed assets of Guizhou Province.