河南经济增长预测

Prediction of Economic Growth in Henan Province

改革开放以来河南省历年实际GDP时间序列,服从单位根过程。综合采用Box-Jenkins基于相关图的分析方法和SC准则,进行模型定阶、识别和比选,最终建立了ARIMA(4,1,1)模型。诊断结果表明所选定模型的残差为白噪声。模型预测显示,未来3年内河南GDP增速将显著放缓。结合改革开放以来河南GDP呈现出的"台阶式"典型增长特征,初步判断自2009年开始进入第三个增长台阶的平台阶段。

Based on the actual GDP data of 1978 to 2009 from Henan statistics yearbook,the result indicates that the time series are submitted to the unit root procession.This paper takes advantage of difference method to satisfy with the nonstationary of time series,and the identification and order-determination of the model is on the basis of some formal statistical methods with regard to Box-Jenkins,such as correlogram-based method,SC,and so on.On the basis of generally comparing with a group of different parameters,it builds up the model of ARIMA（4,1,1）.Various test methods turn out to be that the selected model has the good performance.The result of prediction shows that the velocity of economic growth in Henan province will slow down evidently in the next 3 years.According to the typical characteristics of stepped growth curve,it can be concluded preliminarily that economic growth in Henan province has been steped into the terrace of stage 3.