GDP的时间序列模型的建立及应用——以兰州市为例

Time Series Model Constitution and Application of GDP——A Case Study of Lanzhou

GDP是人们了解和把握一个国家或地区宏观经济运行状况的有效途径。文章在介绍时间序列的基础上,利用Eviews统计软件及非参数统计方法,对兰州市1978—2010年的GDP数据进行实证分析,建立了ARIMA(11,4,)模型。检验表明,该模型具有较好的预测效果,利用该模型对兰州市未来5年的GDP进行了预测。

GDP is an efficient tool for people to know and hold macroscopically economics status of a country or area. Based on the introduction time series model ,this paper gives an empirical analysis of the GDP data（1978--2010） of Lanzhou,by using Eviews ststistical software and nonparametric method in statistics. Based on this,the ARIMA（1,1,4） time series model is established,whose examination results indicate that it has a better forecast effect. And then, this paper uses it to forecast the GDP of Lanzhou in the next five years.