山西省进出口贸易与经济增长:基于ARMA最优预测模型的实证分析

Shanxi International Trade and Economic Growth: Based on ARMA Optimal Predictive Model Empirical Analysis

从国民生产总值、进口贸易额和出口贸易额的角度,采用基于小样本的ARMA最优预测模型的建模方法,分析山西省经济增长与进出口贸易之间的关系。研究结果表明,在样本区间,山西省进出口贸易额与经济增长之间存在非对称、单向正相关关系。在经济面临下行风险的背景下,山西省应采取可行措施来提高进出口贸易能力,加快对外贸易结构调整,促进经济平稳增长。

Based on small samples of ARMA optimal prediction model,this paper analyses economic growth and the relationship between import and export trade in Shanxi Province respectively from the gross national product,import and export trade angle.Import and export trade and economic growth in Shanxi Province is asymmetrical,unidirectional positive correlation.The government of Shanxi province should take some feasible measures to improve the import and export trade,accelerate foreign trade structure adjustment,promote the economy grows smoothly.