中国人均GDP的时间序列模型的建立与分析

The Establishment and Analysis of the Time Series Modelof China's GDP Per Capita

综合运用了判别时间序列平稳性的方法 ,建立了中国人均GDP的时间序列模型为了消除虚假回归 ,利用单位根方法检验了时间序列的单整阶数 ;在判别差分序列的平稳性之后 ,利用自相关函数图和偏相关函数图判别了时间序列模型的自回归阶数(AR(p))和移动平均阶数(MA(q)) ;然后利用TSP软件用OLS法对时间序列模型的回归参数进行了估计与显著性检验 ,并对通过检验的回归结果进行了分析。

Established time series model of Chin's GDP per capita using comprehensively the method of judging the stationary time series process In order to eliminating the dummy regression, the approach of unit root was adopted to test the integrated order After the stationary of difference series was identified,the autoregressive process of order p(AR(p)) andmoving average process of order q(MA(q)) was identified through autocorrelation and partial autocorrelation functions graph At last, the regressive parameters of time series model was estimated and testified using TSP software by OLS approach, and the regressive results tested was analysed