我国国际旅游外汇收入的时间序列预测模型

Model of time series predication for international tourist foreign exchange earnings in China

引进 Box-Jenkins的随机时间序列 ARMA(p,q) ,ARIMA(p,d,q)模型分析法 ,选取 1 978～ 1 998年我国国际旅游外汇收入资料 ,建立了旅游外汇收入的 ARIMA(2 ,3,0 )动态预测模型 ,并给出了 1 999～ 2 0 0 1年国际旅游外汇收入预测值 .与新获得的 1 999年实际数据比较 ,误差很小 ,表明结果是可信的 .

The analysis method of model random time series of Box JenkinsARMA( p,q ) and ARMIA( p,d,q ) is introduced for the predication . The predication model of ARIMA(2,3,0) about international tourist foreign exchange earnings is made according to the international tourist foreign exchange earnings datum from 1978 to 1998.The tourist foreign exchange earnings from 1999 to 2001 are predicted. Compared to the datum of 1999, error is more little, and the result is credible.