“修正的克强指数”与GDP增长率时间序列建模分析

The Time Series Modeling Analysis of GDP Growth Rate and Modified Keqiang Index——Based on the ARIMAX Model

本文基于2008～2011年的月度时间序列数据，建立了一元时间序列模型和二元时间序列的动态回归ARIMAX模型，运用ADF检验对各变量数据的平稳性进行检验，采用AIC、 SBC准则选择相对最优模型。结果表明，可引入“修正的克强指数”对GDP增长率进行二元时间序列分析，并且建立的ARIMAX模型优于一元时间序列模型。

On the basis of monthly time series data in 2008-2011 , this paper sets up a monadic time series model and dynamic regression model of binary time series, using the ADF test for data stationarity of each variable, where AIC and SBC are the standards to choose the optimal model.Empirical results indicate that the modified flex-ible index can be introduced to the GDP growth rate for binary time series analysis, and the hereby established ARIMAX model is better than monadic series model.