ARIMAX模型方法及其应用——重庆城市居民可支配收入与消费支出

ARIMAX Model of Urban Residents' Disposable Income and Consumption Expenditures of Chongqing and Its Application

可支配收入是影响消费支出的重要因素,主要讨论ARIMAX模型及其在人均可支配收入与消费支出关系上的应用.首先将重庆人均可支配收入和消费支出取对数并且作一阶和二阶差分序列画图,结合单位根检验来判断其平稳性,并且进行协整检验;其次,用最小二乘法估计参数建立了反应重庆城市居民可支配收入与消费支出的ARIMAX模型,并用重庆城市居民人均消费支出和拟合值的拟合图与其相对误差百分比不超过9.3%来表明ARIMAX模型用于研究居民消费效果比较理想.

Disposable income is an important factor influencing consumption expenditures.This paper mainly discusses ARIMAX model and its application in the relation between disposable income per capita and consumption expenditures.Firstly the log of disposable income and consumption expenditures of Chongqing is taken and the firstorder difference and second-order difference sequence are drawn.The stability is judged by unit root test and is tested by co-integration test.Secondly,the ARIMAX model reflecting urban residents＇ disposable income and consumption expenditures of Chongqing is set up by least square estimate,the ARIMAX model shows good performance in research on residents＇ consumption effect by the fitting chart of urban residents＇ consumption expenditures of Chongqing and the fitted values and the mean absolute percentage error is no more than 9.3%.