ARIMA模型在我国GDP预测中的应用

On the Application of ARIMA Model in Predicting the GDP of China

该文对我国1978-2013年的GDP数据进行了分析,建立了ARIMA模型,对我国GDP时间序列数据进行了模拟。通过对GDP数据的平稳性检验、模型参数识别与检验,建立了ARIMA(2,1,6)模型,结果显示该模型的预测误差较小,能够较好地预测我国的GDP,最后使用ARIMA模型对我国2007-2013年的GDP总量进行了拟合,以期为我国经济发展的战略规划和决策提供参考和依据。

This paper analyzes the GDP data from 1978 to 2013 of China, setting up an ARIMA model and simulating the GDP time series data. Through the stability analysis and model parameter identification, an ARIMA（2, 1, 6） model is established. The results show that the prediction errors are less, it can predict the GDP of China. Finally, we use the ARIMA model to conduct the fitting of the GDP data of China from 2007 to 2013,so as to provide references and evidence for strategic planning and decision making in economic development of our country.