ARIMA模型和指数平滑法在天水市GDP预测中的应用

The Application of ARIMA Model and Exponential Smoothing in Forecasting GDP of Tianshui

运用时间序列分析法,对天水市1998~2015年生产总值进行分析。通过对数据进行综合分析,建立ARIMA(1,2,1)模型。应用结合指数平滑法对2000~2006年的实际值与预测值进行比较,并对天水市未来7年的生产总值进行预测,结果表明:ARIMA模型拟合度较高,相对误差较小,能准确模拟并预测天水市生产总值的变化趋势,为天水市经济建设和城市规划提供理论依据。

In this paper, the method of time series is used to analyze the output value of Tianshui between the year of 1998 and 2015. First, the ARIMA（1,2,1）model is established by comprehensive analysis of the data by Eviews8.0. Second, combining with the exponential smoothing method, this paper compares the actual value and the forecast value from 2000 to 2006, and predicts the future GDP of Tianshui in the next 7 years. The results show that the ARIMA model has high fitting degree and relatively less error, which can accurately simulate and forecast the trend Of the GDP of Tianshui, pro viding the theoretical basis for economic construction and urban planning of Tianshui.