基于组合预测模型对安徽省GDP的预测研究

Prediction of GDP in Anhui Province Based on Combination Forecasting Model

基于1978—2018年安徽省GDP数据,首先建立ARIMA(0,1,1)模型和Holt-Winters无季节性模型,再通过B-G组合预测模型选择最优组合权重,最后建立组合预测模型(ARIMA-Holt-Winters无季节性模型)。通过比较ARIMA-Holt-Winter无季节性模型、ARIMA(0,1,1)模型和Holt-Winters模型的预测结果,发现ARIMA-Holt-Winters无季节性模型能够更加较为准确地描述安徽省GDP状况,能够得到较好的短期预测结果,为政府制定经济目标和实施相关经济政策提供参考。

Based on the GDP data of Anhui province from 1978 to 2018,the ARIMA(0,1,1)model and Holt-winters non-seasonal model were established,the optimal combination weight was selected through the B-G combination prediction model,and finally the combination prediction model(arima-holt-winters non-seasonal model)was established.By comparing the prediction results of arima-holt-winter non-seasonal model,ARIMA(0,1,1)model and holt-winters model,it is found that arima-holt-winters non-seasonal model can describe the GDP situation of Anhui province more accurately and obtain better short-term prediction results,which can provide references for the government to formulate economic goals and implement relevant economic policies.