基于分阶段ARMA模型的东莞市GDP数据分析与预测

The Analysis and Forecast of Dongguan’s GDP Based on Phased ARMA Model

依据我国改革开放进程分别对东莞市1978—2015年GDP数据和1992—2015年GDP数据建立了ARMA模型,两者对比,后者的模型形式简约且预测结果优于前者。对比两阶段数据的自相关系数显示,1978—2015年数据的各阶自相关系数大于1992—2015年数据的同阶自相关系数。

In this article,we construct two ARMA models,which use the GDP data of Dongguan from 1978 to 2015 and the GDP data from 1992 to 2015 respectively.This is based on the process of China's reform and opening up.Compared with the former,the latter model is more concise,and the prediction results are better than the former.Comparing the autocorrelation coefficients of the two-stage data shows that the same order autocorrelation coefficients of 1978-2015 data are greater than the same order of 1992-2015 data.