基于百度搜索数据的区域经济指标预测模型研究

Research on Forecast Model of Regional Economic Index Based on Baidu Search Data

以广西为例研究网络搜索数据能否优化仅使用政府统计指标的区域经济预测模型。将网络搜索数据纳入区域经济指标的实时预测体系,以工业总产值和居民消费价格指数作为预测基准指标,以若干个百度搜索指标、政府统计指标和它们的不同组合作为解释变量,利用广西2012年1月—2017年12月间的数据构建ARIMA和ARDL两个系列的5种不同模型进行实证研究。研究结果表明引入网络搜索数据的模型比仅使用政府统计指标的传统模型能够更及时更精确地进行区域经济预测预警分析。

Take Guangxi as an example to study whether online search data can optimize a regional economic forecast model that only uses government statistical indicators.Incorporate web search data into the real-time prediction system of regional economic indicators;The total industrial output value and the consumer price index are used as the forecast benchmark indicators,and several Baidu search indicators,government statistical indicators and their different combinations are used as explanatory variables.Using Guangxi data from January 2012 to December 2017,five different models of ARIMA and ARDL were constructed for empirical research.The research results show that the model that introduces network search data can perform regional economic forecast and early warning analysis more timely and accurately than the traditional model that only uses government statistical indicators.