湖北省粮油工业利润的时序分析

THE SEQUENCE ANALYSIS OF THE PROFIT OF THE GRAIN AND VEGETABLE OIL INDUSTRY IN HUBEIPROVINCE

本文将采用随机时间序列模型——自回归模型AR(P)去研究湖北省粮油工业生产利润值序列{y_t},t=1(1970),…,21(1990)。分四个步骤进行:(1)识别模型,检验序列{y_t)的平稳性,并用偏自相关系数(?)确定模型阶数P;(2)估计,求模型参数的OLS估计值;(3)检验,用模型的残值ε_k的自相关系数r_k检验模型;(4)预测,根据所得到的AR(1)模型预测未来期粮油工业利用值。

In the article , we shall apply the stochastic time sequential models-the auto-regressive models AR(p) to researching into the profit value sequences of Hubei provincial grain and vegetable oil industry {yt} ,t=1(1970) ,…,21(1990), And the previous behavior is according to the following four steps: (1)Discerning the models, testing the stability of the sequence {yt} and applying the partial autocorre lation coefficent φp to determining the order P of the model. (2)Estimation, finding the OLS estimate values of the parameters of the model. (3)Test,applying the autocorrelation coefficients rh of the residuals εk of the model to testing the model. (4) Forecasting,applying the obtained model AR(1) to forecasting the future profit value of grain and vegetable oil industry.