国家财政对农业投入的分析与预测——基于状态空间模型的实证分析  

An Analysis and Forecast on the Agricultural Investment from National Finance——An Empirical Study Based on the State Space Model

作　　者：李时兴[1] 李兴绪[1] 

机构地区：[1]云南财经大学统计与信息学院

出　　处：《统计与信息论坛》2006年第6期70-75,共6页Journal of Statistics and Information

摘　　要：国家财政对农业的投入是影响农业发展的重要因素。收集了建国以来国家财政对农业投入的数据,分析构造出状态空间模型,应用卡尔曼滤波估计出状态向量,挖掘出隐藏在数据内部的变化特征,分析国家财政对农业投入的实际情况,并对未来几年的农业投入进行预测。Agricultural investment from the state finance is an important fator that affects the agricultural development. The authors of this article collect the data of agricultural investment from the state finance since the foundation of the state, build up a state space model, employ Kalman Filtering to estimate the state space vector, excavates the internal characteristic hiding in the data, analyszes the actual situation of agricultural investment from the state finance and predict the agricultural input in the following several years.

关 键 词：农业投入 ARIMA模型 状态空间模型 卡尔曼滤波 状态向量 

分 类 号：F224.0[经济管理—国民经济]