基于ARMA模型的上海经济增长预测与趋势分析  

Based on the ARMA Model Prediction and Trend Analysis of Shanghai Economic Growth

作　　者：王悦[1] 

机构地区：[1]上海金融学院统计系,上海201209

出　　处：《未来与发展》2012年第7期108-113,共6页Future and Development

基　　金：上海金融学院学生课外学术科技课题立项重点项目(项目编号:A2011808)

摘　　要：被喻为"东方之珠"的上海对于"长三角"乃至全国经济的发展有着举足轻重的作用,改革开放至今,无论是经济增长模式还是经济增长速度,上海的发展都实现了质的飞跃。适逢"十二五"开局之年,上海面临着区域经济结构转型的重要机遇与考验。本文从上海市现有的相关资料和数据入手,通过定性描述与定量分析,运用上海市1978年至2008年间实际GDP、三次产业与三大需求的相关数据,使用ARMA模型、周期分析的方法及经济增长贡献率分析的方法,多角度地对上海市经济增长进行统计模型的构建、实证分析研究和科学预测,并结合实际对上海的经济发展趋势进行分析。Shanghai ,Known as the ＂ Pearl of the Orient＂,play a decisive role in tile＂ Yangtze River Delta＂ and even the de- velopment of e^untrywide economy. Since the application on reform and opening up, not only in the economic growth pat- tern but also in the speed of economic growth, the development of Shanghai achieved a higher stage. During the bureau year of ＂Twelfth Five-Year Plan ＂, Shanghai is meeting an important opportunity and challenge for regional economic re- structuring and tests. The paper, based on real GDP of shanghai during 1978 and 2008,as well as the related data of the three times industries and three demands.It uses not only the metheds of qualitative description and quantitative analysis, but also the AItMA model,the methods of periodical analysis and analysing the economic grouth＇s contribution rate. This paper huilds a statistical model, make practical analysis and scientific prediction, in order to show the trend of economic grouth in shanghai.

关 键 词：“十二五”规划 经济增长 ARMA模型 经济增长贡献率 

分 类 号：F224.7[经济管理—国民经济]