基于X-12-ARIMA的全社会固定资产投资预测  

作　　者：郑博儒[1] 李雪莉[1] 

机构地区：[1]暨南大学经济学院统计系,广东广州510632

出　　处：《特区经济》2012年第11期237-238,共2页Special Zone Economy

摘　　要：全社会固定资产投资完成额作为经济社会中的一项重要指标,深刻反映了固定资产投资规模、结构和发展速度,是观察工程进度和考核经济效益的重要依据。本文运用X-12-ARIMA季节调整模型对固定资产投资完成额月度序列数据进行分析,检测异常值及日历效应,根据X-11经典算法求出调整后序列的季节因子,趋势项以及不规则变动项。最后,对固定资产投资完成额进行预测,结合固定资产投资与经济增长的关系,预测经济的发展态势,并提出相关的决策建议以促进经济增长。As a comprehensive indicator of the Statistical Yearbook,Social fixed-assets investment profoundly reflects the scale、the structure and the development speed of investment,it is also an important basis to observe the progress of the project and evaluate the results of investment.This paper applies X-12-ARIMA seasonal adjustment model to analysis monthly sequence data of social fixed-assets investment,combined with the X-11 classic algorithm,determining the seasonal factors,the trend term and irregular movements entry of the adjustment sequence.In the end of this paper,it made a forecast about amount of the fixed-assets completed and so as the future trend of the economic development which based on the relationship between the investment of fixed-assents and economic growth.Finally some suggestions also be put forward to accelerate economic growth.

关 键 词：全社会固定资产投资 X-12-ARIMA 季节调整 经济增长 

分 类 号：F283[经济管理—国民经济] F224