基于ARIMA模型对河南省GDP预测  

Prediction of GDP of henan province based on ARIMA model

作　　者：罗林 李亚爽 LUO Lin;LI Yashuang(Mathematics and Statistical Institute,Zhoukou Normal University,Zhoukou 46001,China)

机构地区：[1]周口师范学院数学与统计学院,河南周口466001

出　　处：《周口师范学院学报》2018年第2期31-34,共4页Journal of Zhoukou Normal University

基　　金：周口师范学院青年科研基金资助项目(No.ZKNUB3201804);周口师范学院大学生创新科研项目(No.ZKNUD201771;No.ZKNUD201772)

摘　　要：从河南省经济发展的实际情况出发,对1975—2015年河南省GDP数据序列进行实证分析.首先,利用1975—2014年的数据建立ARIMA(2,2,2)模型、ARIMA(3,2,2)模型、ARIMA(3,2,0)模型、ARIMA(4,2,0)模型;然后,应用AIC准则验证ARIMA(2,2,2)模型为最优模型.最后,建立ARIMA(2,2,2)模型,预测未来5年河南省GDP.结果表明:河南省GDP将呈现持续增长的趋势.Empirical analysis was used to model the GDP in the province of henan,based on the GDP data from 1975 to 2015.Firstly,four models were established according to the data from 1975 to 2014;Then they were used to estimate the GDP in 2015 and by comparison with the actual GDP data in 2015,the model of ARIM(2,2,2)was the optimal one among the four models.Finally,it was applied to forecast the GDP trend in the following five years,showing that the GDP in henan would continue to grow smoothly in the recent period.

关 键 词：ARIMA模型 R软件 GDP 预测 

分 类 号：O213[理学—概率论与数理统计]