基于季节乘积ARIMA模型对我国外商直接投资走势的预测  

Prediction of Foreign Direct Investment Trend in China Based on SARIMA model

作　　者：周俊敏 张冰玉 ZHOU Jun-min;ZHANG Bing-yu(Hunan University of Technology and Business,Changsha Hunan 410205)

机构地区：[1]湖南工商大学,湖南长沙410205

出　　处：《湖南财政经济学院学报》2020年第6期107-117,共11页Journal of Hunan University of Finance and Economics

基　　金：国家社会科学基金项目“大国自然资源优势与产业发展战略选择研究”(项目编号:11CJL050)。

摘　　要：外商直接投资在促进中国经济发展的过程中发挥了重要而积极的作用,而对FDI未来走向的预测是进行相关决策的基础和依据。选取2002年至2019年我国实际利用外商投资额的月度数据进行时间序列分析,建立季节乘积的ARIMA模型,并运用所建模型对2020年我国吸收外商直接投资额进行预测;进行稳健性检验并分析重大的随机事件造成的影响以说明预测的可靠性。预测结果表明2020年我国外商直接投资额仍将保持季节性与趋势性波动状态。Foreign direct investment has played an important and positive role in promoting China's economic development,and the prediction of the future direction of FDI is the basis and basis for making relevant decisions.This paper selects the monthly data of the actual utilization of FDI in China from 2002 to 2019 for time series analysis,and establishes the ARIMA model of seasonal product to forecasts the absorption of FDI in China in 2020.Then the robustness test is carried out and the influence of significant random events is analyzed to illustrate the reliability of the prediction.The forecast result shows that the absorption of FDI in China will remain seasonal and trend fluctuation in 2020.

关 键 词：外商直接投资 ARIMA模型 时间序列分析 

分 类 号：F124[经济管理—世界经济] F832.6