基于ARMA模型的城乡居民收入差距预测分析--以安徽省为例  

Forecast Analysis of Urban-Rural Residents’Income Gap Based on ARMA Model--Taking Anhui Province as an Example

作　　者：刘炯 周敏 伍燕 LIU Jiong;ZHOU Min;WU Yan(Department of Culture and Tourism,Xuancheng vocational&Technical College,Xuancheng 242000,China)

机构地区：[1]宣城职业技术学院旅游商贸系,安徽宣城242000

出　　处：《江苏航运职业技术学院学报》2024年第1期89-95,共7页Journal of Jiangsu Shipping College

基　　金：安徽省高校人文社会科学研究重点资助项目(SK2021A0991);宣城职业技术学院人文社会科学研究项目(SK202201、ZXTS202103、ZXTS202105)。

摘　　要：ARMA模型是当前普遍应用的时间序列建模方法之一。选取安徽省1980—2020年的城乡居民收入差距数据为样本,借助EVIEWS9.0软件,针对绝对收入差距与相对收入差距先后构建ARIMA((1,4),1,0)与ARMA(1,3)模型,两个模型的样本内静态预测结果均较好。分别利用所建立的两个模型,样本外动态预测2021—2023年安徽省城乡居民绝对收入差距依次为23756.7元、24846.8元与26094.6元,相对收入差距依次为2.563078元、2.563116元与2.563147元,以期为相关部门制定政策提供数据支持。ARMA model is one of the commonly used time series modeling methods presently.The urban-rural residents’income gap in Anhui Province from 1980 to 2020 is selected as a sample,and with the help of EVIEWS9.0 software,ARIMA((1,4),1,0)and ARMA(1,3)models are successively constructed for the absolute income gap and the relative income gap,and the in-sample static prediction results of the two models are better.Using the two models established respectively,the out-of-sample dynamics predicts that the absolute income gap between urban and rural residents in Anhui Province in 2021-2023 will be 23,756.7,24,846.8 and 26,094.6 Yuan in turn,and the relative income gap will be 2.563078,2.563116 and 2.563147 in turn,with a view to providing data support for the relevant departments to formulate policies.

关 键 词：ARMA模型 城镇居民收入 农村居民收入 差距 预测 

分 类 号：F127[经济管理—世界经济]