| ARMA预测模型及其在经济预测中的应用 |
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| 引用本文： | 童强,张克功,杜吉梁.ARMA预测模型及其在经济预测中的应用[J].兰州石化职业技术学院学报,2012,12(1):69-71. |
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| 作者姓名： | 童强 张克功 杜吉梁 |
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| 作者单位： | 兰州石化职业技术学院信息中心,甘肃兰州,730060 |
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| 基金项目： | 甘肃省教育厅科研基金项目 |
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| 摘 要： | 以1978年至2008年的某省职工年平均工资作为样本数据、2009年至2010年的数据作为模型检验数据,建立了基于时间序列分析的ARMA模型,使用Eviews软件对时间序列进行分析,根据Box-Jenkins模型识别方法,得出模型的参数,进而得到模型,误差分析表明模型的预测结果非常理想。
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| 关 键 词： | ARMA 预测模型 经济预测 |
ARMA Forecasting Model and its Application in Economic Forecasting |
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| TONG Qiang,ZHANG Ke-gong,DU Ji-liang.ARMA Forecasting Model and its Application in Economic Forecasting[J].Journal of Lanzhou Petrochemical Vocational College of Technology,2012,12(1):69-71. |
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| Authors: | TONG Qiang ZHANG Ke-gong DU Ji-liang |
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| Institution: | (Information Center,Lanzhou Petrochemical College of Vocational Technology,Lanzhou 730060,China) |
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| Abstract: | By using the average wage of workers in a province from 1978 to 2008 as a sample data,and data from 2009 to 2010 as a model test data,ARMA model is established based on the time series analysis.Time series is analyzed by using Eviews software.According to Box-Jenkins model identification method,the model parameters is derived,and then the model is got.The error analysis indicates that the model predictions are very satisfactory. |
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| Keywords: | ARMA prediction model economic forecast |
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