引用本文: | 张强, 崔倩倩, 马志辉.基于干预分析模型下的新疆GDP预测研究(J/M/D/N,J:杂志,M:书,D:论文,N:报纸).期刊名称,2013,30(4):25-29 |
| CHEN X. Adap tive slidingmode contr ol for discrete2ti me multi2inputmulti2 out put systems[ J ]. Aut omatica, 2006, 42(6): 4272-435 |
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摘要: |
通过对新疆GDP序列做对数变换,分析了对数变换后的新疆GDP序列的自相关系数和偏相关系数,合理地建立了ARIMA模型,利用干预分析方法对亚洲金融危机所引起的误差进行了修正。结果显示,通过干预影响序列建立起的干预模型能够定量的表示出亚洲金融危机对新疆GDP的影响。 |
关键词: ARIMA模型 干预模型 GDP序列 |
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Research on the Forecast for GDP of Xinjiang Based on the Intervention Analysis Model |
ZHANG Qiang,CUI Qian-qian, MA Zhi-hui
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Abstract: |
In this paper, the author analyzes the autocorrelation coefficients and the partial correlation coefficient of sequences of GDP of Xinjiang after the logarithmic transformation,through logarithmic transformation on Xinjiang GDP sequence, reasonably builds the ARIMA model,and then correct the error caused by the Asian financial crisis by using intervention analysis methods. The results show that the intervention model built by the sequence of intervention influence can quantitatively express the impact of Asia financial crisis on Xinjiang GDP. |
Key words: ARIMA model intervention model GDP sequence |