| ARIMA模型在上海市全社会固定资产投资预测中的应用 |
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| 引用本文： | 石美娟. ARIMA模型在上海市全社会固定资产投资预测中的应用[J]. 统计教育, 2004, 0(3): 30-33 |
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| 作者姓名： | 石美娟 |
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| 作者单位： | 上海财经大学金融学院 上海 |
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| 摘 要： | 本文采用自回归求积移动平均(ARIMA)法,对《上海市统计年鉴2002》提供的固定资产投资额资料进行了分析。结果显示,ARIMA(1,1,10)模型提供较准确的预测效果,可用于未来的预测,并为上海市全社会固定资产投资提供可靠依据。
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| 关 键 词： | ARIMA 固定资产投资额 时间序列分析 |
About the Application of ARIMA Modelin the Estimation of Shanghai Social Fixed Assets Investment |
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| Shi Mei - juan. About the Application of ARIMA Modelin the Estimation of Shanghai Social Fixed Assets Investment[J]. Statistical education, 2004, 0(3): 30-33 |
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| Authors: | Shi Mei - juan |
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| Affiliation: | Shi Mei - juan |
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| Abstract: | This article analyses the data of fixed assets investment furnished by the Shanghai statistics yearbook with ARIMA model. The analyses show that ARIMA(1, 1, 10) provides comparatively precise estimation results, which can offer a reasonable basis for Shanghai social fixed assets investment. |
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| Keywords: | ARIMA Fixed assets investment volume Time series analysis |
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