| 时间序列分析在经济预测中的应用 |
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| 引用本文： | 唐功爽.时间序列分析在经济预测中的应用[J].统计与信息论坛,2005,20(6):90-94. |
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| 作者姓名： | 唐功爽 |
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| 作者单位： | 山东经济学院,研究生部,山东,济南,250014 |
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| 摘 要： | 社会消费品零售总额是一项重要、敏感的政府统计。定期发布的消费品零售统计资料,常常引起国内外的强烈关注,间或还会引发一些疑义和争议。文章拟通过运用EXCEL及SAS软件建立季节分解模型和季节哑变量、ARIMA模型,对我国的社会消费零售总额的情况进行预测分析,从初步确定几个不同的模型中,把拟合效果最好的模型保留,并对模型的实用性进行了探讨。
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| 关 键 词： | 社会消费品 零售总额 时间序列 ARIMA模型 |
| 文章编号： | 1007-3116(2005)06-0090-05 |
| 修稿时间： | 2005年2月28日 |
Application of Time Series Analysis in Economic Forecasting Application in Economic Forecasting of Time Series Analysis |
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| TANG Gong-shuang.Application of Time Series Analysis in Economic Forecasting Application in Economic Forecasting of Time Series Analysis[J].Statistics & Information Tribune,2005,20(6):90-94. |
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| Authors: | TANG Gong-shuang |
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| Abstract: | The total volume of retail sales of the social consumer goods is an important,sensitive(government) statistic.The regularly released retail statistics of consumer goods,often causes the strong concern both at home and abroad,also causes some questioning and disputes.This article uses EXCEL and SAS software to build up seasonal model,seasonal dummy variable and ARIMA model,analyses the total volume of retail sales of social consumption of China and makes some predicts.The best-fitting model is kept and its applicability is discussed. |
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| Keywords: | Social consumer goods Total volume of retail sales Time series ARIMA model |
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