| 引用本文： |
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梁鑫,谢佳利,荣小军.国内工业生产总值的时间序列模型研究[J].广西科学,2008,15(1):35-37. [点击复制]
- LIANG Xin,XIE Jia-li,RONG Xiao-jun.The Time Series Model of the Gross Industrial Output Value in China[J].Guangxi Sciences,2008,15(1):35-37. [点击复制]
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| 摘要: |
| 选择非季节模型、季节模型、乘积季节模型,在SPSS系统下,采集2000年7月到2006年12月国内工业生产总值的原始数据进行分析找出其特征,从模型识别、参数估计、适应性检验和实际拟合4个方面来确定最符合国内工业生产总值发展规律的时间序列模型.分析结果表明,季节模型、乘积季节模型的Q值都小于相应的i0.052(M)值,而非季节模型相反;乘积季节模型对2006年各个月份国内工业生产总值的预测值与实际值的平均相对误差低于季节性模型,预测值与实际值拟合最好.乘积季节模型最符合国内工业生产总值的发展规律,对各大中型企业和国家相关部门统一规划有较大的参考价值. |
| 关键词: 时间序列模型 SPSS系统 工业生产总值 |
| DOI： |
| 投稿时间：2007-08-28修订日期：2007-11-14 |
| 基金项目:广西自然科学基金项目(0728091);广西师范大学青年科学基金项目(2007)资助 |
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| The Time Series Model of the Gross Industrial Output Value in China |
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LIANG Xin, XIE Jia-li, RONG Xiao-jun
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| (College of Mathematics, Guangxi Normal University, Guilin, Guangxi, 541004, China) |
| Abstract: |
| Under the SPSS system, this paper carries out the characteristic analysis by adopting the primary data of the gross industrial output value in China from July 2000 to December 2006, and chooses the nonseasonal model, the seasonal model and the multiplicative seasonal model, to confirm the time series model that mostly fit in with the development rule of the gross industrial output value in China from four aspects:model identification, parameter estimation, diagnostic checking and actual fitting.The research presents the new result that the Q value of the seasonal model and the multiplicative seasonal model is less than the relevant value, while the nonseasonal model is just on the contrary.To the gross industrial output value in China, compared with the actual value, the average relative error of the forecast value of the multiplicative seasonal model is less than the seasonal model's.That is, the forecast value of the multiplicative seasonal model closely fits the actual value.Compare with the other typical statistic forecast models, the multiplicative seasonal model mostly fits the development rules of the gross industrial output value in China, and it can make a valuable reference for the unified programming of large-sized or mid-sized corporation and the related departments of the nation. |
| Key words: time series model SPSS system the gross industrial output value |
