Assessment And Forecast Of Shandong Province Based On The Time Series Model And The Change-point Model

The main work of us is based on time series model and the change point analysis model. In the article, we take Jinan Shandong for example; we analyze the indicators of Jinan during the past30years. And finally, we put forward some suggestions and the explanations based on the output of the model mentioned in my article.Firstly, we take GDP, tertiary industry GDP and the per capita income into consideration. Then this paper analyzes the long-term equilibrium relationship between economic indicators by using the co-integration model and granger causality test. And this article forecasts the future of Jinan by the ARMA model.Secondly, we use the change point analysis model to test the change-point in the data of Jinan economic and environmental indicators we selected. We try to detect the change-point in the data of Jinan waterfall and temperature. So we can put forward decision-making basis for the water saving. Through this method, we detect the location of the point and make corresponding conclusion based on the results.Then, through building the model, we suppose that first of all he increase of the third industry will promote the per capita income, meanwhile, the increase of the third industry to the increase in GDP has long-term stable equilibrium relationship. Secondly, Jinan’s average rainfall is relatively stable within a stable range of fluctuation. At the same time, Jinan’s temperature data has a change-point between1984and1985. Thirdly the economic growth rate of Shandong province has no change-point and there is no so-called economic "hard landing" phenomenon. Fourthly, the CPI of Shandong province has a change-point between1996and1997, the CPI from a higher rate changing to a lower rate which may have good effects to the human’s life in Jinan. At last we forecast the GDP, per capita income and the third industry in the coming two years.At last, according to the results of the model output from four aspects, we make the assessment of the economic and environmental conditions of Jinan. And put forward some reference suggestions and countermeasures based on the problem which revealed in our model.