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Research On GDP Forecast Of Anhui Province Based On ARIMA Model And Regression Analysis

Posted on:2016-05-26Degree:MasterType:Thesis
Country:ChinaCandidate:M J KuaiFull Text:PDF
GTID:2349330482482064Subject:Agricultural informatization
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Gross domestic product (GDP) refers to the sum of the total final product and labor value produced in the year (or quarter) of the country (or region);It is the core indicator of national economic accounting, and can also measure the economic status and development level of a country or region.During the two sessions in March this year, around 7% GDP growth in 2015 is put forward, fell by 0.5% last year;In the first quarter of 2015, China’s national bureau of statistics released data show that China’s GDP growth slowed to 7% in the first quarter, is the lowest since the first quarter of 2009.The groups of data tell us, for accurate analysis and prediction of gross domestic product for the national macroeconomic policy formulation has important theoretical and practical significance.In the existing prediction methods, time series forecasting and regression model prediction are two commonly used methods of forecasting model.Time series forecasting is the forecast target and the evolution of the relationship between time, is a kind of dynamic data analysis method;it uses dynamic data, the theoretical basis of probability and statistics analysis and the data to establish the corresponding mathematical model, and the analysis of the forecast.The deterministic time series is the traditional time series analysis method, which mainly includes the exponential smoothing method, the moving average method, the time series decomposition, etc..The commonly used time series models are:AR model, MA model and ARIMA model.Regression analysis is a quantitative description of a model of the statistical relationship, is the study of a variable on another (some) variables depend on the specific relationship between the calculation method and theory, and controlling the value of a (some) variable to change the exact degree of the value of a particular accuracy.This article mainly from 1952 to 2013 in anhui province based on gross domestic product (GDP) for the past 62 years,This 62 years of industrial structure changes in Anhui province analysis, and 2014-2020 years of GDP in Anhui province forecast.The development of the GDP of Anhui Province is divided into three stages. First stage (1952-1978) to the first agricultural industry is absolutely dominant, other industry development is slow; the second stage (1979-2000) in Anhui Province, the three major industries to increase value go hand in hand, the contribution to GDP of Anhui Province into a situation of tripartite confrontation; the third stage (2001-2013) agricultural added value for Anhui Province with more and more low, and the second industry replaced the first industry, become the highest industry contribution to GDP of Anhui Province.Using SAS and MATLAB software to Anhui province first, second and third industries output value and GDP by regression and time-series method of combining the,and ARIMAX model, using the get ARIMAX (2,5) in 2009-2013 GDP forecast for gross domestic product to do and only consider a single factor established ARIMA (0,2, I) model to get the forecast,relative error analysis, found that the use of regression and time-series results better than those obtained by the method of combining the, and GDP from 2014 to 2020 in anhui province by the short-term prediction.
Keywords/Search Tags:time series analysis, the regression model, GDP, forecast, ARIMA model
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