| 基于多重时间序列模型的城市固定资产投资与GDP的动态关系 |
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| 引用本文： | 宋敏慧,席斌,刘暾东. 基于多重时间序列模型的城市固定资产投资与GDP的动态关系[J]. 厦门大学学报(自然科学版), 2011, 50(1): 13-16 |
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| 作者姓名： | 宋敏慧 席斌 刘暾东 |
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| 作者单位： | 厦门大学信息科学与技术学院,福建,厦门,361005 |
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| 基金项目： | 厦门市科技项目(3502Z20093005) |
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| 摘 要： | 针对固定资产投资与GDP动态关系的研究,首先采用Granger Causality Test确定固定资产投资与GDP存在因果关系,建立了固定资产投资与GDP的多重时间序列模型,并用Q统计量检验模型的适应性;对模型分析得出,固定资产投资会推动GDP增长,且具有4~5 a的正向滞后作用;最后,分别应用该模型和ARIMA模型预测厦门市2000—2008年GDP值,结果表明,该模型预测误差比ARIMA模型低8%左右.
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| 关 键 词： | 城市GDP 固定资产投资 多重时间序列模型 ARIMA模型 |
Dynamic Relation Between Urban FAI and GDP Based on Multiple Time Series Model |
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| SONG Min-hui,XI Bin,LIU Tun-dong. Dynamic Relation Between Urban FAI and GDP Based on Multiple Time Series Model[J]. Journal of Xiamen University(Natural Science), 2011, 50(1): 13-16 |
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| Authors: | SONG Min-hui XI Bin LIU Tun-dong |
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| Affiliation: | SONG Min-hui,XI Bin,LIU Tun-dong(School of Information Science and Technology,Xiamen University,Xiamen 361005,China) |
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| Abstract: | Aiming at the study of dynamic relationship between FAI and GDP,Granger Causality Test is first used to determine the existence of causal relationships between FAI and GDP,and multiple time series model is then established between FAI and GDP,Meanwhile,Q statistic is applied to test adaptability of model.The model shows that FAI would promote GDP growth with a four-or-five-year positive lag effect for economic.Finally,two methods using the model presented in the paper and ARIMA model are applied to forecast... |
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| Keywords: | urban GDP FAI multiple time series model ARIMA model |
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