基于ARIMA模型的我国GDP短期预测

国内生产总值(Gross Domestic Product,简称GDP)常被公认为衡量国家经济状况的最佳指标,因此对GDP的预测越来越受到政府和公众的关注.由于影响GDP的因素有很多,而且这些因素间又常常存在多重共线性,所以准确找出影响GDP的重要因素并进行建模比较困难,而且经济数据常常是自相关非平稳的,因此本文采用ARIMA模型来拟合1991年到2010年的GDP数据并预测GDP.结果表明ARIMA(1,1,1）能较好拟合GDP数据,预测表明我国经济发展势头良好.

Short-term Prediction Based on ARIMA Model of GDP in China

Gross domestic product(Gross Domestic Product,referred to as GDP) is often recognized as the best indicator to measure the state of the economy.The prediction of GDP draws more and more attention of government and public.Due to a lot of factors influence GDP,and these factors are often multicollinearity,so to accuratly find out the important influencing factors of GDP and modeling is more difficult.And economic data is often self correlation and non-stationary.This paper uses the ARIMA model to fit the 1991 to 2010 GDP data and to make prediction of GDP. The results showed that the ARIMA(1,1,1)is capable of fitting the GDP data, projections indicate that China's economic situation is good.