摘要
大多数经济时间序列存在惯性或者说是迟缓性,通过对这种惯性的分析可以由时间序列的当前值和过去值对未来值进行预测。用ARMA模型可以对湖北人均国内生产总值(1978-2004)时间序列进行建模和短期外推预测。
The majority of economic time series have a kind of inertia,which is said to be tardiness.We can analyze the kind of inertia in order to forecast future values through the current values and past values.This article mainly discuss how to construct the mold of ARMA for the economic time series of per capita GDP in Hubei province(1978-2004) and how to forecast the future value in short term.
出处
《中南财经政法大学研究生学报》
2006年第2期95-100,共6页
Journal of the Postgraduate of Zhongnan University of Economics and Law
