The Application of Multivariate Time Series ARIMAX Model on Economic Prediction

机译：多元时间序列ARIMAX模型在经济预测中的应用

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摘要

In this paper, we use the SAS statistic software to establish the ARIMAX model for the data of GDP, economic growth related consumption, investment in fixed assets, imports and exports of China. Furthermore, we forecast the rule of how Chinese GDP changes through the proposed model.

机译：在本文中，我们使用SAS统计软件来建立ARIMAX模型，以用于GDP，经济增长相关的消费，固定资产投资，中国进出口数据。此外，我们通过提出的模型预测了中国GDP的变化规律。

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来源
《2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会）论文集》|2009年|1-6|共6页
会议地点 Qingdao(CN)
作者
XU Yajing; LI Xianglu;
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作者单位

Dept.of Math.And Infor.Sci. Zhengzhou Institute of Light Industry P.R.China 450002;

School of Economic and Managemnt Zhongyuan University of Technology P.R.China 450007;

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关键词
Time Series; Co-integration Analysis; Error Correction Model; ARIMAX Model; Forecast;

机译：时间序列;协整分析；纠错模型； ARIMAX模型；预测;
入库时间 2022-08-26 14:41:23

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The Application of Multivariate Time Series ARIMAX Model on Economic Prediction

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