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ianAgr
icul
t
uralRes
ear
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!"#$%& 2010,2(1):34-36,41 Res
pons
ibl
eedi
t
or:MaWei
peng Res
pons
ibl
etr
ans
lat
or:Li
uJi
ant
i
ng
Analysi
sandFor
ecastofShaanxiGDPBasedont
he
ARIMAModel
WEINi
ng,BI
ANKuan
jang ,YUANZhi
i f
a
Col
l
egeofSc
ience,Nor
thwestA&FUni
ver
sit
y,Yangl
i
ng712100,Chi
na
Gr ossDomes t
icPr oduc tist heul ti
mat epr oduc tpr oduc ed andbyus ingEVIEWSs oft
war eARI MA(1, 1,
1)modelwases
byal ltheuni tsinac ount ryoranar eawi thi
nac ertainper iodof tabli
shed, whi chr evealed t he v ar i
ati
on ofGui Zhou GDP
ti
me.GDPc annotonl ywei ght henat i
onalpr oduc tsandi nc ome growt h[4].Howev er,thes t
at i
sticalresearchonShaanx iGDPi s
sizeasawhol e,butal sowei ght heec onomi cf l
uc t
uat i
onand sti
llrelativelysmall
.Upont his,byus ingSPSSs tati
st
icalsoft
theper i
odi cs t
atusoft heec onomyi ngener al .Thust hedat aof war e,t heappr opri
atemodelwasobt ainedbasedont heACF
GDPhasbec omet hemos tc onc er nedec onomi cs tatisti
c si n graphandPACFgr aphandr epeat edlyf i
tt
i
ngunderAI Cc rit
eri
mac roec onomyandi sr egar dedasani mpor tanti ndexf oras on.Andt hentheapplic
abili
tyt estont hemodelwasc onducted
ses singt henat ionalec onomi cdev el
opmentandf orj udgi ngt he acc ordingt otheres i
duals equenc eoft heACFgr aphandt he
oper ati
ngs t
atusofmac roec onomy.Bes i
des,i tisal s ot hev i
tal PACFgr aph,thust heGDP dat aofShaanx iProvinceint he
bas i
sf orgov ernmentt os etdown ec onomi c dev el opment al year s1952-2007i sanal y
z edandt heGDPofShaanx iProv
strat
egi esand ec onomi cpol i
c i
es.Ther efore,ac c urat e GDP i
nc ei nt henex tsi
xy earsispr edicted.Ther es
ult
shav eref
er
analy si
sandpr edictionar eofgr eatt heor eti
c alandr eal i
sticv al enc ev alue.
uef ori mpr ov i
ngt heec onomi cgr owt hofShaanx iPr ov ince.
Inr ec enty ears,manys chol ar sbot hathomeandabr oad 1 Dat
esour
cesandr
esear
chmet
hod
hav es tudiedt hedev elopment alpat t
er nsofGDPandt hemet h 1.1 Dat aSour ces Bas edont he2008Shaanx iStati
s t
ical
odsofpr edicti
ngi t.Byappl i
cat i
onofSPSSs tatisti
c als oftwar e, Yearbookandt her elevantdat aofShaanx iGDP i nthey ears
LiangXi nandot hers chol arses t
abl ishedt heARI MA(1,2,1) 1952-2007.
modelunderAI Cc riterion.Af tert heappl icabi l
it
yt es tont he 1.2 Resear chmet hod Ti mes eri
esanal ys
isi st
hemet hod
modelbynon paramet ri
cs tatisticalmet hods,t heyempi ricall
y forstudyi
ngthel awsofs tochasti
cdatas eri
esbyt heus eofs t
o
analy zedandf orecas tedt hedat aofGuangx iGDPi nt hey ears chasticpr
oces st heoryandmat hematicalst
atisti
calmethod,s o
1950-2006[1].Bas edonChi nes eGDP dat ar ec or dsi nt he ast omak eforec astont her eali
ssues.Ther ear ealotoft i
me
years1954-2004,ZhaoYi nges tabl i
shedARI MA(1,1,1) seri
esdat ai
ns oc i
alec onomi csystem whos elawsneedt obe
modelbyBox Jenk i
ns met hod.Themodelr ev eal edt hec han foundoutbyes tabli
shingappr opri
atemodelt hroughti
mes eri
es
gesi nt hel awsofChi nes eGDP gr owthandempi ri
c all
yana analysissoast of orecastthef ut
ureoft hephenomenon.
lyzedt her egres s
iver es ults[2].What
smor e,bas edont heda
taofMongol i
anGDPf rom1952t o2005,LIZhan j
iangandot h 2 Theest
abl
ishmentofARI
MA(p,d,q)
ers chol arses t
ablishedARI MA(0,2,1)modelbyus ingSAS
softwar e.Andt hen,t heGDP ofMongoli nt hey earof2006
model
[3] ARIMA(p,d,q)modelwasf irs
tr ai
sedbyU.S.s tat
is
ti
wasf orec astedbyus ingt hismodel .I naddi t
ion,J IN Shan
ci
ansG. E.P.BoxandG. M.J enki
nsin1970.Themodeli san
analy zedt hedat aofGui ZhouGDP i nt hey ear s1950-2006
analysi
smet hodwidel
yusedi nvari
oust y
pesofti
mes eri
esda
taanalysi
sandas hor
tt
ermf or
ecasti
ngmet hodwit
hhighpre
Recei
ved:December21,2009 Ac cept
ed:Januar
y13,
2010 dict
i
v eaccuracy.I
tsessenc ei
sac ombinati
onofdi
ff
erenceop
[5]
Correspondi
ngaut
hor
.E mai
l:bi
ankj@163.com erat
ionandARI MAmodel .
WEINi
ngetal
.Anal
ysi
sandFor
ecas
tofShaanx
iGDPBas
edont
heARI
MAModel 35
3 Resul
tsandanal
ysi
s
3.1 Theanal ysisofShaanxiGDP Af t
eranal yzi
ngt hedata
ofShaanx iGDPi nt hey ear s1952-2 007[7] byus ingSPSS1 3.0,
thetimes er i
esoft hedat awasobt ained(Fi g. 1).Fr om Fig.1
wek nowt hatwitht her eform andopeni nguppol icyandt hein
creas eofpeopl esl i
vings tandards,t heov eral
lGDPofShaanx i Fi
g.2 Timeseriesaft
erlogar
ithmi
ctr
ansf
ormat
ion and
Provinc eint hepas tfift
ys i
xy earshass hownt het rendofex po second
orderdi
ffer
ence
nentialgr owth,es pec i
allys i
nc et her eform andopeni ngup. 3.4 Theappl icabili
tyt estoft hemodel Theappl icabi
lit
y
Theref ore,weof tenr egar dedi tasnon stati
onar yt i
mes eri
es. testi
stot estt heor i
ginaldat aandtheerrors equenc eofthef it
Thisk i
ndofnon stati
onar yt i
mes er i
eswhi chc ontainsex ponen ti
ngdata(r esiduals equenc e)t oseewhet heritisc onsist
ent
ti
altrendc anoftenbec arri
edoutbyl ogar it
hmi ct ransformati
on. wit
ht hef acts,whet heri tisagoodr espons et ot her eali
ty.
Ther esultisthatt heex ponentialtrendwi l
lbet r
ans formedinto Whi l
ethet estoft imes eri
esmodeli stotestwhet hert heres i
du
l
ineart rend.Andt hen,t hroughdi fferenc eoft hel ineartrend, alsequenc ei sthewhi tenoi sesequence,ifs o,thatmeanst he
thelineart rendc anbeel iminated.Ther ef ore,t het i
mes er
iesof modelc anbeus edforf orecast
ing.Ifnots o,t hatmeanst he
Shaanx iGDPdat awasobt ai
nedbyt ak i
ngt hel ogar i
thm ofthe modelneedsi mproving.I nthi
spaper ,the ACF gr aph and
dataandmak i
ngas econd orderdi f
ferenc e(Fi g. 2).Fr om the PACFgr aphofr es i
duals equenceareadopt edt ot estwhet her
Fig.2,wec ans eet hatt het i
mes erieshasac hiev eds moothaf theresi
duals equenc ei st hewhitenoises equenc e.TheACF
36 As
ianAgr
icul
t
uralRes
ear
ch 2010
graphandPACFgr aphofr
esidualsequenceareshownonFig. 765.
662,905.866,1073.510,1274.469,and1515.
820bi
l
3andFi g.4.Acc
ordi
ngtothefi
gureswel ear
nedthatt
heres
id li
onYuaninthey earf
rom2008to2013,res
pect
i
vel
y.
ualsequenceist
hewhit
enoises equence,sotheARIMA(1,2,
Tabl
e2 Compar
isonofShaanxiGDPf
rom 2002t
o2007
1)f i
t
sthet i
meseri
esofShaanxiGDPwel l
.
Act
ual Pr
edi
cted Rel
at
iv
e Ac
tual Pr
edi
cte
d Re
lati
ve
Ye
ar Yea
r
val
ue v al
ue er
ror val
ue v al
ue er
ror
2
00222
53.
3923
17.
96 0.
0282
5 2
00537
72.
6937
53.
98 0.
0049
7
2
00325
87.
7226
02.
43 0.
0056
7 2
00645
23.
7444
36.
82 0.
0194
0
2
00431
75.
5830
07.
67 0.
0543
3 2
00754
65.
7953
41.
18 0.
0230
6
4 Concl
usi
onanddi
scussi
on
Thr ought imes eriesanal ysisofShaanx iGDPi nt hey ears
1952-2007,t he ARI MA(1,2,1) modelwases tabl i
s hed.
Tr ans format i
onoft hes eri
esbyt hemodelpar amet erst urned
ther esidual sequenc ei ntowhi tenois es equenc e.Thef i
ttingr esul
t
Fi
g.3 ACFofr
esi
dualsequence oft hemodeli sc onvincingandpr ac t
icalbyus i
ngSPSS1 3. 0.The
GDPofShaanx ipr ovinc ef r
om 2008t o2013i sf orec as t
edby
themodel .Ther esults howst hatther el
ati
v eer rori swi t
hint he
rangeof5%,whi c
hi sr el
ativelyideal .Ac c ordingt ot her esul
t
pr edicted,GDP ofShaanx ipr ovinc es howsa hi ghergr owth
trendi nt henex ts i
xy earsf r
om 2008t o2013.Howev ert he
for ecas ti
ngr es ultoft hismodeli sonl yapr edictedv alue,t he
nat ionalec onomyi sac ompl exanddy nami cs y stem.Thead
jus tment sofnat ionalmac r
opol i
c yandt hec hangesoft hede
v elopmentenv ironmentwi l
lc aus ether elati
v ec hangeofmac r
o
ec onomi ci ndicators.Ther efore,wes houl dpayat tenti
ont ot he
riskofadj ustmenti nec onomi coper ati
onandmai ntaint hes t
a
bilityandc ontinuityoft hemi croec onomi cr egul ationandc on
trols oast opr eventt heeconomyf rom s ever efluc tuationsand
Fi
g.4 PACFofr
esi
dualsequence adj us tthecor res pondingt argetv al ueac cordingt ot heact ual
3.5 Theest abli
shmentofARI MA(1, 2,1)model Es t
abl
is situat i
on.
hi
ngoft hetimes eri
esmodelARI MA(1,2,1)ofShaanx iGDP:
(1-0. 209B)(1-B)2l nXt=(1+0. 974B)εt+0.002 Ref
erences
3.6 Thef orecastofGDP Thet i
mes eri
esofthepr edi
ct
ed [1]LIANG X,XI EJ L,LIC.Thes tatis t
icalforecas tmodelont heGDP
valueandac tualvalueofShaanxiGDP wer eobtai
nedbyt he ofGuangx iand i t
sappl i
cation[J].Mat hemat icsin Ec onomi cs,
useofARI MA(1, 2,1)(Fig.5).
Thef i
gureshowsthatthefi
tt
i
ng 200 8,2 5( 3):28 9-2 93.(inChi nes e).
eff
ectisrel
ativel
ygood.Ther esul
tsofthecomparisonwitht
he [2]ZHAOY.Thees t
abl i
shmentandanal ys i
soft het i
mes er iesmodelof
Chi na’sGDP[J].J our nalofXi anI ns t
it
uteofFi nance&Ec onom
ics,2 0
0 6,1 9(3): 1 1-1 4. (inChi nes e).
[3]LIZJ ,CAOHY.Model ingandpr edi cti
ngoft i
mes eri
esdat aofI nner
Mongol ianGDPus ingARI MAmodel [J].J our nalofInnerMongol ia
Agr icul
turalUni vers i
ty:Nat uralSc ienc eEdi tion,2 008,2 9(2): 17 3-
175. (inChi nese).
[4]JINS.Theappl i
cat i
onofARI MAmodeli nforec asti
ngofGui zhou’s
GDP[J ].TheSc i
enc eEduc ati
onAr t
icleCol l
ec t
s,2 007(2 9):1 5 4-
155. (inChi nese).
[5]HESY.Appl i
edt imes eriesanal y sis[M].Bei j
ing:Pek ingUni versi
ty
Pres s,2 003.(inChi nes e).
[6]WENMG,YANBS.Theappl icationofARI MAmodeli nHebeiGDP
forec ast[J].Pi oneer i
ngwi thSc ienc e&Tec hnologyMont hly,2 007
(11):1 76-1 7 7.(inChi nes e).
[7]Stat i
sti
c alBur eauofShaanx iPr ov ince,Shaanx iSurveyOr ganiza
Fi
g.5 GDPt i
meser
iesofShaanxiPr
ovi
ncef
rom 1952t
o
ton,Nat
i i
onalBur eauofSt ati
s t
i
c sofChi na.Shaanx istatis
ticalyear
2007 bookof2 00 8[M].Bei j
ing:Chi naSt ati
s t
icsPr ess,2 008:5 6-5 6.(in
act
ualval
ueandpr edict
edv al
uef r
om 2002t o2007ar es hown Chi nes e).
onthefol
lowingTable2.TheTabl e2indic
atest hattherel
ati
ve [8]XUEW.SPSS s tati
sti
c alanal ys ismet hodsandappl ications[M].
er
rorofactualval
ueandpr edi
ctedv al
ueiswi thi
nther angeof Beijing:El ec t
ronicI ndus tryPr es s,2 004.(inChi nese).
5%,s otheforecast
i
ngef f
ectofthi
smodeli srelat
ivel
ygood.It (Topage4
1)
i
sforec
as t
edt hatt
heGDP ofShaanx iProvinceis647.750,
ZHANG Tong
sheng.ASt
udyEv
aluat
i
onModelandI
ndexSy
stem ofI
ndus
tri
alRes
our
ceandEner
gyCons
umpt
i
oni
nSmal
lTowns 41
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