| 基于ARMA模型的我国第三产业总产值时间序列分析 |
| |
| 引用本文： | 徐旭. 基于ARMA模型的我国第三产业总产值时间序列分析[J]. 价值工程, 2006, 25(8): 10-12 |
| |
| 作者姓名： | 徐旭 |
| |
| 作者单位： | 厦门大学经济学系,厦门,361005 |
| |
| 摘 要： | 大多数经济时间序列存在着惯性,或者说具有迟缓性。通过对这种惯性分析,可以由时间序列的当前值对其未来值进行估计。本文从我国历年(1953-2004)的第三产业总产值数据出发,将这些数据平稳化,建立自回归移动平均模型(ARAM),从中找出我国第三产业发展的内在规律性。
|
| 关 键 词： | 时间序列 第三严业总严值 ARAM模型 平稳性 |
| 文章编号： | 1006-4311（2006）08-0010-03 |
Analysis of Time Series Obout Chinese Tertiary Industry Based on the ARAM Model |
| |
| Xu Xu. Analysis of Time Series Obout Chinese Tertiary Industry Based on the ARAM Model[J]. Value Engineering, 2006, 25(8): 10-12 |
| |
| Authors: | Xu Xu |
| |
| Affiliation: | Economics Department of Xiamen University,Xiamen 361005 ,China |
| |
| Abstract: | There are some inertias in most of economic time series.We can forcast the result in the future by analysing such inertius. According to the annual static data of Chinese tertiary industry from 1953 to 2004, the paper makes the data stationary,sets up a ARAM model and searches the inherent regularity of Chinese tertiary industry. |
| |
| Keywords: | time series output value of tertiary industry ARAM model stationarity |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
