基于多重时间序列模型的城市固定资产投资与GDP的动态关系; Dynamic Relation Between Urban FAI and GDP Based on Multiple Time Series Model | |
Song MH(宋敏慧) ; Xi B(席斌) ; Liu TD(刘暾东) | |
2011 | |
关键词 | 城市GDP 固定资产投资 多重时间序列模型 ARIMA模型 urban GDP FAI multiple time series model ARIMA model |
英文摘要 | 针对固定资产投资与gdP动态关系的研究,首先采用grAngEr CAuSAlITy TEST确定固定资产投资与gdP存在因果关系,建立了固定资产投资与gdP的多重时间序列模型,并用Q统计量检验模型的适应性;对模型分析得出,固定资产投资会推动gdP增长,且具有4--5 A的正向滞后作用;最后,分别应用该模型和ArIMA模型预测厦门市2000—2008年gdP值,结果表明,该模型预测误差比ArIMA模型低8%左右.; Aiming at the study of dynamic relationship between FAI and GDP,Granger Causality Test is first used to determine the existence of causal relationships between FAI and GDP,and multiple time series model is then established between FAI and GDP,Meanwhile,Q statistic is applied to test adaptability of model.The model shows that FAI would promote GDP growth with a four-or-five-year positive lag effect for economic.Finally,two methods using the model presented in the paper and ARIMA model are applied to forecast Xiamen′s GDP between 2000 to 2008,the result shows that model presented in the paper reduce prediction error by about eight percentage point.; 厦门市科技项目(3502Z20093005) |
语种 | zh_CN |
内容类型 | 期刊论文 |
源URL | [http://dspace.xmu.edu.cn/handle/2288/122742] ![]() |
专题 | 信息技术-已发表论文 |
推荐引用方式 GB/T 7714 | 宋敏慧,席斌,刘暾东. 基于多重时间序列模型的城市固定资产投资与GDP的动态关系, Dynamic Relation Between Urban FAI and GDP Based on Multiple Time Series Model[J],2011. |
APA | 宋敏慧,席斌,&刘暾东.(2011).基于多重时间序列模型的城市固定资产投资与GDP的动态关系.. |
MLA | 宋敏慧,et al."基于多重时间序列模型的城市固定资产投资与GDP的动态关系".(2011). |
个性服务 |
查看访问统计 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论