The Application of Multivariate Time Series ARIMAX Model on Economic Prediction

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.

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

作者: XU Yajing LI Xianglu

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

会议类型: 国际会议

会议名称: 2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)

会议地点: 青岛

会议语种:英文

页码: 1-6

在线出版日期: 2009-07-25（万方平台首次上网日期，不代表论文的发表时间）