Study of Xiamens Economic Growth Based on the Stochastic Time Series Model

摘要：

Based on the stochastic time series model, in order to study the correlation between Xiamens investment in fixed-asset and GDP, this paper establishes the transfer function model of them and analyses the lagging effects of fixed asset investment for GDP on the basis of the model. The result shows that investment in fixed assets has a positive lag effect for economic, and for a long time, can stimulate economic growth. Finally, on forecast analysis of Xiamens GDP by ARIMA model and transfer function model respectively, it can be obtained that the transfer function model has higher precision of prediction.

关键词： GDP investment in fixed-asset ARIMA model transfer function model prediction

作者: Song Minhui Xi Bin

作者单位: Department of Automation University of Xiamen Xiamen,Fujian Province,China

会议类型: 国际会议

会议名称: The 2nd IEEE International Conference on Advanced Computer Control(第二届先进计算机控制国际会议 ICACC 2010)

会议地点: 沈阳

会议语种:英文

页码: 549-551

在线出版日期: 2010-03-27（万方平台首次上网日期，不代表论文的发表时间）