基于arima模型和arimax模型的山东省gdp的预测与分析-应用统计专业论文.docxVIP

山东大学硕士学位论文§3．2平稳性检验 山东大学硕士学位论文 §3．2平稳性检验 ．．16 §3．3模型的建立 ．20 §3．4模型的检验 ．20 §3，5模型的预测 ．21 §3．6预测结果的分析 ．．22 第四章基于ARIMAX模型对山东省GDP的预测 ．23 §4．1数据的预处理 ．．23 §4．2数据整理 24 §4．3平稳性检验 ．．26 §4．4建立模型 27 §4．5模型的拟合及对比 32 第五章总结与展望 ． ． ．34 §5．1文章总结 ． ． ． ． ．．34 §5．2展望一产业结构优化 ．34 参考文献 ．．38 致谢．．．． ．．．． ． ．．．．． ．．．．． ． ．．．．． ．． ．41 万方数据 山东大学硕士学位论文 山东大学硕士学位论文 CONTENTS Chinese Abstract．．．．．，．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．】： English Abstract．．．．．．。．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．III Chapter 1 Introduction．．．．．，．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．1 §1．1 Background and Significance 1 §1．2 Time Series Analysis Situation ． 3 §1．3 The Main Contents and Structure ．．3 Chapter 2 Time Series Analysis Theory Overview．．．．．．．．．．．．．．．．．．．．．．．．5 §2．1 Time Series Analysis and Definition of the Basic Concepts ．5 §2．2 Stationary Time Series Model ．． ．．．6 §2．2．1 AR(P)Model． ． ．．6 §2．2．2 MA(q)Model ． ．．8 §2．2．3 ARMA(P,q)Model ． ． ． ． ． ．．9 §2．2．4 ARMA(P，q)Modeling ．．11 §2．3 Non-stationary Time Series Model ．．12 §2．3．1 Difference Operation ．．12 §2．3．2 ARIMA(P，q)Model ．13 §2．4 Multivariate Time Series Analysis 13 §2．4．1 ARIMAX Model 13 §2．4．2 Step of Establishing ARIMAX Model 15 Chapter 3 ARIMA Model-based Prediction of GDP of Shandong Province 16 §3．1 Data Preprocessing ．．16 §3．2 Stationary Test 16 ——III—— 万方数据 山东大学硕士学位论文§3．3 山东大学硕士学位论文 §3．3 The Establishment of The Model ．20 §3．4 Test Model． ． ．．20 §3．5 Forecasting Model ．．．．． ．．．． ．．．． ．．21 §3．6 Forecast Analysis of The Results ．． ．．22 Chapter 4 ARIMAX Model Predictions Based On the GDP of Shmldong Province．．．．．．．．．，．．．．．．． ．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．23 §4．1 Data Preprocessing ．． 23 §4．2 Data Processing．． ． ．．． ． ．． ． ．． ．．24 §4．3 Stationary Test ． ． ． ．． ．26 §4．4 Modeling．．． ．．．．． ．．．． 27 §4．5 Fitting and Comparison Model ．． ．32 Chapter 5 Summary and Outlook ． ．．34 §5．1 This Paper Summarizes ． ． ．．34 §5．2 Outlook—Industrial Structure Optimization ． ．34