基于ARIMA模型的河南省全社会固定资产投资预测分析

Forecast and Analysis of Fixed Assets Investment in Henan Province Based on ARIMA Model

摘要: ARIMA模型能较好的解决非平稳时间序列的建模问题，并且在时间序列模型的短期预测方面有很好的应用时间，文章通过搜集从1989年~2014年的数据，结合EVIEWS软件，建立河南省全社会固定资产投资总额自回归移动平均模型ARIMA (p, d, q)的时间序列模型并进行检验，最后将ARIMA模型应用于河南省全社会固定资产投的资总额分析及预测。结果表明，该模型能较好的解决河南省全社会固定资产投资的估计和预测问题，预测精度较高。从而为政府提供固定资产投资比例和投资金额提供可靠的参考依据，促进经济的健康发展。

Abstract: ARIMA model can solve the modeling problem of non-stationary time series well, and it has a good application time in the short-term prediction of time series model. By collecting the data from 1989 to 2014, combined with EVIEWS software, finally, the ARIMA model is applied to the analysis and forecast of the total investment of fixed assets in Henan province. The results show that the ARIMA model can be used to analyze the total assets of Henan province. The results show that the model can solve the problem of estimating and forecasting the investment of fixed assets in Henan province, and the prediction accuracy is high so as to provide the government with a fixed asset investment ratio and the amount of investment to provide a reliable reference to promote the healthy development of the economy.