基于SARIMA模型对北京地区生产总值的研究

Research on GDP of Beijing Based on SARIMA Model

摘要: 本文收集整理了2010年第一季度至2022年第一季度的北京地区生产总值数据，分析生产总值的趋势以及各产业的贡献情况。得出第三产业对北京地区生产总值贡献最大的结论。对北京地区生产总值序列进行逐期和季节差分后，根据AIC准则，建立拟合最优的ARIMA(1,1,1)(0,1,1)₄模型，用MAPE作为评价模型指标，并运用此模型预测2022年后三季度和2023年北京地区生产总值的情况。

Abstract: This paper collects GDP of Beijing data from the first quarter of 2010 to the first quarter of 2022, analyzing the GDP trends and the contribution of various industries. The conclusion that the ter-tiary industry contributes the most to Beijing’s GDP is drawn. After the period by period and sea-sonal difference, the ARIMA(1,1,1)(0,1,1)₄ was established as the optimal model according to the AIC criteria, and MAPE was used as the evaluation model index, and used to predict the situation of GDP in Beijing in the third quarters of 2022 and 2023.