The Trend Forecast Based on the ARMA Model of Urban Residents Per Capita Disposable Income in Shandong Province

被引:0
|
作者
Wang Jingbo [1 ]
Li Peizhe [1 ]
机构
[1] Shandong Univ Sci & Technol, Dept Finance & Econ, Jinan 250031, Shandong, Peoples R China
关键词
ARMA Model; Urban Disposable Income; Time Series; Forecast;
D O I
暂无
中图分类号
C [社会科学总论];
学科分类号
03 ; 0303 ;
摘要
This paper tested the stationary and inter and partial correlation coefficients of the the 1979-2011 urban residents per capita disposable income time series of Shandong Province. It established the ARMA (1, 2) model, using the SC guidelines to determine the order. Then it determined the model parameters and tested the errors of residuals and found that the model met all forecast requirements. Using this model, the paper predicted the per capita disposable income of urban residents in Shandong Province for the 2012-2014 forecast period; results showed that the average absolute error rate was low and urban residents per capita disposable income will continue to grow.
引用
收藏
页码:583 / 588
页数:6
相关论文
共 24 条