时间序列分析方法及应用7

青海民族大学

毕业论文

论文题目：时间序列分析方法及应用—以青海省GDP

增长为例研究

学生姓名：学号：

指导教师：职称：

院系：数学与统计学院

专业班级：统计学

二○一五年月日

时间序列分析方法及应用

——以青海省GDP增长为例研究

摘要:

人们的一切活动，其根本目的无不在于认识和改造世界，让自己的生活过得更理想。时间序列是指同一空间、不同时间点上某一现象的相同统计指标的不同数值，按时间先后顺序形成的一组动态序列。时间序列分析则是指通过时间序列的历史数据，揭示现象随时间变化的规律，并基于这种规律，对未来此现象做较为有效的延伸及预测。时间序列分析不仅可以从数量上揭示某一现象的发展变化规律或从动态的角度刻画某一现象与其他现象之间的内在数量关系及其变化规律性，达到认识客观世界的目的。而且运用时间序列模型还可以预测和控制现象的未来行为，由于时间序列数据之间的相关关系（即历史数据对未来的发展有一定的影响），修正或重新设计系统以达到利用和改造客观的目的。从统计学的内容来看，统计所研究和处理的是一批有“实际背景”的数据，尽管数据的背景和类型各不相同，但从数据的形成来看，无非是横截面数据和纵截面数据两类。本论文主要研究纵截面数据，它反映的是现象以及现象之间的关系发展变化规律性。在取得一组观测数据之后，首先要判断它的平稳性，通过平稳性检验，可以把时间序列分为平稳序列和非平稳序列两大类。主要采用的统计方法是时间序列分析，主要运用的数学软件为Eviews软件。大学四年在青海省上学，基于此，对青海省的GDP十分关注。本论文关于对1978年到2014年以来的中国的青海省GDP（总共37个数据）进行时间序列分析，并且对未来的三年中国的青海省GDP进行较为有效的预测。希望对青海省的发展有所贡献。

关键词: 青海省GDP 时间序列白噪声预测

Abstract:

All activities of people, its fundamental purpose is to understand and transform the world, let your life more ideal. The time sequence is the same in different numerical statistical indicators refer to the same space, different time points of a certain phenomenon, according to a set of dynamic time series sequence formation. Time series analysis is through the time series of historical data, to reveal the rules of change over time, and based on this rule, extension and forecast for the future of this phenomenon is more effective. Development and changes of time series analysis can not only reveal a phenomenon from the quantity or describe the intrinsic relationship between a regular phenomenon and other phenomena from the dynamic point of view, to achieve the purpose of understanding the objective world. And the application of time series model can predict and control the future behavior of the phenomenon, the relationship between the time series data (historical data have a certain impact on the future development), modified or re design of the system to achieve the objective to use and transformation. From a statistical point of view, the statistical research and treatment is a group of "background" data, although the background and the data type of each are not identical, but from the data to form the point of view, it is the cross section data and cross section data of two. This paper mainly study on the longitudinal section data, which reflects the regularity of development and changes in the relationship between phenomenon and the. After obtaining a set of observed data, we must first determine the stability of it, through the stationary test, the time series into stationary and non-stationary series two categories. The main statistical methods is the time series analysis, mathematical software is mainly used for Eviews software. The University for four years in Qinghai province school in Qinghai Province, based on this, the GDP is very concerned about the. This thesis about since 2014 in China's Qinghai Province on 1978 GDP (a total of 37 data) for time series analysis and prediction is more effective in the future three years of Qinghai province of China GDP. I hope it can be helpful to the development of Qinghai province.

Keywords: Qinghai province GDP,Time series analysis,

White nose, Forecast