{"title":"基于自回归综合移动平均算法和线性回归模型的中国国内生产总值预测研究","authors":"An Zhang","doi":"10.54254/2754-1169/101/20231594","DOIUrl":null,"url":null,"abstract":"Gross domestic product (GDP) is an important indicator for measuring a country's economic development level. By studying GDP, it can analyze the economic structure of a country or region, determine the development trend of a country. GDP is widely applied in fields such as macroeconomic analysis, policy formulation, and international economic comparison. After Chinese reform and opening up, the economy has developed rapidly, and the GDP has shown a trend of increasing year by year. Therefore, the analysis of Chinese GDP is meaningful. This article analyzes GDP data from 2001 to 2017. Linear regression method is used for prediction first but the goodness of fit for this model to predict GDP is not very high. So then the Auto Regressive Integrated Moving Average (ARIMA) model is used for prediction. The results indicate that the ARIMA algorithm has higher goodness of fit and can better illustrate the situation, which can be used for short-term prediction in China. All this model is realized in the python.","PeriodicalId":104305,"journal":{"name":"Advances in Economics, Management and Political Sciences","volume":"23 2","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Research of Forecasting Chinese Gross Domestic Product Based on Auto Regressive Integrated Moving Average Algorithm and Linear Regression Model\",\"authors\":\"An Zhang\",\"doi\":\"10.54254/2754-1169/101/20231594\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Gross domestic product (GDP) is an important indicator for measuring a country's economic development level. By studying GDP, it can analyze the economic structure of a country or region, determine the development trend of a country. GDP is widely applied in fields such as macroeconomic analysis, policy formulation, and international economic comparison. After Chinese reform and opening up, the economy has developed rapidly, and the GDP has shown a trend of increasing year by year. Therefore, the analysis of Chinese GDP is meaningful. This article analyzes GDP data from 2001 to 2017. Linear regression method is used for prediction first but the goodness of fit for this model to predict GDP is not very high. So then the Auto Regressive Integrated Moving Average (ARIMA) model is used for prediction. The results indicate that the ARIMA algorithm has higher goodness of fit and can better illustrate the situation, which can be used for short-term prediction in China. All this model is realized in the python.\",\"PeriodicalId\":104305,\"journal\":{\"name\":\"Advances in Economics, Management and Political Sciences\",\"volume\":\"23 2\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-07-25\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Advances in Economics, Management and Political Sciences\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.54254/2754-1169/101/20231594\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Advances in Economics, Management and Political Sciences","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.54254/2754-1169/101/20231594","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
摘要
国内生产总值(GDP)是衡量一个国家经济发展水平的重要指标。通过研究 GDP,可以分析一个国家或地区的经济结构,判断一个国家的发展趋势。GDP 广泛应用于宏观经济分析、政策制定、国际经济比较等领域。改革开放后,中国经济发展迅速,GDP 呈逐年上升趋势。因此,对中国 GDP 进行分析是非常有意义的。本文分析了 2001 年至 2017 年的 GDP 数据。首先采用线性回归法进行预测,但该模型预测 GDP 的拟合度不高。于是采用自回归综合移动平均(ARIMA)模型进行预测。结果表明,ARIMA 算法拟合度较高,能更好地说明情况,可用于中国的短期预测。所有模型均在 python 中实现。
Research of Forecasting Chinese Gross Domestic Product Based on Auto Regressive Integrated Moving Average Algorithm and Linear Regression Model
Gross domestic product (GDP) is an important indicator for measuring a country's economic development level. By studying GDP, it can analyze the economic structure of a country or region, determine the development trend of a country. GDP is widely applied in fields such as macroeconomic analysis, policy formulation, and international economic comparison. After Chinese reform and opening up, the economy has developed rapidly, and the GDP has shown a trend of increasing year by year. Therefore, the analysis of Chinese GDP is meaningful. This article analyzes GDP data from 2001 to 2017. Linear regression method is used for prediction first but the goodness of fit for this model to predict GDP is not very high. So then the Auto Regressive Integrated Moving Average (ARIMA) model is used for prediction. The results indicate that the ARIMA algorithm has higher goodness of fit and can better illustrate the situation, which can be used for short-term prediction in China. All this model is realized in the python.