Time Series Analysis and Forecast Model of Annual GDP of China Based on Box-Jenkins Methods
Xiaokui Zhao · Journal of Qinghai Normal University · 2009
This paper discusses the annual GDPseries of China since 1966through 2006 which mainly applies the time series technology based on Box-Jenkins methods,verifies the time series characteristics,then studies how the ARMA model is adopted,and approves that the GDPseries satisfies the ARMA model condition.This paper also gives the forecasting results of the future GDPwith those models,which indicate the ARMA model could bean effective and practical way to analysis and forecast Annual GDP of Chinawith high precision.