厦门大学学报（自然科学版）2011，Vol.50Issue(1)：13-16,4.
基于多重时间序列模型的城市固定资产投资与GDP的动态关系
Dynamic Relation Between Urban FAI and GDP Based on Multiple Time Series Model
摘要
Abstract
Aiming at the study of dynamic relationship between FAI and GDP,Granger Causality Test is first used to determine the existence of causal relationships between FAI and GDP,and multiple time series model is then established between FAI and GDP.Meanwhile , Q statistic is applied to test adaptability of model. The model shows that FAI would promote GDP growth with a four-or-five-year positive lag effect for economic. Finally, two methods using the model presented in the paper and ARIMA model are applied to forecast Xiamen's GDP between 2000 to 2008 , the result shows that model presented in the paper reduce prediction error by about eight percentage point.关键词
城市GDP/固定资产投资/多重时间序列模型/ARIMA模型分类
数理科学引用本文复制引用
宋敏慧,席斌,刘暾东..基于多重时间序列模型的城市固定资产投资与GDP的动态关系[J].厦门大学学报（自然科学版）,2011,50(1):13-16,4.基金项目
厦门市科技项目(3502Z20093005) （3502Z20093005）
