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本文在分析1984年至2011年河北省旅游外汇收入额年度数据的基础上,建立了旅游外汇收入额的ARMA(p,q)模型。首先针对序列的非平稳特征,对河北省旅游外汇收入额变量进行对数化处理,将时间序列的指数趋势转化为线性趋势,然后对序列继续进行差分处理,变成平稳序列,建立河北省旅游外汇收入时间序列的ARMA模型并对模型进行检验,最后将模型用于河北省旅游外汇收入的预测分析。实证结果表明:ARMA(1,1)模型提供了较准确的预测效果,可以用于未来的短期预测。
Based on the analysis of annual data of tourism foreign exchange earnings in Hebei Province from 1984 to 2011, this paper establishes the ARMA (p, q) model of foreign exchange earnings in tourism. Firstly, according to the non-stationary characteristics of the sequence, the variables of tourism foreign exchange earnings in Hebei Province are treated logarithmically, and the exponential trend of the time series is transformed into a linear trend. Then, the sequence is further processed differentially and becomes a stable sequence. ARMA model of time series of foreign exchange earnings and test the model, and finally the model is used to forecast the tourism foreign exchange earnings in Hebei Province. The empirical results show that ARMA (1,1) model provides more accurate prediction results and can be used for short-term prediction in the future.