The Analysis to Tertiary-industry with ARIMAX Model
نویسندگان
چکیده
The application of multivariate time series is so large,it can be used in many systems, like ecnomic systems,biological systems, and so on.This paper introduced the method’s building and the structure of ARIMAX model (auto-regressive integrated moving average model with explanatory variables) and its SAS realizing. The paper analysed the tertiaryindustry in China with the realty business to be input variable and proved that there had been co-integration relationship between the two time serieses. Then, the paper modeled an appropriate ARIMAX model to tertiary-industry and fit this model with the real statistics(the tertiary-industry’s production values in China from 1978 to 2007). And the result showed that ARIMAX, applied ARIMAX model to analyzing and forecasting of tertiary-industry, it is a model with high prediction precision.
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