Dissertation > Excellent graduate degree dissertation topics show

The Empirical Analysis of China’s GDP Time Series Based on Structural Breaks Theory

Author: ZhangXinGuo
Tutor: WangXinJun
School: Shandong University
Course: Project Management
Keywords: GDP time series analysis ARIMA model structural breaks
CLC: F124
Type: Master's thesis
Year: 2011
Downloads: 141
Quote: 0
Read: Download Dissertation

Abstract


Gross domestic product (GDP) refers to a period of time (a quarter or a year), a national or regional production of all resident units in all the final results. Measure of a country is often considered an important indicator of overall economic strength. It can not only reflect a country’s economic performance, but also reflect a country’s strength and wealth. This indicator in our national economic accounting system is an extremely important position, for judging whether the healthy development of the national economy plays a key role. Therefore, accurate analysis and forecast GDP has important theoretical and practical significance.Time series refers to a phenomenon of a certain statistical indicators at different times on different values, arranged in chronological order to form sequences. Time series analysis of dynamic data analysis is an important way to deal with it as the theoretical foundation of probability statistics to analyze the random data sequence (or sequence of dynamic data), and its mathematical model, and further used to predict, since adaptive control and other aspects, is a very high practical value of applied research. Time series forecasting methods is through the phenomenon of the sequence of historical data reveal the variation over time, the law extends to the future, thus to predict the future of the phenomenon. The traditional time series analysis application in the economy is mainly deterministic time series analysis methods, including exponential smoothing, moving average, time series decomposition. With the social and economic development, many uncertainties in the economic life of the increasing influence, must be attracted widespread attention. ARMA model by the American statistician George EPBox with British statisticians GunlymM.Jenkins’s, also known as B-J model, it is a dynamic model is a dynamic description of the random process is used when both AR MA method and a model. However, because of living in a lot of data is a non-smooth, making the need for modeling the original data before differential treatment, it is time series analysis of the most commonly used model is the ARIMA model.This paper choose from 1952 to 2006,55 years of GDP data in China as the research object, first of all, the establishment of a conventional time series analysis ARIMA (2,1,0) model and ARIMA (0,1,2) model, and then a more rational structure of the mutant containing the trend stationary model, and mutations were analyzed included the slope and jump mutation model for two different mutations and found that the optimal model for the mutation point in 1978 occurred in a smooth slope change in the trend model. Then use the residuals established a time-series model, after comparison test showed that the optimal model for the residual ARMA (1,2), then the estimated value of the residuals contain structure into the trend stationary series model of mutation, and ultimately reduced from a forecast of China’s real GDP value. Through the forecast, inspection, comparison, contains the trend of structural change stationary sequence model in China from 1952 to 2006 GDP data simulation, the effect of forecasting the optimal.

Related Dissertations

  1. Based on Data Mining Technologies in Urban Water Supply Analysis and Decision,F299.24;F224
  2. On Improving Government Performance Evaluation Measures of Green GDP,D630
  3. The Research on Key Technologies for Web Information Personalization Collection and Management,TP393.09
  4. The Economic Forecast with the Characteristic of Subjective and Objective Information Integrated and Its Application,F224
  5. Research on Telecom Value-added Share in GDP Trends and Impact,F626
  6. Comparative Study on Economic Development of City Circle Based on Data Mining,O212.1
  7. The Research of Our Country Commercial Bank Crisis Early Warning,F832.33
  8. Analysis and Prediction of the Epidemic Situation of Schistosomiasis in Qianjiang City,R532.21
  9. Quality management in the network monitoring application performance study,F626
  10. Research on International Express Market and Its Cyclical Characteristics,F224
  11. Stock indices like the chaotic signal characteristics and Denoising,O415.5
  12. Time Series Modeling and Forecasting Theory and Application,O211.61
  13. Economic Growth Model Based on Zhongyuan and Its Theoretical Analysis,F127
  14. Curve Fitting of Time Series with Equidistant Sampling Points,O211.61
  15. Study on Financial Returns and Volatility Based on Symbolic Time Series Analysis,F830.9
  16. The Research on Manufacturing Technology Scaning Affect Technology Innovation,F273.1
  17. Using D-InSAR to Monitor the Motion of Frozen Ground in Qinghai-Tibet Plateau,P642.14
  18. IGS Stations’ High-Precision Solution Based on the Stochastic Model and Its Time Series Analysis,P228.4
  19. Research on the Processed Method of Dynamic Data on the Ground of Modern Time Series Analysis Method,P228.4
  20. Ground Subsidence Monitoring in Mining Area Using InSAR,P227

CLC: > Economic > The world economic profiles,economic history,economic geography > China's economy > Economic construction and development
© 2012 www.DissertationTopic.Net  Mobile