The Analysis to Tertiary-industry with ARIMAX Model

Jing Fan, Rui Shan, Xiaoqin Cao, Peiliang Li

Abstract


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.

Full Text: PDF

Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.

Journal of Mathematics Research   ISSN 1916-9795 (Print)   ISSN 1916-9809 (Online)

Copyright © Canadian Center of Science and Education

To make sure that you can receive messages from us, please add the 'ccsenet.org' domain to your e-mail 'safe list'. If you do not receive e-mail in your 'inbox', check your 'bulk mail' or 'junk mail' folders.