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基于ARIMA模型的我國旅游外匯收入狀況研究

發(fā)布時(shí)間:2018-08-03 21:52
【摘要】:我國有著豐富的旅游業(yè)資源,巨大的旅游客源市場(chǎng)。因此,為了制定更為合理、高效的旅游業(yè)相關(guān)政策,我們有必要對(duì)我國的旅游市場(chǎng)進(jìn)行充分的研究。伴隨著我國經(jīng)濟(jì)的快速發(fā)展,國際影響力的提升,越來越多的外國人都渴望進(jìn)一步了解中國。由此,旅游行業(yè)逐年升溫,,其收益已經(jīng)占據(jù)我國經(jīng)濟(jì)收入的很大份額,還有更大的發(fā)展?jié)摿。外國旅游者來我國進(jìn)行游覽、觀光、休閑度假等活動(dòng),稱之為入境旅游。它是一個(gè)國家獲取外匯和解決就業(yè)的重要途徑。 本文介紹了時(shí)間序列預(yù)測(cè)基本理論,重點(diǎn)說明了ARMA模型與ARIMA模型的建立過程,其中包括模型的平穩(wěn)性檢驗(yàn),模型的定階,模型的參數(shù)估計(jì)與檢驗(yàn)。以及非平穩(wěn)時(shí)間序列化為平穩(wěn)時(shí)間序列的方法與模型的預(yù)測(cè)。 本文分別以我國旅游外匯收入的年度數(shù)據(jù)和月度數(shù)據(jù)為研究對(duì)象,利用時(shí)間序列分析技術(shù),基于模型對(duì)旅游外匯收入數(shù)據(jù)進(jìn)行分析,利用Eviews6.0軟件設(shè)定模型及參數(shù)估計(jì),得到我國旅游外匯收入的年度預(yù)測(cè)值與月度預(yù)測(cè)值,并與實(shí)際值進(jìn)行對(duì)比,對(duì)模型做出評(píng)價(jià),并對(duì)未來旅游外匯收入進(jìn)行預(yù)測(cè),對(duì)旅游政策的制定具有很好的指導(dǎo)意義。
[Abstract]:Our country has rich tourism resources, huge tourist source market. Therefore, in order to make more reasonable and efficient tourism related policies, it is necessary for us to study the tourism market in our country. With the rapid development of China's economy and the improvement of international influence, more and more foreigners are eager to learn more about China. As a result, tourism industry heats up year by year, its income has already occupied the very big share of our country economy income, also has the bigger development potential. Foreign tourists come to our country for sightseeing, leisure vacation and other activities, called inbound tourism. It is an important way for a country to obtain foreign exchange and solve employment. In this paper, the basic theory of time series prediction is introduced, and the establishment process of ARMA model and ARIMA model is emphasized, including the stationary test of the model, the determination of the order of the model, and the parameter estimation and test of the model. And the method and model prediction of non-stationary time series into stationary time series. In this paper, the annual and monthly data of China's tourism foreign exchange income are taken as the research objects, using time series analysis technology, based on the model to analyze the tourism foreign exchange income data, using Eviews6.0 software to set up the model and parameter estimation. The annual forecast value and monthly forecast value of China's tourism foreign exchange income are obtained, and compared with the actual value, the model is evaluated and the future tourism foreign exchange income is forecasted, which has a good guiding significance for the formulation of tourism policy.
【學(xué)位授予單位】:華中科技大學(xué)
【學(xué)位級(jí)別】:碩士
【學(xué)位授予年份】:2013
【分類號(hào)】:F592;F832.6;F224

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