CAJ | 학술논문

根据1947~2011年内蒙古农林牧渔业总产值的数据，运用时间序列分析对数据进行定量分析。以分数阶差分方法代替传统的整数阶差分方法，最大程度地保留了序列的原始信息；通过分数阶差分使数据平稳，经白噪声检验后，用 ARFIMA模型进行模型拟合；根据拟合模型对内蒙古农林牧渔业总产值进行预测，结果显示，模型的拟合结果较准确，误差在可控范围之内。
근거1947~2011년내몽고농림목어업총산치적수거，운용시간서렬분석대수거진행정량분석。이분수계차분방법대체전통적정수계차분방법，최대정도지보류료서렬적원시신식；통과분수계차분사수거평은，경백조성검험후，용 ARFIMA모형진행모형의합；근거의합모형대내몽고농림목어업총산치진행예측，결과현시，모형적의합결과교준학，오차재가공범위지내。
According to 1947-2011 Inner Mongolia agricultural output data.Time series analysis is used for quantitative analysis of the data.The traditional integer order difference method is replaced by fractional difference method,which retains the original information of the sequence in maximum extent. The fractional difference makes the data stationary.After the sequence is used for the white noise examina—tion,ARFIMA model is used to fit model,and test its significant.Finally according to the model Inner Mongolia the next two years agricultural output is predicted.The results show the fitting effects are more accurate,and the error is in the controllable range.