Short-Term Statistical Analysis of Macroeconomic Data on Computer Regression Tools

  • Quanzhi Liu, Guihua Han

Abstract

to explore the short-term statistical analysis (STSA) of macroeconomic data (MD) on computer regression tools (CRT) and establish a sound STSA index system, a short-term statistical prediction of leading indexes is studied. A STSA model of MD is established through the macroeconomic leading index and multi-index as traditional index that are synthesized macroeconomic leading index. The CRT multi-tier distributed applications services (MIDAS) and multi-tier distributed applications services-autoregressive (MIDAS-AR) models are employed to make prediction experiments of economic development (ED) quality, and the accuracy of the model is judged by the error value of the model. The results show that the average values in dimension index of ED quality in 2016, 2017, 2018, and 2019 are 0.01, 0.03, 1.63, and 1.70, respectively. Compared the four-year prediction value dimension can forecast that the economic stability and structural indexes will rise steadily in 2020. However, the lower indexes in other dimensions reflect the excessive dependence on foreign countries and insufficient ability to respond to economic crises that still exist in the economy of China. The STSA of MD on CRT provides a certain foundation for study on the ED of China

Published
2020-12-28
Section
Articles