干预分析模型- China GDP

干预分析模型 - GDP预测

加载pandas、matplotlib等包，处理时间序列

import pandas as pd
import numpy as np
import matplotlib.pylab as plt

%matplotlib inline
# 解决坐标轴刻度负号乱码
plt.rcParams['axes.unicode_minus'] = False
# 解决中文乱码问题
plt.rcParams['font.sans-serif'] = ['Simhei']

from matplotlib.pylab import rcParams
rcParams['figure.figsize'] = 15, 6

import warnings
warnings.filterwarnings("ignore")

读入数据

data = pd.read_csv('China GDP 1980-2016.csv')
data.head()

	Year	GDP
0	2016	743585.5
1	2015	689052.1
2	2014	643974.0
3	2013	595244.4
4	2012	540367.4

data.dtypes

Year      int64
GDP     float64
dtype: object

data.columns

Index(['Year', 'GDP'], dtype='object')

Year 是int64类型，在时间序列分析中，我们需要现将数据转化为时间序列

dateparse = lambda dates: pd.datetime.strptime(dates, '%Y')
dateparse('1962')

datetime.datetime(1962, 1, 1, 0, 0)

df = pd.read_csv('China GDP 1980-2016.csv', parse_dates=['Year'], index_col='Year', date_parser=dateparse)
df.head()

	GDP
Year
2016-01-01	743585.5
2015-01-01	689052.1
2014-01-01	643974.0
2013-01-01	595244.4
2012-01-01	540367.4

# 检查索引格式
df.index

DatetimeIndex(['2016-01-01', '2015-01-01', '2014-01-01', '2013-01-01',
               '2012-01-01', '2011-01-01', '2010-01-01', '2009-01-01',
               '2008-01-01', '2007-01-01', '2006-01-01', '2005-01-01',
               '2004-01-01', '2003-01-01', '2002-01-01', '2001-01-01',
               '2000-01-01', '1999-01-01', '1998-01-01', '1997-01-01',
               '1996-01-01', '1995-01-01', '1994-01-01', '1993-01-01',
               '1992-01-01', '1991-01-01', '1990-01-01', '1989-01-01',
               '1988-01-01', '1987-01-01', '1986-01-01', '1985-01-01',
               '1984-01-01', '1983-01-01', '1982-01-01', '1981-01-01',
               '1980-01-01'],
              dtype='datetime64[ns]', name='Year', freq=None)

# 转化为时间序列数据
ts = df['GDP'].sort_index()
ts.head()

Year
1980-01-01    4587.6
1981-01-01    4935.8
1982-01-01    5373.4
1983-01-01    6020.9
1984-01-01    7278.5
Name: GDP, dtype: float64

拆分数据为训练集和测试集

min(ts.index), max(ts.index)

(Timestamp('1980-01-01 00:00:00'), Timestamp('2016-01-01 00:00:00'))

train = ts['1980':'1997']
test = ts['1998':'2006']

平稳性检验

绘制时序图

# Plotting data
train.plot(figsize=(20,6), fontsize=14, label="train")
test.plot(figsize=(20,6), title= 'GDP', fontsize=14, label="test")
plt.show()

[外链图片转存(img-xLpGUy3F-1562729294200)(output_16_0.png)]

平稳性检验

from statsmodels.tsa.stattools import adfuller


def test_stationarity(timeseries):
    # Perform Dickey-Fuller test:
    print('Results of Dickey-Fuller Test:')
    dftest = adfuller(timeseries, autolag='AIC')
    dfoutput = pd.Series(dftest[0:4], index=['Test Statistic','p-value','#Lags Used','Number of Observations Used'])
    for key,value in dftest[4].items():
        dfoutput['Critical Value ({})'.