GDP是衡量一个国家或地区经济状况和综合实力的核心指标,做好GDP核算对于判断宏观经济运行状况以及制定正的宏观经济政策具有重大意义。本文以辽宁省1978-2013年的GDP为样本数据,建立ARIMA模型来拟合其动态发展路径并进行预测。研究结果表明,ARIMA(1,1,1)能较好地刻画辽宁省GDP的动态变化趋势,预测的精度也相对较高。 GDP is a measure of a country or region’s economic status and overall strength of the core indicators, doing a good job of GDP accounting for judging the macroeconomic performance and the development of positive macroeconomic policy is of great significance. In this paper, the GDP of Liaoning Province from 1978 to 2013 as sample data, the establishment of ARIMA model to fit its dynamic development path and forecast. The results show that ARIMA (1,1,1) can better characterize the dynamic changes of GDP in Liaoning Province, and the prediction accuracy is relatively high.