Abstract

The application of multivariate time series is so large,it can be used in many systems, like ecnomic systems,biological
systems, and so on.This paper introduced the method’s building and the structure of ARIMAX model (auto-regressive
integrated moving average model with explanatory variables) and its SAS realizing. The paper analysed the tertiaryindustry
in China with the realty business to be input variable and proved that there had been co-integration relationship
between the two time serieses. Then, the paper modeled an appropriate ARIMAX model to tertiary-industry and fit
this model with the real statistics(the tertiary-industry’s production values in China from 1978 to 2007). And the result
showed that ARIMAX, applied ARIMAX model to analyzing and forecasting of tertiary-industry, it is a model with high
prediction precision.

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