An Empirical Study On The Forecast Of Tax Revenue

Fiscal revenue comes mainly from tax,it is important to make correct tax forecast model for the adjustment of macro economy.In this paper I use econometric methods to build up VAR model, VECM, ECM and Stepwise regression tax forecast model.I build up optimize linear combination forecasting model and forecast the tax revenue of 2005&2006 is about 3100&3850 billion RMB.At last,I provide some recommendations (e.g. strong the relationship of tax and economy,adjust the structure of Budgetary Expenditure…) and some points need further research (e.g. the analysis of tax structure…)This paper adopt unit root test,cointegration test and ECM model to solve the spurious regression of traditional forecast model. VAR model has good forecast effect and Stepwise regression can solve multicollinearity. At the same time,this paper makes Empirical Study to every forecast model.