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基于ARIMA模型预测我国2012年的货运量
引用本文:余海燕. 基于ARIMA模型预测我国2012年的货运量[J]. 内蒙古财经学院学报, 2012, 0(2): 17-20
作者姓名:余海燕
作者单位:湖北大学商学院,湖北武汉,430062
摘    要:本文的数据来源于《新中国60年统计资料汇编》、中华人民共和国国家统计局,根据《新中国60年统计资料汇编》里面0146.xls中1949-2008年全国货运量的数据、中华人民共和国国家统计局中2009、2010年月度与年度货运量数据,建立时间序列模型序列,运用ARIMA模型进行分析,主要包括时间序列分析、平稳化处理、模型的识别、模型的定阶和参数估计这四个主要步骤,运用Eviews6.0软件,对我国2011年和2012年的货运量进行了预测,为制定物流发展政策、确定物流基础设施建设规模、分析物流市场态势提供定量依据。

关 键 词:货运量  预测  ARIMA模型

A Volume of Freight Forecast of 2012 of China Based on ARIMA Model
YU Hai-yan. A Volume of Freight Forecast of 2012 of China Based on ARIMA Model[J]. Journal of Inner Mongolia Finance and Economics College, 2012, 0(2): 17-20
Authors:YU Hai-yan
Affiliation:YU Hai-yan(Business School of Hubei University,Wuhan,Hubei,430062)
Abstract:The Data of this paper is originated from "Compilation of Statistics in the Past 60 years of New China" and National Bureau of Statistics of China.Based the data of fright volume from 1949 to 2008 in 0146.xls of "Compilation of Statistics in the Past 60 years of New China" and the monthly and yearly freight volume data of 2009 and 2010,this paper sets up time series model and analyzes with ARIMA model.The main content includes time series analysis,stationary handling,model distinguishing,model order and parameter estimation.By applying the software of Eview6.0,this paper forecasts the freight volume of 2011 and 2012 of the country in expectation to provide quantitative basis for drafting logistics development policy,confirming logistics infrastructure construction and analyzing logistics market tendency.
Keywords:volume of freight  forecast  ARIMA model
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