| 消费者价格指数的预测——基于ARIMA模型的实证分析 |
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| 引用本文： | 翁东东.消费者价格指数的预测——基于ARIMA模型的实证分析[J].科技和产业,2010,10(6):87-90,112. |
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| 作者姓名： | 翁东东 |
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| 作者单位： | 泉州师范学院,福建,泉州,362000 |
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| 摘 要： | 通货膨胀是影响经济平稳性增长的一个关键性变量,CPI是衡量通货膨胀的一个重要的经济指标。本文通过对居民消费价格指数自相关函数与偏相关函数的统计识别以及ADF平稳性检验,建立ARIMA模型对我国CPI进行短期估计。实证分析结果表明ARIMA(12,1,12)模型对我国2010年每月的消费者价格指数(CPI)提供了较好的预测,对政府宏观政策的实施提供依据。
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| 关 键 词： | CPI 时间序列分析 ARIMA模型 自相关 |
An Empirical Analysis the Consumer Price Index Forecast Based on ARIMA Model |
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| WENG Dong-dong.An Empirical Analysis the Consumer Price Index Forecast Based on ARIMA Model[J].SCIENCE TECHNOLOGY AND INDUSTRIAL,2010,10(6):87-90,112. |
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| Authors: | WENG Dong-dong |
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| Abstract: | Most of the time series are inertial,or sluggish.According to analysis of the inertia,the future value of time series could be estimated by its current value.Based on the monthly CPI data from January 2000 to December 2008,the thesis firstly statistically indentifies the correlation function and the partial correlation function of consumer price index,tests the stationarity of ADF,then uses ARIMA model to test residual serial autocorrelation,lastly makes a short-term estimation on monthly CPI of our country in 2009.Empirical results show that ARIMA(12,1,12) model provides a better prediction for the monthly consumer price index(CPI) of our country in 2009. |
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| Keywords: | CPI |
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