| 基于ARIMA模型的中国社会消费品零售总额季度预测 |
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| 引用本文： | 谷屹. 基于ARIMA模型的中国社会消费品零售总额季度预测[J]. 价值工程, 2011, 30(34): 132-135 |
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| 作者姓名： | 谷屹 |
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| 作者单位： | 首都经济贸易大学经济学院,北京,100070 |
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| 摘 要： | 本文介绍了自回归单整平均移动模型即ARIMA模型的基本原理及其构建与应用的方法;并分析中国2003年-2010年社会消费品零售总额的季度数据,运用ARIMA(p,d,q)(P,D,Q)s模型,对历史数据-2010年四个季度社会消费品零售总额进行预测,其预测值与实际值拟合效果较好;在此基础上,预测出了2011年四个季度的社会消费品零售总额。
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| 关 键 词： | ARIMA模型 社会消费品零售总额 预测 |
Forecast on Quarterly Total Retail Sales of Social Consumer Goods in China Based on ARIMA Model |
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| Gu Yi. Forecast on Quarterly Total Retail Sales of Social Consumer Goods in China Based on ARIMA Model[J]. Value Engineering, 2011, 30(34): 132-135 |
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| Authors: | Gu Yi |
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| Affiliation: | Gu Yi (School of Economics,Capital University of Economics and Business,Beijing 100070,China) |
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| Abstract: | This paper describes ARIMA(p,d,q),namely basic principle of ARIMA model and its methods of construction and application,analyzes quarterly data of total retail sales of social consumer goods in China during 2003-2010,and predicts historical data: the total retail sales of social consumer goods of four quarters in 2010,applying ARIMA(p,d,q)(P,D,Q)s model.The fitting effect between predicted values and actual value is good.Based on this,the total retail sales of social consumer goods of four quarters in 2011 ... |
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| Keywords: | ARIMA model total retail sales of social consumer goods forecast |
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