基于计量模型的2009年我国货币供应量预测

货币供应量是影响经济金融体系能否正常运行的重要因素,正确预测货币供应量走势对我国经济金融政策的决策和经济发展战略的实施都有着十分重要的意义.本文介绍了符合金融系统预测规律的ARIMA(p,d.q)时间序列模型,并根据我国货币供应量实际数据对2008-2009年货币供应量走势进行了预测检验,实证预测结果显示与2008年实际M2相对照,模型预测精度较高,误差被控制在2%以内,说明ARIMA模型能较准确地预测我国货币供应量走势,可为我国货币供应量的预测和走势提供可靠的参考依据.

Forecast of China' Money Supply in 2009 Based on the Econometrics Model

The money supply plays an important role in the normal operation of the financial system,so the correct analysis and forecast of the money supply is very important for the decision-making of China's economic and financial policy and the implementation of the strategy for China's development. In this paper,the 2008-2009 money supply was forecasted based on ARIMA time series model and China's money supply data. The results show that the highest margin of error was less than 2% in 2008. So ARIMA time series mo...