苏州科技学院学报(自然科学版)Issue(4):26-30,5.
ARIMA模型在居民消费价格指数预测中的应用
Application of ARIMA model in the consumer price index prediction
摘要
Abstract
In this paper,we applied the ARIMA model to the fitting and short term forecasting of the consumer price index. The monthly data of China consumer price index from January 2001 to October 2013 was adopted. With the aid of EViews 6.0 software,we fitted and analyzed the data,set up product season ARIMA(5,0,6)(1,1,0)12 model. Then we discussed the accuracy of the model ,and predicted China consumer price index in the future. The result shows that this model has great theoretical and practical value.关键词
ARIMA模型/居民消费价格指数/拟合/预测Key words
ARIMA model/consumer price index/fitting/prediction分类
数理科学引用本文复制引用
陈瑶,程毛林..ARIMA模型在居民消费价格指数预测中的应用[J].苏州科技学院学报(自然科学版),2014,(4):26-30,5.基金项目
全国统计科研计划项目(2013LY133);苏州科技学院科研基金项目 ()