时鲜农产品价格预测的ARIMA时序模型构建与应用

掌握农产品价格变化规律,了解农产品价格变化趋势,将有利于正确引导农产品流通和农业生产,实现农产品区域供求平衡;能为政府和农户提供结构调整的依据,有效提高农民效益。针对农产品价格这一重要问题的研究,以南京市青椒价格为例,构建非平稳时间序列ARIMA(p,d,q)模型(ARIMA:Auto Regressive Integrated Moving Average,自回归求和平均),描述并预测时鲜农产品价格的动态变化。结果表明ARIMA(0,1,1),(0,1,1)模型能很好地模拟并预测时鲜农产品价格,为农产品市场信息的准确预测提供重要方法。图6,表3,参8。

ARIMA Time Series Modeling and Applying on Fresh Agricultural Products

Knowing the changing rule and the trend of the agricultural products price will be benefitial for guiding agricultural products circulation and production,for fulfilling the agricultural products regional balance of the supply and demand,for providing the basis of structure adjustment for government and farmers,and improve the farmers' income.Aimed at the key issue of agricultural products price,the nonstationary time series model ARIMA(p,d,q)was applied to describe and forecast the dynamic change of the pepper price in Nanjing.The results showed that ARIMA(0,1,1),(0,1,1) could correctly simulate and forecast the price of fresh agricultural products,providing an important method for accurately predicting the market information of agricultural products.