| ARIMA乘积季节模型对我国消费者信心指数的分析 |
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| 引用本文： | 徐婷,李选海,郭昶.ARIMA乘积季节模型对我国消费者信心指数的分析[J].科技信息,2012(19):56-57. |
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| 作者姓名： | 徐婷 李选海 郭昶 |
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| 作者单位： | 辽宁师范大学数学学院;中国人民解放军海军大连舰艇学院基础部 |
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| 摘 要： | 消费者信心指数能够预测消费支出,对某些宏观经济指标也有较好的预测效果。本文运用Eviews6.0软件对2006.01—2011.12我国消费者心指数的统计数据建立ARIMA乘积季节模型。结果表明该模型适合预测我国的消费者信心指数而且预测精度较高,但只适合短期预测。
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| 关 键 词： | ARIMA乘积季节模型 消费者信心指数 预测 |
Analysis for China Consumer Confidence Index Based on the Multiplicative Seasonal ARIMA Model |
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| XU Ting,LI Xuan-hai,GUO Chang.Analysis for China Consumer Confidence Index Based on the Multiplicative Seasonal ARIMA Model[J].Science,2012(19):56-57. |
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| Authors: | XU Ting LI Xuan-hai GUO Chang |
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| Institution: | 1(1.Department of Math,Liaoning Normal University,Dalian Liaoning,116029; 2.Department of Basic Science,Dalian Naval Academy,Dalian Liaoning,116018) |
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| Abstract: | The Consumer Confidence Index not only be able to predict consumer spending,but also for some macro economic index has better forecasting effect.In this paper,we use the Consumer Confidence Index of China in 2006.01-2011.12 to set up the multiplicative seasonal ARIMA model with the Eviews6.0 software.The experimental results show that the multiplicative seasonal ARIMA model can be an effective way to forecast the Consumer Confidence Index of our country,and model prediction accuracy is higher,which can be used to forecast short-term data. |
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| Keywords: | The multiplicative seasonal ARIMA model Consumer confidence index Forecast |
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