| 基于NAR模型的商品零售价格指数预测研究 |
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| 引用本文： | 张慧芳,杨瑞兰,张德生. 基于NAR模型的商品零售价格指数预测研究[J]. 江西师范大学学报(自然科学版), 2010, 34(3) |
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| 作者姓名： | 张慧芳 杨瑞兰 张德生 |
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| 作者单位： | 1. 忻州师范学院,数学系,山西,忻州,034000
2. 西安理工大学,理学院,陕西,西安,710054 |
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| 基金项目： | 山西省教育科学"十一五"规划 |
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| 摘 要： | 基于样条估计理论,建立了我国商品零售价格指数的NAR预测模型.并应用此模型对我国2004-2007年的价格指数进行了预测分析,结果表明:相对于传统的ARMA模型而言,NAR模型能够更好地捕获我国社会商品零售价格指数的非线性特征,预测精度较高.
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| 关 键 词： | 非参数自回归模型 样条估计 预测 |
The Prediction of Commodity Retail Price Index Based on the NAR Model |
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| ZHANG Hui-fang,YANG Rui-lan,ZHANG De-sheng. The Prediction of Commodity Retail Price Index Based on the NAR Model[J]. Journal of Jiangxi Normal University (Natural Sciences Edition), 2010, 34(3) |
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| Authors: | ZHANG Hui-fang YANG Rui-lan ZHANG De-sheng |
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| Affiliation: | ZHANG Hui-fang1,YANG Rui-lan1,ZHANG De-sheng2(1.Department of Mathematics,Xinzhou Teachers University,Xinzhou Shanxi 034000,China,2.School of Science,Xi'an University of Technology,Xi'an Shanxi 710054,China) |
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| Abstract: | Based on spline estimation theory,the nonparametric autoregression forecast model is established on our country's Commodity Retail Price Index.And this model is applied to predict the observations 20042007.The computed results show that the nonparametric autoregression model can catch the nonlinear characteristic of our country's Commodity Retail Price Index better than the ARMA model. |
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| Keywords: | nonparametric autoregression model spline estimation prediction |
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