| 基于ARIMA模型的中国消费者价格指数时间序列分析 |
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| 引用本文： | 汪淼,郑舒婷.基于ARIMA模型的中国消费者价格指数时间序列分析[J].辽宁工程技术大学学报(自然科学版),2010,29(Z1). |
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| 作者姓名： | 汪淼 郑舒婷 |
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| 作者单位： | 1. 交通大学,经济管理学院,北京,100044
2. 辽宁大学,经济管理学院,辽宁,沈阳,100136 |
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| 摘 要： | 依据CPI能反映与居民生活有关的商品和劳务价格变动的宏观经济指标,借助EVIEWS软件,采用1990年1月至2009年11月中国消费者价格指数的月度数据,建立乘积季节ARIMA时间序列模型,并分析了中国消费价格指数随时间推移的变化规律。研究结果表明:中国消费者价格指数的发展变化情况具有明显的趋势性和季节性。根据这一结果,结合现实提出建议,希望政府能在制定政策时要遵循客观的原则。
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| 关 键 词： | ARIMA模型 时间序列分析 预测分析 |
Time sequence analysis of CIP based on ARIMA model |
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| WANG Miao,ZHENG Suting.Time sequence analysis of CIP based on ARIMA model[J].Journal of Liaoning Technical University (Natural Science Edition),2010,29(Z1). |
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| Authors: | WANG Miao ZHENG Suting |
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| Institution: | WANG Miao1,ZHENG Suting2(1.College of Economic Management,Beijing Jiaotong University,Beijing 100044,China,2.College of Economic Management,Liaoning University,Shenyang 100136,China) |
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| Abstract: | Based on the fact that CPI can be the indicators of the price which reflects the lives of residents of goods and services related to,with the EVIEWS software,using January 1990 to July 2008 China's consumer price index monthly data,this paper creates a product seasonal ARIMA time series models and analysis of Variation which is China's consumer price index over time.The results show that the development of China's consumer price index has an obvious trend and seasonal.According to the results and the practi... |
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| Keywords: | CPI |
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