基于时间序列方法我国2005年进出口总额预测分析

Forecast Analysis of the Total Amount of China＇s Imports and Exports in 2005 Based on Time Series Method

本文利用1998—2004年中国进出口总额的季度数据，通过自相关函数和单位根检验其平稳性，并应用季节调整和差分方法对该数据进行平稳性处理，在此基础上，选择一个最适合的ARMA模型，对2005年我国进出口总额数据进行了预测。

Using the china＇s season date from 1998 to 2004 of the total amount of the imports and exports, this article test the stationarity through ACF and unit root test and adjust the date to stationarity by season adjustment and difference method. Then we forecast the total amount of imports and exports in 2005 with the best ARMA model.