对中国国际入境旅游市场的滚动样本预测——基于季节效应ARIMA模型

Rolling Sample Forecasting for Chinese International Inbound Tourism Market——Based on the ARIMA Model with Seasonal Dummy Variables

入境旅游市场的发展能够促进我国经济社会的可持续发展,入境客流量的精确预测和分析对旅游规划与管理具有重要意义。鉴于现有文献大多采用年度数据进行预测等问题,采用新的包含季节变量的ARIMA模型对6个我国主要入境旅游客源国1990～2006年间的数据进行回归分析,并采用滚动样本方法进行样本外动态预测,回归模型以及预测结果均表明该模型能够很好地拟合数据,对旅游预测可行且十分有效。

the healthy development of Chinese international inbound tourism market will promote the sustainable development of economy and society. And the precise forecast of the international inbound tourist is of importance for tourism management. This paper analyzes six main inbound tourism resource countries of China based on ARIMA model with seasonal dummy variable for the period ranging from Jan. 1990 to Dec. 2006. After diagnostic checking of this model carefully, this paper also does out - of- sample forecast utilizing rolling sample methods. The empirical results demonstrate that the model is feasible and effective in the forecast of international inbound tourists.