摘要
石油价格波动较为复杂,不确定性影响因素较多。ARIMA模型是将预测对象随时间推移而形成的数据序列视为一个随机序列并加以描述,被广泛地应用于对高频金融时间序列建模,它能较好地把握此类时间序列的动态规律。在利用ARIMA模型对我国1997年以来大庆石油价格进行拟合,短期预测结果模拟值与实际值十分接近,预测效果良好。
Oil price is an important index for market participants to analyze the market and make decisions and for governments to regulate economy. It is of great significance to predict the oil price accurately. In ＇recent years, ARIMA model has been widely used to make models for financial temporal series which have high fluctuation frequency, because it can grasp the dynamic characteristics of temporal series. The article proposes a price prediction method based upon ARIMA model through the analysis of Daqing oilprice since 1997. The result has proved that the model can fit China＇,s oil price fluctuation quite well and the prediction result is good.
出处
《南京航空航天大学学报（社会科学版）》
2009年第4期41-46,共6页
Journal of Nanjing University of Aeronautics & Astronautics（Social Sciences）
基金
国家自然科学基金资助项目(70873058)
关键词
预测
ARIMA模型:石油价格
prediction
ARIMA Model
oil price
Daqing oil price
temporal series
