基于ARIMA模型的我国一次能源生产量时间序列分析

Time series analysis of China's primary energy production based on ARIMA model

采用ARIMA模型对我国1950～2008年的一次能源生产量数据进行分析。利用Eviews软件建立了相应数学模型,并用该模型对当前值与未来值做了预测。结果表明,预测效果较好,可以用于对未来进行短期预测。

The ARIMA model is one of the most popular models for time series forecasting analysis.This paper analyzes the datas of China’s primary energy output from 1950 to 2008 with ARIMA model,establishes the corresponding model with Eviews package software,using this model to predict the recent and future several years primary energy production.According to the result of prediction,the model predict well and can be used to predict future value for short-term.