涤塔夫面料价格指数时间序列建模及实证分析

Time series modeling and empirical analysis on the price index of polyester tav fabric

就构建的涤塔夫面料价格指数及其市场运营数据曲线,采用经典的自回归移动平均模型ARMA和自回归异方差模型ARCH对涤塔夫产品系列各级指数进行时间序列建模和实证分析。经验证表明,已建立的时间序列模型对涤塔夫面料价格指数运行变化走势有很好的拟合效果,所建模型在置信理论区间内的预测值精度理想,可以进行对应的产品市场价格走势分析和预测。

This paper makes empirical analysis on Price Index of every level of Polyester tav fabric with classical ARMA models as well as ARCH models,which based on Polyester tav fabric Price Index and operating curve.The model validation suggests that there is good effect in running change of Polyester tav fabric Price Index for the time series models that has been established,the precision of the established model within the theoretic confidence interval is ideal.As a result,it can be used to analyze and predict for the corresponding market price trend.