基于ARIMA的居民消费价格指数建模与预测

Forecast and the model of consumer price index based on ARIMA

根据我国2007～2010年的实际居民消费价格指数，建立了基于ARIMA的物价指数预测模型。实验结果表明，该模型的绝对误差以及百分比绝对误差都控制在了一定范围之内，因此该模型拟合效果较好，预测值接近实际值。最后，应用该模型对我国2011年1月至5月的居民消费价格指数进行了预测。

This paper founds the forecasting model of consumer price index, based on the actual consumer price index from 2007year to 2010 year. According to the result of the experiment, absolute error and the percentage of absolute error of the model are controlled within a certain range. Consequently, the effect of fitting is considerable well and the predictive value is close to the actual value. At last, the paper also uses the model to predict the consumer price index from January to may in 2011 year of our country.