铁路工程材料价差系数时间序列模型研究

Research on Time Series Model for Price Margin Coefficient of Railway Engineering Material

研究目的:材料价差系数是铁路工程概预算编制的重要参数,然而,价差系数颁布时间往往滞后,且受市场的影响,材料价格常处于波动状态,投资常常难以准确控制。本文旨在建立一种新的模型,用以预测铁路工程价差系数预期值,实现投资的有效控制。回归模型进行修正,从而构建回归-ARMA组合预测模型,用以预测铁路工程价差系数预期值,实现投资的有效控制;(2)组合预测模型拟合度高,运用此模型对2009、2010、2011年度材料价差系数进行检算,其测算值与实际值高度拟合;(3)本文建立的组合预测模型可用于规划项目的投资估算、中长期项目的投资评估、在建项目的成本控制和工程承包商投标报价等方面。

Research purposes： The price margin coefficient of material is an important parameter for compiling the budget of railway engineering. However, it is difficult to control the project investment because the issuing time of the price margin coefficient often lags behind and the material price often fluctuates due to the market influence. In this paper, a new model is presented for forecasting the expected value of the price margin coefficient of the railway engineering for the purpose of effective control of the project investment. Research conclusions： （1） With the combination forecasting methods, the regression model for the price margin coefficient is built by using the curve fitting method and modified by using the residual series ARMA model and then the regression ARMA combination forecasting model is built to forecast the expected value of the price margin coefficient of railway project for effective control of the project investment. （2） The combination fitting model has good fittingness. By using this model, the material price margin coefficients from 2009 to 2011 were checked and the forecasting values were well fitting with the actual values. （3） The combination forecasting model presented in this paper is available for the investment estimate of the planned project, the investment evaluations of the medium and long term projects, the cost control of the undergoing project and the bidding price of contracting project.