基于SARIMA模型的短期通货膨胀预测被引量：3

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摘要文章首先运用CUSUM检验及Chow断点检验对我国1994年1月~2012年12月的月度CPI进行断点检验,在此基础上利用季节ARIMA模型（SARIMA）对我国CPI数据生成过程进行估计,最后对我国CPI进行了样本内预测及样本外预测。

作者贾凯威韩家彬杨洋

机构地区辽宁工程技术大学辽宁大学中国人民银行大连中心支行

出处《统计与决策》 CSSCI 北大核心 2014年第22期33-36,共4页 Statistics & Decision

基金辽宁省教育厅2012一般项目(W2012047) 辽宁省教育厅2014一般项目(W2014056)

关键词季节单整自回归移动平均模型消费者价格指数预测

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