CPI的SARIMA模型与X-12季节调整模型对比预测分析

Comparison of Predictive Analysis of CPI Based on SARIMA and X-12 Model

基于SARIMA模型及X-12-ARIMA模型对我国1995年1月至2014年6月的居民消费价格指数月度数据进行预测分析。利用Eviews 6.0对CPI数据的变化趋势及季节性进行验证,结果表明X-12季节调整模型相对于SARIMA模型更有效,预测值与实际值的估计误差控制较好。

Abstracts：Based on the example of CPI between 1995-2014 , SARIMA time series and X-12 seasonal adjus-ted model was established in Eviews 6.0.the data of CPI showed a downward trend and seasonal fluctuation .The prediction about CPI becomes more precise when using X -12 seasonal adjusted model compared with the SARIMA model, though both models are corresponding with reality in short run .