摘要
根据2010年1月至2014年12月中国人民银行发布的企业商品价格指数及农产品、矿产品、煤油电的相关数据,利用SAS软件建立了企业商品价格指数的多元时间序列ARIMAX模型,并利用该模型对2015年1月至3月的指数进行了短期预测。预测结果和近期公布的结果比较,误差较小,预测情况比较满意,这表明ARIMAX模型在对企业商品价格指数的拟合与预测上有较好的应用。
In this paper, a multivariate time series ARIMAX model of the corporate goodspriceindex is established by SAS software. Accordingtothedata of the corporate goodspriceindex, the agricultural products, the mineral products and kerosene which are released by the People's Bank of China from January 2010 to December 2014, the short-term forecast of the index is carried out from January 2015 to March 2015. Comparing to the actual results, it shows that the error is smaller and the forecasting is quite satisfied. It indicates that the ARIMAX model has a good application in the fitting and forecasting of the CGPI.
出处
《长春理工大学学报(自然科学版)》
2016年第1期125-128,115,共5页
Journal of Changchun University of Science and Technology(Natural Science Edition)
基金
国家自然科学基金(NSFC:11426045)
国家自然科学基金(NSFC:11301060)
吉林省科技厅项目(20140101199JC)
辽宁省高等学校优秀人才支持计划(LJQ 2015035)
中国博士后基金(2013M541234
2014T70258)