我国物流业景气指数的ARMA模型构建与预测研究

Research on ARMA Model Construction and Prediction of China Logistics Prosperity Index

物流业景气指数是测度物流业整体活跃程度的核心指标。对物流业景气指数的预测,有助于我国宏观经济政策的科学制定。选取我国2012年1月至2016年12月间的物流业景气指数指标值作为实证研究数据,建立ARMA(1,1)模型,并利用2016年10月至12月的预测值与实际值的误差验证模型的预测效果,实证结果表明,ARMA(1,1)模型的预测效果良好。利用该模型预测我国2017年第一季度的物流业景气指数。

The LPI is the core index to measure the whole active degree of the logistics industry. Predicting the LPI could help making and macroeconomic policy scientifically. The data of LPI from January 2012 to December 2016 was chosen as the empirical re- search sample and the ARMA （ 1, 1 ） model was constructed. The prediction effect of the model was validated the by the error of pre- dictive value and actual value. The empirical results indicate that the prediction effect is good. The LPI data of the first quarter of 2017 are predicted by the ARMA （ 1,1 ） model.