基于ARIMA模型的湖北省影子银行规模预测

On the Application of ARIMA Model in Predicting the Scale of the Shadow Banking in Hubei

梳理影子银行相关概念,对影子银行规模数据进行的平稳性检验、模型参数识别与检验,建立了ARIMA(2,2,2)模型,并拟合湖北省2011-2015年的影子银行规模,为湖北省金融稳定发展和风险防范提供参考和依据。

This essay aims to comb relat iv e co ncep t ion of Shadow B an k in g. Through the s tability an alys is an d model p a ram e te r id ent ificat ion an d the e s tab l ishm en t of an ARIMA （ 2,2,2） model it tr ies to use the ARIMA model to co nduc t the fitting of the scale of the Shadow Banking in Hu bei from 2011 to 2015 ,with the aim to provide re fe ren c e s an d suggestion on the Risk Prevention ＆ Control an d Monitoring of shadow Banking in Hubei.