中国居民消费价格指数的ARIMA预测模型

The Prediction Model of ARIMA on China's Consumer Price Index

本文将2009年1月至2014年12月期间的中国居民消费价格总指数进行了分析,对序列进行了季节性检验和季节性调整,通过计算季节指数,利用时间序列图以及ADF检验方法检验了调整后序列的平稳性,得到了居民消费价格总指数的ARIMA模型.最后分别对CPI进行静态预测和动态预测,将预测结果乘以季节指数将预测结果还原,得到了较为满意的结果.

This paper studies the time series analysis on China＇s consumer price index between 2009.01 and 2014. 12. Firstly, we consider the seasonal testing and adjusted on the sequences, calculate seasonal indexes. Secondly, we use adjusted time series chart and ADF test method to test the stability of sequences, and obtain the ARIMA model of the consumer price index . Finally, we use this model to get the statical and dynamic prediction. The results are satisfactory.