生产者物价指数和采购经理人指数的预测

A Prediction of Producer Price Index and Purchasing Managers Index Based on VAR Model

生产者物价指数和采购经理人指数是判断经济走向的风向标。科学预测生产者物价指数和采购经理人指数对国家进行宏观经济调控,指导企业生产经营及金融机构投资融资等具有重要意义。向量自回归模型是用于对多个相关联的时间序列预测的模型。该方法建模逻辑严密,推理充分,预测精度高。文中运用VAR预测我国PPI和PMI走势,取得了理想的效果。

The producer price index（PPI） and the purchasing managers index（PMI） are indicators of economic trends. A scientific prediction of PPI and PMI is of great significance to macroeconomic regulation and control of the country, guiding enterprises＇ production and operation, and financing of financial institutions. The vector autoregressive（VAR） model is often used to predict the number of associated time series models. The method has the advantages of logical modeling, sufficient reasoning and high prediction accuracy. This article uses VAR to predict the trend of PPI and PMI in our country, and has obtained the ideal result.