基于非参数自回归模型的黄金价格短期分析预测

Short-term Analysis and Prediction of Gold Price Based on Nonparametric Autoregression Model

黄金价格的变化受到众多因素的影响，总体呈波动上涨趋势。为了拟合我国黄金现货价格的非线性趋势，本文基于局部线性估计理论，建立了我国黄金现货价格的非参数自回归预测模型NAR（P）。文中结果表明，NAR（P）模型能够较好的拟合黄金价格的非线性趋势，预测误差较小。该模型具有较高的应用价值。

The fluctuation of gold price is influenced by many factors. The increasing trend of gold price is nonlinear. In order to fit the nonlinear trend of our country＇s spot gold price ideally, we establish the nonparametric autoregression forecast model （NAR（P）） on our country＇s spot gold price based on the local linear estimation theory. The results show that the NAR（P） model can fit the nonlinear trend of gold price very well. The prediction error of the model is small. The model has high application value.