基于SARIMA模型的国际稻米价格预测

International rice price forecast based on SARIMA model

我国是全球最大的稻米生产国和消费国,是国际稻米市场的主要成员国,对国际稻米价格波动作深入分析,有利于促进我国稻米企业国际化发展。本文基于1988年9月-2018年9月的国际稻米月度数据,以国际稻米价格增速为变量建立AR模型,检验2008年稻米价格暴增前后的差异,得出稻米价格增速周期分别为5.7和5.6月,模型滞后阶从11降至2显示序列自相关性减弱,季节性分解中发现季节效应增强,短期波动的收敛速度加快,表明需要适度提升稻米库存的周转速度以适应国际市场变动需求。通过建立SARIMA模型,预测国际稻米价格到2019年初将持续上升,此后有所下降,年际更替时价格呈现为"先升后降",对国际稻米价格走势分析和判断具有一定的参考价值。

China is the world’s largest rice producer and consumer, and is a major member of the international rice market. An in-depth analysis of international rice price movements is conducive to promoting the international development of rice companies in China. Based on the international rice monthly data from September 1988 to September 2018, this paper establishes an AR model based on the growth rate of international rice price, and tests the difference before and after the surge in rice prices in 2008. It is concluded that the rice price growth cycle is 5.7. And in 5.6 months, the model lag order decreased from 11 to 2, indicating that the sequence autocorrelation was weakened, seasonal effects were found to be enhanced, and the convergence rate of short-term fluctuations was accelerated,indicating that it is necessary to moderately increase the turnover rate of rice stocks to meet the changing needs of the international market.. By establishing the SARIMA model, it is predicted that the international rice price will continue to rise until the beginning of 2019, and then decrease. The price at the inter-annual replacement is "first rise and then fall", which has certain reference value for the analysis and judgment of international rice price trend.