基于ARIMA时间序列模型的中国塑料制品产量预测研究

Prediction of China’s Plastic Product Output Based on ARIMA Time Series Model

根据中国2000~2019年塑料制品产量的时间序列数据,研究差分自回归移动平均模型ARIMA(p,d,q)的建模和应用。利用白噪声检验和平稳性检验对原始序列进行预处理及ARIMA模型识别,在模型定阶后进行参数估计,检验模型拟合效果,并预测塑料制品的产量。结果表明:ARIMA(2,1,1)模型可以很好地描述塑料制品产量的变化趋势,使用该模型可以预测未来五年的塑料制品产量。

Based on the time series data of China’s plastic product output from 2000 to 2019,this paper studies the modeling and application of the differential autoregressive moving average model ARIMA(p,d,q)model.The original sequence was pre-processed by white noise test and stationarity test,ARIMA model was recognized,and parameter estimation was performed after the model being ordered.The model fitting effect was tested,and finally prediction was performed.The results show that the ARIMA(2,1,1)model can better describe the change trend of the plastic products output,and at last we use this model to predict the output of plastic products in the next five years.