基于ARIMA模型的青岛市居民消费价格指数实证分析

Application of ARIMA Model in Consumer Price Index Forecasting of Qingdao

以青岛市2010年1月至2019年6月的CPI月度数据为样本,选取自回归一步单整移动平均模型,运用Eviews 8.0软件,建立了ARIMA(11,1,12)模型.模型对样本内静态预测的拟合情况较好且精确度较高.用该模型对青岛市2019年的7~12月CPI指数进行了预测,以达到合理预期和分析目的,为有效实施调控政策提供了数量依据.

Taking the CPI monthly data of Qingdao from January 2010 to June 2019 as the sample,the ARIMA(11,1,12)model fitting the static prediction in the sample well and had a high accuracy,was established by selecting the autoregress-one-step integrated moving average model and using Eviews 8.0 software.And the CPI index of July to December 2019 in Qingdao was predicted by using this model,so as to achieve reasonable expectations and analysis purposes and provide a quantitative basis for the effective implementation of regulatory policies.