基于ARIMA模型的山东气煤价格研究

Research on Shandong gas coal price on the basis of ARIMA model

为了准确把握山东省气煤价格变动规律,使用时间序列模型,对CCTD中国煤炭市场网山东省气煤价格进行分析,建立了满足最小BIC准则的ARIMA(3,1,1)模型,最终将模型结果应用到2020年的价格预测中。结果表明,模型预测结果准确、可靠,能够为山东省气煤生产和经营企业及时掌握价格变动规律并做出有效决策提供帮助。此外,国内煤炭价格的预测模型多集中在环渤海动力煤价格上,也说明时间序列模型同样可以应用到焦煤价格上。

In order to accurately grasp the law of gas coal price fluctuation in Shandong province,the time series model was used to analyze the gas coal price of Shandong province in CCTD China coal market network,the ARIMA(3,1,1)model which meet the minimum BIC criterion was established,and finally,the model results were applied to the price forecast in 2020.The results showed that the prediction results of the model were accurate and reliable,which could offer help to enterprises about gas coal production and management in Shandong province to timely grasp the law of price changes and make effective decisions.In addition,the prediction model of domestic coal price mainly focuses on the Bohai-Rim steam coal price,and the study also showed that the time series model could also be applied to the coking coal price.