基于ARIMA模型的上海市居民消费价格指数实证分析

Empirical Analysis of Shanghai Consumer Price Index Based on ARIMA Model

依据1978-2017年的上海市居民消费价格指数(CPI)数据,利用非平稳时间序列分析(ARIMA)构建CPI预测模型,并对结果进行实证分析。结果显示,该模型拟合效果比较理想,将2018、2019年数据的预测结果与真实值进行比较,发现绝对误差很小。最后,使用此模型对上海市2020年、2021年的CPI数据进行了预测。

Based on the consumer price index(CPI)data of Shanghai from 1978 to 2017,the non-stationary time series analysis(ARIMA)was used to construct the CPI forecasting model,and the results were empirically analyzed.The results show that the fitting effect of this model is good,and the absolute error is very small when comparing the predicted results of 2018 and 2019 data with the real value.Finally,this model is used to forecast the CPI data of Shanghai in 2020 and 2021.