基于时间序列我国外汇储备分析与预测

Analysis and Forecast of China’s Foreign Exchange Reserves Based on Time Series

本文通过对2008~2017十年我国的外汇储备数据进行平稳性检验。采取对自相关的序列差分得到平稳序列。在平稳序列基础上建立简单ARIMA模型、简单加法季节模型和乘法季节模型并对它们进行检验。经研究,模型是有效的。最后,基于此模型对我国未来的外汇储备趋势做出简单的预测。

This paper tests the stability of China’s foreign exchange reserve data from 2008 to 2017. By difference of the autocorrelation sequence, the stationary sequence is obtained. The simple ARIMA model, the simple addition season model and the multiplication season model are established and tested on the basis of the stationary sequence. After the study, the model is effective. Finally, it makes a reasonable forecast for the future trend of China’s foreign exchange reserves.