基于时间序列分析和预测云南省CPI

Analysis and Prediction of CPI in Yunnan Province Based on Time Series

为了科学地分析云南省的经济发展状况,本文基于时间序列分析,选取了居民消费价格指数(Consumer Price Index, CPI)这一衡量经济发展状况的指标,依据以上年同月为100的1998年1月至2021年9月的云南省居民消费价格指数(CPI)的同比月度数据,从实证的角度分析了此期间云南省居民消费价格指数的变化规律,并由此建立了一阶自回归模型(AR(1))。通过对该模型进行拟合精度的检验后,发现相对误差均很小,因此对云南省2021年10月~2022年2月的CPI进行了预测。结果表明,未来5个月云南省的CPI呈现缓慢增长的趋势,并且增长幅度不超过0.105%,说明未来5个月云南省通货膨胀压力较小,物价水平比较稳定,经济前景较为明朗,其经济发展状况受疫情影响较小。本文对预测未来云南省的居民消费价格指数和经济发展趋势提供了一定的参考价值和理论依据。

In order to scientifically analyze the economic development of Yunnan Province, based on time series analysis, this paper selects the Consumer Price Index (CPI), which is an index to measure the economic development. Based on the monthly data of the CPI from January 1998 to September 2021, which was 100 in the same month of last year, this paper analyzes the change rule of the CPI in Yunnan Province during this period from an empirical point of view, and establishes the auto-regressive model of one order (AR(1)). After testing the fitting accuracy of the model, it is found that the relative errors are very small, so the CPI of Yunnan Province from October 2021 to February 2022 is predicted. The results show that the CPI of Yunnan Province will show a slow growth trend in the next five months, and the growth rate will not exceed 0.105%, which indicates that the inflationary pressure in Yunnan Province will be small, the price level will be stable, the economic prospect will be clear, and its economic development will be less affected by the epidemic situation. This paper provides certain reference value and theoretical basis for forecasting the consumer price index and economic development trend of Yunnan Province in the future.