基于时间序列分析下预测北京市城镇居民定期储蓄

Forecast Urban Residents’ Periodic Savings in Beijing Based on Time Series Analysis

“不要把鸡蛋放在一个篮子里”,居民要学会理财,把握好定期储蓄比例,保障自己的生活质量。居民的定期储蓄比例受到了经济收入、消费水平,经济形势,储蓄意愿等因素的影响。自中国成立发展以来,我国经济发展水平总体持续提高。所以经济水平的发展对居民的定期储蓄比例也有一定的影响与带动作用。通过研究了解居民定期储蓄比例的趋势,以及定期储蓄比例与银行、国民经济之间的关系。现有文献仅仅说明定期储蓄比例呈现递增趋势,没有用专业的模型演示以及检验定期储蓄比例增长的趋势特征,也没有对未来的定期储蓄比例趋势进行预测,虽然本文仅预测到2008年,但预测结果与我国真实情况相符合,所以此模型方法成立,可继续预测。本文最后对于研究的内容、预测的结果提出合理的建议。本文基于时间序列分析理论,利用R软件对北京市城镇居民定期储蓄比例进行预测分析,深度探究和分析自1950年至1998年北京市城镇居民的定期储蓄比例情况,并对未来十年进行预测,分析增减趋势。本文以我国1950年至1998年北京市城镇居民定期储蓄比例为基础,利用R统计软件对数据进行预处理,对处理好的数据进行平稳性检验及纯随机性检验,对平稳非白噪声序列初步拟合AR(1)模型,对模型进行检验及预测未来十年北京市城镇居民定期储蓄比例的增减趋势,若利用此模型继续研究下去,可继续预测未来的定期储蓄比例趋势。本文结果显示北京城镇居民定期储蓄比例在1999~2008年中呈现增长趋势。

“Don’t put your eggs in one basket”, residents should learn to finance, grasp the proportion of regular savings, ensure their quality of life. Residents’ regular savings proportion is affected by economic income, consumption level, economic situation, savings intention and other factors. Since the founding of China, the level of economic development in China has continued to improve. Therefore, the development of economic level also has a certain influence and driving effect on the proportion of residents’ regular savings. Through the study understand the trend of the proportion of residents’ regular savings, and the relationship between the proportion of regular savings and banks, national economy. The existing literature only shows that the proportion of regular savings presents an increasing trend, and there is no professional model to demonstrate and test the trend characteristics of the growth of the proportion of regular savings, nor does it predict the future trend of the proportion of regular savings. Although this paper only predicts to 2008, the forecast results are consistent with the real situation in China, so this model method is valid and can continue to predict. At the end of this paper, reasonable suggestions are put forward for the content of the research and the predicted results. Based on the theory of time series analysis, this paper uses R software to forecast and analyze the proportion of regular savings of urban residents in Beijing, deeply exploring and analyzing the proportion of regular savings of urban residents in Beijing from 1950 to 1998, and making predictions for the next ten years to analyze the trend of increase and decrease. Based on the proportion of regular savings of urban residents in Beijing from 1950 to 1998, this paper preprocesses the data by using R statistical software, and tests the stability and pure randomness of the processed data. The stationary non-white noise sequence is preliminarily fitted with AR (1) model, and the model is tested and the trend of the increase and decrease of the proportion of regular savings of urban residents in Beijing in the next ten years is predicted. If the research continues with this model, the trend of the proportion of regular savings in the future can be predicted. The results of this paper show that the proportion of regular savings of urban residents in Beijing showed an increasing trend from 1999 to 2008.