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江苏科技信息 ›› 2015, Vol. 32 ›› Issue (32): 24-26.doi: 10.3969/j.issn.1004-7530.2015.32.019

• 论文 • 上一篇    下一篇

CPI的波动分析与预测模型

钱浩韵   

  1. 南京工业职业技术学院,江苏南京,210016
  • 出版日期:2015-11-15 发布日期:2015-11-15
  • 基金资助:
    南京工业职业技术学院科研基金%项目名称:我国CPI波动的建模与预测分析%项目(YK12-07-03)

Analysis and Forecast model of CPI Fluctuation

Qian Haoyun   

  • Online:2015-11-15 Published:2015-11-15

摘要： 文章选取2007年至2014年历年我国CPI月度数据,通过平稳性检验和差分处理,建立季节性ARIMA模型,并对2014年6月至12月的数据进行了预测.结果表明:我国居民消费者价格指数具有明显的波动性和季节性,季节性ARIMA模型型能较好地拟合和预测我国CPI变化情况.

关键词: CPI, 时间序列分析, ARIMA模型

Abstract: In this Paper,we use a product seasonal ARIMA time series model to analyze and forecast the short-time CPI, which was based on the monthly data from 2007 to 2014. Meanwhile,we use the stationary test and differential treatment to inspect their natures.The research results show that the CPI of China has obvious tendency and seasonal fluctuation.This product seasonal ARIMA time series model adequately describes the Chinese CPI fluctuation and forecasts the future CPI.