摘要
借助于SAS软件,首先将时间序列的ARIMA模型应用于我国的物价指数分析,通过分析其拟合与预测 误差可以发现该模型效果良好.然后运用ARCH模型进行分析,经过比较发现在对我国物价指数的分析上, ARIMA模型的效果要好于ARCH模型.
With the help of SAS software, we use ARIMA model to analyze Chinese market price index. After analyzing the residual of filt and forecast, we find that the ARIMA model is a helpful one. Then, we use the ARCH model to analyze the market price index and find that the ARIMA model is better than the ARCH model.
