摘要
本文基于SARIMA模型对我国1990—2010年的居民消费价格指数月度数据进行预测分析。利用Eviews6.0对统计数据的变化趋势及季节性进行验证,结果表明该模型合理、有效,预测值与实际值的估计误差控制的很好。
Based on the example of Consumer Price Index （CPI） between 1990 2011）, SARIMA time series model was established in Eviews6.0 and the law of CPI statistic data was demonstrated. The results show that the development of China＇s CPI has an obvious trend and seasonal. The prediction about CPI is corresponding with the reality in short-run and the model is effective.
出处
《数理统计与管理》
CSSCI
北大核心
2013年第1期1-6,共6页
Journal of Applied Statistics and Management
基金
河南省教育厅科技攻关项目(2010D110013)
洛阳市社会科学研究规划项目(2009D064)
