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兴发pt登录学报,2019,36(9):69-72https://doi.org/10.16039/j.cnki.cn22-1249.2019.09.016
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基于ARIMA乘积季节模型的我国工业品出厂价格指数(PPI)预测
薛冬梅
兴发pt登录 理学院
Prediction in Producer Price Index (PPI) of China Based on Multiple Seasonal ARIMA Model
XUE Dongmei
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摘要

以乘积季节模型为理论基础,采用2006年1月至2018年12月的PPI月度数据,借助EVIEWS8.0软件,对数据进行逐期差分和季节差分消除趋势性和季节性,通过指标对比,建立了ARIMA(3,1,0)(1,1,1)24模型,并对PPI从2019年1月到6月的走势进行了预测,结果表明,该模型对PPI的短期预测具有较高的精度,可以为相关经济政策的制定提供参考。

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薛冬梅
关键词:ARIMA乘积季节模型PPI预测
Abstract:

Based on the multiple seasonal ARIMA model, the monthly PPI data from January 2006 to December 2018 is used to eliminate the tendency and seasonality by the phased and seasonal difference with the help of EVIEWS8.0 software. . Through comparison of indicators,. the model ARIMA(3,1,0)(1,1,1)24 is established to predict PPI from January to June in 2019.The result shows that the model has high prediction accuracy for short-term PPI, which provides the reference for the formulation of relevant economic policies.

Key words:multiple seasonal ARIMA modelPPIprediction
出版日期:2019-09-25发布日期:2019-09-25整期出版日期:2019-09-25
ZTFLH: O 212
引用本文:
薛冬梅. 基于ARIMA乘积季节模型的我国工业品出厂价格指数(PPI)预测 [J]. 兴发pt登录学报, 2019, 36(9): 69-72.
XUE Dongmei. Prediction in Producer Price Index (PPI) of China Based on Multiple Seasonal ARIMA Model . Journal of Jilin Institute of Chemical Technology, 2019, 36(9): 69-72.
链接本文:
http://xuebao.jlict.edu.cn/CN/10.16039/j.cnki.cn22-1249.2019.09.016http://xuebao.jlict.edu.cn/CN/Y2019/V36/I9/69
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