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CPI指数是一个相对滞后的数据指数,通常是反映市场经济的一个重要指标。本文选取我国1990年1月至2013年11月共287个月份的CPI指数数据,对CPI序列建立乘积模型ARMA(1,1,1)×ARMA(0,1,1)12。结果表明,该模型是描述全国CPI变化趋势较优的时间序列模型。最后,本文利用此模型对2013年12月、2014年1-4月份的全国CPI指标进行了预测,并提出了相应的政策与建议。
The CPI index is a relatively lagging data index, which is usually an important indicator of the market economy. This paper selects CPI index data of 287 months from January 1990 to November 2013 in our country and builds the product model ARMA (1,1,1) × ARMA (0,1,1) 12 for the CPI sequence. The result shows that this model is a time series model which describes the better trend of CPI in China. Finally, this paper uses this model to predict the national CPI indicators in December 2013 and January-April 2014, and puts forward corresponding policies and suggestions.