作为衡量宏观经济运行情况的核心指标,消费者价格指数(CPI)日益成为人们关注的焦点。本文以中国1990年1月至2013年4月最新的月度CPI作为研究对象,以严谨的分析构建了自回归移动平均ARIMA[(1,2,6),1,(1,12,25)]模型。结果表明模型拟合效果好,预测精度高,在此基础上成功对2013年5月至12月的CPI走势情况进行预测。 As a measure of macroeconomic performance of the core indicators, the consumer price index (CPI) is increasingly becoming the focus of attention. Based on the latest monthly CPI from January 1990 to April 2013 in China, this paper constructs ARIMA [(1,2,6), 1, (1,12,25)] with rigorous analysis model. The results show that the model fitting effect is good and the prediction accuracy is high. On this basis, the CPI trend from May to December in 2013 is predicted successfully.