利用ARIMA模型预测我国煤油电的价格  

Using ARIMA model to forecast the price of coal or oil and electricity in China

作　　者：贾亚会[1] 干飞[2] 纪宏广[1] 田会礼[3] 

机构地区：[1]北京科技大学,北京100083 [2]中国国土资源经济研究院,北京101149 [3]石家庄铁路职业技术学院,河北石家庄050041

出　　处：《中国矿业》2009年第2期82-85,共4页China Mining Magazine

摘　　要：目前,我国煤油电的价格随着市场的供需关系以及国际能源市场价格的波动而有较大的变化。根据市场价格的变化来制定企业的经营决策,是影响企业经营效益的重要因素。本文利用ARIMA模型对我国煤油电的价格趋势进行了预测,预测结果显示,我国煤油电在未来的一段时间内将出现波动,但总的趋势是上升的。At present,there is a great change in the price of coal or oil and electricity following the supply and demand of market and the price waving in the international energy market.Making management decision of a corporation on the base of the price waving in market is and important factor influencing the corporation＇s benefit.In this paper,the price trend of the coal of oil and electricity was forecasted by using ARIMA model,and the result show that the price of the coal or oil and dlectricity will wave in the future,but the total trend is climbing.

关 键 词：ARIMA模型 煤油电 价格 趋势预测 

分 类 号：F407.21[经济管理—产业经济] F407.22