基于ARIMA模型的黄金价格短期分析预测  

Short-term Analysis and Prediction of Gold Price Based on ARIMA Model

作　　者：许立平[1] 罗明志[1] 

机构地区：[1]四川大学经济学院

出　　处：《财经科学》2011年第1期26-34,共9页Finance & Economics

摘　　要：2008年国际金融危机以来,国际黄金价格呈现了V型反转走势,已创下每盎司1400美元的历史最高纪录。黄金价格一路走强,对国家、企业、个人的投资决策都将产生深远影响。本文以1973年1月—2010年11月伦敦现货黄金月度价格为依据,通过建立ARIMA模型,对2011上半年的黄金价格走势进行预测分析,并得出短期内国际黄金价格将继续上涨的结论,为我国调整外汇储备结构、增加黄金储备提供了政策依据。After 2008 international financial crisis, the price of international gold shows a V- mode fluctuation, reaching the historical peak of $1, 400 per ounce. Gold price has been rising, which will exert great influences on investment decisions of our government, enterprises and individuals. This paper uses gold monthly price in London from January 1973 to November 2010 to establish ARIMA model and make analysis and prediction of the gold price trend in the frrst half of 2011. It concludes that international gold price Hill continue to rise in the short term, and provides policy- making suggestion to adjustment of our nation＇ s foreign capital reserve structure and accumulation of gold reserve.

关 键 词：黄金价格 ARIMA模型 短期预测 

分 类 号：F224[经济管理—国民经济] F831.54