旅游需求预测的ARIMA乘积季节模型构建及实证分析——以桂林市为例  

Application of ARIMA Multiplicative Seasonal Model to the Forecast for Travel Demand——A Case Study of Guilin

作　　者：涂雄苓[1] 黄月玲[1] 

机构地区：[1]桂林理工大学旅游学院,广西桂林541004

出　　处：《广西财经学院学报》2011年第1期112-117,共6页Journal of Guangxi University of Finance and Economics

基　　金：国家自然科学基金项目(10661006)

摘　　要：主要研究乘积季节模型在桂林市旅游需求预测中的应用,通过对桂林市旅游人次2000年1月至2008年5月(共113个月)的月度资料来进行实证分析,采用差分方法对序列资料进行平稳化,然后进行模型定阶并估计其参数,建立了桂林市旅游人次的乘积季节预测模型ARIMA(2,1,1)×(1,1,1)12。对模型进行诊断检验,结果表明,用该乘积季节模型对桂林市旅游人次的拟合效果较好。最后,利用此模型对桂林市2008年6月至12月旅游人次数量的趋势进行了预测,与实践有拟合较好。This article mainly researched the application of multiplicative seasonal model to the forecast for Guilin＇s travel demand.It empirically analyzed the monthly number of tourist to Guilin in 113 months from January 2000 to May 2008,applied difference method to stabilize the sequence data,then made order determination and parameter estimation for the model,established the multiplicative seasonal model ARIMA（2,1,1）×（1,1,1）12.The diagnostic test showed that this model had good fitting results of forecasting the number of tourist to Guilin.Finally,this model was applied to predict the tourist number to Guilin from June to December of 2008,and the result preferably fit the actual situation.

关 键 词：乘积季节模型 时间序列 桂林旅游 需求预测 

分 类 号：F590.3[经济管理—旅游管理]