基于ARMA模型的中国农产品价格的分析与预警  

Analysis and Early-warning on GPIFP of China Based on ARMA Model

作　　者：罗永恒[1,2] 

机构地区：[1]湖南财政经济学院,湖南长沙410205 [2]湖南农业大学经济学院,湖南长沙410128

出　　处：《经济数学》2013年第1期96-99,共4页Journal of Quantitative Economics

基　　金：国家社科基金项目(12CJL038)

摘　　要：采用ARMA模型,对中国农产品生产价格指数(1979-2010)时间序列进行了建模分析.结果表明,ARMA(5,1)模型是平稳的且是可逆的.对2011-2013的中国农产品生产价格指数GPIFP进行了短期预测.预测结果分别是112,102和108.采用ARMA模型进行农产品生产价格指数的分析与预测,能较好地反映其动态变化,对促进我国农产品价格市场和谐发展具有重要的参考价值.This article mainly discussed how to construct the model of ARMA for the economic time series of GPIFP of China （1979--2010） and how to forecast GPIFP value in short-term. The empirical analysis shows that the ARMA（5,1） model was stable and reversible. The ARMA model was used to predict the GPIFP in the next three years （2011--2013）, which shows the prediction results are 112, 102, 106 respectively. At the sane time the ARMA model can reflect effectively the dynamic change in GPIFP. It has important reference value to the harmonious development of the agricultural product price market in China.

关 键 词：ARMA模型 平稳时间序列 预测 

分 类 号：O212.1[理学—概率论与数理统计]