基于X13-A-S模型的中国食品价格指数研究  

Research on China’s Food Price Index Based on X13-A-S Model

作　　者：王斌会[1] 史立新 Wang Binhui, Shi Lixin(Management School Experimental Teaching Center for Economics and Management, Jinan University, Guangzhou 510632, Chin)

机构地区：[1]暨南大学管理学院经济管理实验教学中心

出　　处：《统计与决策》2018年第6期21-24,共4页Statistics & Decision

基　　金：国家社会科学基金一般项目(16BTJ035);广东省自然科学基金资助项目(2016A030313108)

摘　　要：食品价格水平是影响经济发展和居民生活水平最重要的宏观经济指标,与人民生活息息相关。文章采用我国2001年1月至2015年9月的食品价格月度定基指数进行X13-ARIMA-SEATS建模,加入了春节效应。分析了食品价格指数的季节波动规律及其经济含义。并用该模型对2015年10月至2016年9月的月度定基指数进行预测,预测的相对误差非常小。Food price level is the most important macroeconomic indicator affecting economic development and resident liv- ing standard, which is closely related to the people＇ s life. This paper uses monthly fixed base food price index from January 2001 to September 20t5 to model X13-ARIMA-SEATS, to which the Spring Festival effect is added. The paper also analyzes the sea- sonal fluctuation rule and economic implication of food price index, and utilizes the model to predict monthly fixed base food price index from October 2015 to September 2016, with a very small relative error of prediction.

关 键 词：食品价格指数 X13-ARIMA-SEATS 春节效应 

分 类 号：F224[经济管理—国民经济]