基于时间序列模型的我国黄金储备预测研究  

Research on Forecast of China’s Gold Reserve Based on Time Series Model

作　　者：范英兵 卢斌 FAN Ying-bing;LU Bin(College of Science,Heihe University,Heihe 164300,China)

机构地区：[1]黑河学院理学院,黑龙江黑河164300

出　　处：《软件导刊》2021年第4期96-100,共5页Software Guide

基　　金：国家社会科学基金西部项目(17XSH006);黑河学院科学技术研究项目(KJY201902)。

摘　　要：黄金在国家经济发展过程中一直处于较高地位,在新冠疫情的影响下,黄金储备可为国家经济的恢复提供保障。选取2015-2019年黄金储备量及其影响因素,应用Eviews软件建立一元和多元时间序列模型的组合预测模型,对2020年我国全年黄金储备量进行预测,发现组合模型预测结果的相对误差最低,仅为0.3%,说明在基于时间序列的模型背景下,采用组合模型有助于提高预测精度。综合分析结果表明,受疫情影响,2020年我国黄金储备有小幅下降。针对我国黄金储备提出建议,从而为我国黄金储备的政策制定提供依据。Gold has always been in a relatively high position in the country’s economic development.Therefore,under the influence of the new crown epidemic,gold reserves help to provide protection for the recovery of the national economy.This paper selects the gold reserves from 2015 to 2019 and its influencing factors,uses Eviews software to establish a combined forecast model of one-element and multivariate time series models,and predicts the gold reserves in the whole year of 2020,and obtains the relative error of the com⁃bined model forecast.The lowest is only 0.3%,which shows that in the context of time series-based models,adding a combined model helps to improve the prediction accuracy and effectively improve the work efficiency of the software.It is comprehensively indicated that China’s gold reserves will be reduced to a small extent affected by the epidemic in 2020.Finally,some suggestions are put forward to provide the basis for the policy-making of China’s gold reserve.

关 键 词：黄金储备量 时间序列模型 组合模型 

分 类 号：TP301[自动化与计算机技术—计算机系统结构]