基于ARIMA模型对我国CPI指数的分析预测  

Analysis and Forecast of China's CPI Index Based on ARIMA Model

作　　者：孙晓丹 SUN Xiaodan(School of Economics,Minzu University of China)

机构地区：[1]中央民族大学经济学院

出　　处：《商展经济》2021年第15期15-17,共3页Trade Fair Economy

摘　　要：通货膨胀代表一国物价总水平的持续上升,严重时可能会造成社会供需失衡,导致货币信任危机,因此有必要对通货膨胀水平进行衡量和预测。CPI指数是衡量通货膨胀水平的重要指标,本文通过选取2000年1月至2021年1月共253个月份的CPI数据,构建ARIMA(13,0,0)模型对CPI指数进行分析和预测,以得出2021年我国的通货膨胀情况。研究结果表明,CPI指数具有较长的滞后阶项,并且在经济形势逐渐好转之后,国内通货膨胀水平将会呈现出稳定增长态势。Infl ation represents a continuous increase in the overall price level of a country,and in severe cases may cause an imbalance in social supply and demand,leading to a currency trust crisis.Therefore,it is necessary to measure and predict the level of infl ation.The CPI index is an important indicator to measure the level of infl ation.This paper selects the CPI data for a total of 253 months from January 2000 to January 2021,and constructs an ARIMA(13,0,0)model to analyze and predict the CPI index to obtain China's infl ation in 2021.The research results show that the CPI index has a long lagging term,and after the economic situation gradually improves,the domestic infl ation level will show a steady growth trend.

关 键 词：ARIMA模型 通货膨胀率 CPI指数 

分 类 号：F202[经济管理—国民经济]