基于混频模型的中部某省卷烟销量趋势预测  

Forecast of cigarette sales trends in central province of China based on mixing model

作　　者：石涛 李根栓[1] 李鹏飞 郑飘 SHI Tao;LI Genshuan;LI Pengfei;ZHENG Piao(China Tobacco Henan Industrial CO.,LTD,Zhengzhou 450016,China;Economy institution,Henan Academy of Social Science,Zhengzhou 450002,China)

机构地区：[1]河南中烟工业有限责任公司,河南省郑州市450016 [2]河南省社会科学院,河南省郑州市450002

出　　处：《中国烟草学报》2021年第4期92-99,共8页Acta Tabacaria Sinica

摘　　要：基于2008—2019年中部某省卷烟销量数据,本文运用混频MIDAS模型,对该省卷烟销量进行样本内和样本外预测,探索混频模型对卷烟销量预测的适用性。研究发现:饮料烟酒类商品零售价格指数、全社会消费品零售总额、工业增加值增长率等宏观经济变量是预测卷烟销量的有效先行指标。同时,混频MIDAS模型在卷烟销量的样本内和样本外预测都具有较好的精度,预测的准确性和时效性强。因此,可以利用月度宏观经济变量对季度卷烟销量进行预测,为卷烟工商企业制定相关销售政策提供实证依据。Based on the cigarette sales data of a central province in 2008-2019,this article uses the mixing MIDAS model to make insample and out-of-sample predictions of cigarette sales in the province,and explores the applicability of the mixing model in the prediction of cigarette sales.The study results show that retail price index of beverage,tobacco and alcohol products,total retail sales of consumer goods,growth rate of industrial added value,and other macroeconomic variables are effective leading indicators for predicting cigarette sales.At the same time,the mixing MIDAS model has good accuracy for both in-sample and out-of-sample predictions of cigarette sales,and shows strong timeliness.Therefore,monthly macroeconomic variables can be used to predict quarterly cigarette sales,providing an empirical basis for cigarette business enterprises to formulate relevant sales policies.

关 键 词：卷烟销量 混频预测 MIDAS模型 

分 类 号：F426.8[经济管理—产业经济]