基于ARIMA模型的粮食价格波动分析——以玉米为例  

Price Fluctuation Analysis of Grain Based on the ARIMA Model—A Case Study of Corn

作　　者：邵华英 

机构地区：[1]云南财经大学,统计与数学学院,云南 昆明

出　　处：《社会科学前沿》2023年第5期2470-2478,共9页Advances in Social Sciences

摘　　要：粮食作为关乎国家民生的重要商品,其价格波动会造成生产者的决策困难以及消费者生活成本的变化。因此,了解粮食价格的波动特征,准确预判粮食价格的未来走势是非常有必要的。文章基于2017年1月至2021年12月的玉米农贸市场价格月度数据,建立了七个ARIMA模型,通过对模型显著性检验和AIC准则,最终选择了ARIMA(1,1,0)作为拟合序列的最优模型,并在此基础上对未来六个月的玉米价格进行了预测。As an important commodity related to the people’s livelihood of the country, the price fluctuation of food will cause the producer’s difficulties of decision-making and the changes of consumer’s living cost. Therefore, it is necessary to understand the fluctuation characteristics of food prices and predict the future trend of food prices accurately. Based on the monthly data of corn farmers’ market prices from January 2017 to December 2021, this paper established seven models. We finally selected the optimal model as the fitting sequence through the model significance test and AIC criteria, and then predicted the corn prices in the next six months on this basis.

关 键 词：粮食价格波动 ARIMA 模型对比 预测 

分 类 号：F32[经济管理—产业经济]