基于ARIMA模型研究分析我国居民消费价格水平  

Research and Analysis of Consumer Price Level of Chinese Residents Based on ARIMA Model

作　　者：王晗琨 

机构地区：[1]云南财经大学,统计与数学学院,山东 烟台

出　　处：《国际会计前沿》2023年第4期382-392,共11页Frontiers of International Accounting

摘　　要：居民消费价格指数(consumer price index,简称CPI)是衡量总体价格水平的指标,也是一个宏观经济指标,反映日常生活中人们购买生活用品和消费服务时价格水平的趋势变化,因此居民消费价格指数不仅同人们生活密切相关,且在整个国民经济价格体系中也有一席之地。除此之外居民消费价格指数在分析和决策经济、调控和检测价格水平以及核算国民经济的重要指标。其变动率反映了一定程度的通货膨胀或紧缩。本文选取2001年至2020年全国人民消费价格指数数据,建立ARIMA模型进行研究分析,并预测未来5年居民消费价格指数的变化趋势。The Consumer Price Index (CPI) is an indicator that measures the overall price level and is also a macroeconomic indicator that reflects the trend changes in price levels when people purchase daily necessities and services in their daily lives. Therefore, the CPI is not only closely related to people’s lives but also has a place in the entire national economic price system. In addition, the consumer price index of residents is an important indicator for analyzing and decision-making about the economy, regulating and testing price levels and accounting for the national economy. Its rate of change reflects a certain degree of inflation or contraction. This article selects the national consumer price index data from 2001 to 2020, establishes an ARIMA model for research and analysis, and predicts the trend of changes in the consumer price index in the next 5 years.

关 键 词：居民消费价格指数 ARIMA模型 国民经济 通货膨胀 预测 

分 类 号：F42[经济管理—产业经济]