| 引用本文: | 黄 艳 华.乘积季节模型ARIMA(p,d,q)×(P,D,Q)s
在CPI分析中的应用(J/M/D/N,J:杂志，M：书，D：论文，N：报纸).期刊名称,2016，33（3）：70-75 |
| CHEN X. Adap tive slidingmode contr ol for discrete2ti me multi2inputmulti2 out put systems[ J ]. Aut omatica, 2006, 42(6): 4272-435 |
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| 摘要: |
| 居民消费价格指数CPI，是衡量通货膨胀的重要参考指标之一，是国家制定宏观经济政策的依据。选用2000年1月至2015年8月的最新月度CPI数据，采用静态预测与动态预测相结合的分析方法构建了乘积季节模型；分析结果表明，模型的预测精度较高，预测误差为0.281 54，因此，CPI的预测结果可为宏观经济调控政策的制定提供参考。 |
| 关键词: CPI 乘积季节模型 静态预测 动态预测 |
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| Application of Multiplicative Seasonal Model ARIMA(p,d,q)×(P,D,Q) to CPI Analysis〖BT)〗 |
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HUANG Yan hua
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| Abstract: |
| Consumer Price Index (CPI) is one of important references to measure inflation and is the basis for a nation to make macroeconomic policy. This paper chooses latest monthly CPI data during January, 2000 August, 2015 to construct Multiplicative Seasonal Model and uses the combination of static prediction and dynamic prediction to conduct the analysis. The analysis result shows that the prediction precision of the Model is relatively high, prediction deviation is MAPE=0.281 54, therefore, CPI prediction result can provide Combined Forecast of China reference for making macroeconomic regulation policies. |
| Key words: CPI Multiplicative Seasonal Model static prediction dynamic prediction |
