基于ARIMA乘积季节模型的我国工业品出厂价格指数（PPI）预测

doi:10.16039/j.cnki.cn22-1249.2019.09.016

摘要
相关文章
推荐阅读
Metrics

下载:

PDF (470KB)
输出: BibTeX | EndNote (RIS)

摘要

以乘积季节模型为理论基础，采用2006年1月至2018年12月的PPI月度数据，借助EVIEWS8.0软件，对数据进行逐期差分和季节差分消除趋势性和季节性，通过指标对比，建立了ARIMA(3,1,0)(1,1,1)24模型，并对PPI从2019年1月到6月的走势进行了预测，结果表明，该模型对PPI的短期预测具有较高的精度，可以为相关经济政策的制定提供参考。

	服务
	把本文推荐给朋友
	加入引用管理器
	E-mail Alert
	RSS
	（）
	作者相关文章
	薛冬梅

关键词: ARIMA乘积季节模型 PPI 预测

Abstract:

Based on the multiple seasonal ARIMA model, the monthly PPI data from January 2006 to December 2018 is used to eliminate the tendency and seasonality by the phased and seasonal difference with the help of EVIEWS8.0 software. . Through comparison of indicators,. the model ARIMA(3,1,0)(1,1,1)24 is established to predict PPI from January to June in 2019．The result shows that the model has high prediction accuracy for short-term PPI, which provides the reference for the formulation of relevant economic policies.

Key words: multiple seasonal ARIMA model PPI prediction

出版日期: 2019-09-25 发布日期: 2019-09-25 整期出版日期: 2019-09-25

O 212

引用本文:

薛冬梅. 基于ARIMA乘积季节模型的我国工业品出厂价格指数（PPI）预测 [J]. 吉林化工学院学报, 2019, 36(9): 69-72.
XUE Dongmei. Prediction in Producer Price Index (PPI) of China Based on Multiple Seasonal ARIMA Model . Journal of Jilin Institute of Chemical Technology, 2019, 36(9): 69-72.

链接本文:

https://xuebao.jlict.edu.cn/CN/10.16039/j.cnki.cn22-1249.2019.09.016 或 https://xuebao.jlict.edu.cn/CN/Y2019/V36/I9/69

[1]	李乾鑫 , 张胜杰, 于天暝. 基于模糊认知图和粒计算的长期风速区间预测研究 [J]. 吉林化工学院学报, 2023, 40(7): 71-76.
[2]	胡润昕, 甘树坤, 吕雪飞. 基于模型预测控制算法的喷雾降温控制 [J]. 吉林化工学院学报, 2023, 40(5): 79-84.
[3]	臧义超, 农贵山, 张振伟, 林琳. 基于改进空间密度聚类的超短期风电功率预测 [J]. 吉林化工学院学报, 2023, 40(11): 32-37.
[4]	乔冠宁 , 孙明革. 基于霍尼韦尔PKS的乙醇醪液的温度控制系统设计及应用 [J]. 吉林化工学院学报, 2022, 39(9): 43-46.
[5]	郑欣欣, 薛冬梅. 常微分方程课程思政与教学实践 [J]. 吉林化工学院学报, 2022, 39(4): 52-55.
[6]	孟亚男, 高思航, 张心人境, 周雪阳. 基于GA-BP神经网络的短期负荷预测 [J]. 吉林化工学院学报, 2022, 39(3): 66-69.
[7]	梁宇, 王楠, 郭延增. 阀控式密封铅酸蓄电池的检测技术与故障预测 [J]. 吉林化工学院学报, 2020, 37(9): 9-13.
[8]	孟亚男, 姚洁. 基于室外温度的供热负荷预测研究 [J]. 吉林化工学院学报, 2020, 37(5): 31-33.
[9]	韩光信, 付伟. 控制输入受限的四水箱系统分布式预测PI控制 [J]. 吉林化工学院学报, 2019, 36(9): 51-53.

[1]	WANG Ya-hong, JIA Ying-chao. Optimization for Soxhlet Extraction of Total Flavonoids from Eggplant Root by Using Response Surface Methodology[J]. Journal of Jilin Institute of Chemical Technology, 2018, 35(3): 1 -6 .
[2]	PAN Hong-wei, ZHOU Hong-li. Research Progress on Extraction Technology and Component Analysis of Volatile Flavor Compounds in Plants[J]. Journal of Jilin Institute of Chemical Technology, 2018, 35(3): 7 -10 .
[3]	SONG Qi, LIU Peng, CHEN X, LIU Tong. Mechanical Structure Design of the Chocolate 3D Printer[J]. Journal of Jilin Institute of Chemical Technology, 2018, 35(3): 23 -26 .
[4]	ZHOU Zhen-qiang, WANG Kai-bao, CHEN Yu-tian, HAN Ji, HOU Dai-bing, GUO Wen-qi. Analysis of the Design and Dynamic Characteristics of Recyclable Garbage Crushing Device[J]. Journal of Jilin Institute of Chemical Technology, 2018, 35(3): 31 -35 .
[5]	ZHU Qi-rui, ZHANG Yu-feng, LI Yang-xin, WU Dong-jun, BI Shuai-nan, ZHOU Rui-jie, YOU Sai-sai. The Structural Design and Parameter Analysis of the Chair Structure of Quadriplegia of Cerebral Palsy[J]. Journal of Jilin Institute of Chemical Technology, 2018, 35(3): 40 -44 .
[6]	SU Ji-yi, QU Ming-lei, MA Hong-tu. Preparation and Study of Nano-crystal Doped with Rare Earth Ions[J]. Journal of Jilin Institute of Chemical Technology, 2018, 35(3): 52 -57 .
[7]	ZHANG Yun-peng. Preparation and Characterization of Er³⁺，Y³⁺，Yb³⁺ Co-doped Al₂O₃ Luminescence Materials[J]. Journal of Jilin Institute of Chemical Technology, 2018, 35(3): 58 -63 .
[8]	MI Ya-wei. Proof of the Manifold of n Manifold[J]. Journal of Jilin Institute of Chemical Technology, 2018, 35(3): 64 -66 .
[9]	XU You-zhuan, ZHOU Hou-qing. The Lower Bounds of Energy for Some Circulant Graph[J]. Journal of Jilin Institute of Chemical Technology, 2018, 35(3): 67 -72 .
[10]	ZHANG Peng. Development on Database of Rubber Bladder Forming Process Parameters[J]. Journal of Jilin Institute of Chemical Technology, 2018, 35(3): 78 -82 .

Viewed

Full text

Abstract

Cited

Shared

Discussed