摘要
石油作为不可或缺的能源和化工原料,在国民经济生产运行中占据重要地位.石油也是一种战略物资,在国防和国家安全领域发挥着不可替代的作用.因此,对国际市场上的石油价格波动进行预测,具有十分重要的意义。本文采用变系数回归模型,以WTI原油现货价格为例,进行了未来4个季度的季度平均价格预测.
As a necessary raw material in energy and chemical area, petroleum plays a very important role in the running of economy. Besides, oil is an important strategic material which can＇t be replaced by anything in national security. Therefore, forecasting international oil prices is one of the hottest issues of research for each country in the world. In this paper, based on the varying coefficient regress model, we use the West Texas Intermediate oil prices for example to forecasting the even prices in the future four quarters.
出处
《数理统计与管理》
CSSCI
北大核心
2008年第5期815-820,共6页
Journal of Applied Statistics and Management
关键词
石油价格
变系数回归模型
预测
oil prices, varying coefficient regress model, forecast
