摘要
消费者信心指数能够预测消费支出,对某些宏观经济指标也有较好的预测效果。本文运用Eviews6.0软件对2006.01—2011.12我国消费者心指数的统计数据建立ARIMA乘积季节模型。结果表明该模型适合预测我国的消费者信心指数而且预测精度较高,但只适合短期预测。
The Consumer Confidence Index not only be able to predict consumer spending, but also for some macro economic index has better forecasting effect. In this paper, we use the Consumer Confidence Index of China in 2006.01-2011.12 to set up the multiplicative seasonal ARIMA model with the Eviews6.0 software. The experimental results show that the multiplicative seasonal ARIMA model can be an effective way to forecast the Consumer Confidence Index of our country, and model prediction accuracy is higher, which can be used to forecast short-term data.
出处
《科技信息》
2012年第19期56-57,共2页
Science & Technology Information
关键词
ARIMA乘积季节模型
消费者信心指数
预测
The multiplicative seasonal ARIMA model
Consumer confidence index
Forecast
