摘要
本文介绍了自回归移动平均模型即ARIMA(p,d,q)模型的基本原理、构建及其应用方法。文章广泛搜集从1952年到2011年以来我国农村居民消费水平的相关数据,运用统计学和计量经济学原理,从时间序列的定义出发,结合统计软件E-views运用ARMA建模方法,将ARIMA模型应用于我国农村居民消费水平的分析与预测,得到较为满意的结果。
This article describes the autoregressive moving average model which is called ARIMA(p,d,q) model and its basic principles and application methods.With extensive collection of relevant data about the consumption level of rural residents in China from 1952 to 2011,according to the principle of statistics and econometrics and the definition of time series,the paper uses statistical software Eviews to build ARMA modeling and forecasts China's rural residents consumption level.The results are satisfactory.
出处
《江苏商论》
2013年第8期19-20,共2页
Jiangsu Commercial Forum
基金
国家社科基金一般项目"开发我国农村消费市场的流通视角"(11BJY112)
关键词
ARIMA模型
农村居民
消费水平预测
ARIMA(p
d
q) model
Rural Residents
Consumption Level
Forecast