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通货膨胀是经济发展过程中存在的一个重要问题,而CPI又是衡量通货膨胀程度最重要的指标。该文采用1990年1月至2011年12月中国消费者价格指数月度数据,通过对消费者价格指数(CPI)自相关函数与偏自相关函数的统计识别以及ADF平稳性检验,建立SARIMA时间序列模型,对消费者价格指数进行分析和短期预测。实证结果表明:中国消费者价格指数的发展变化情况具有明显的趋势性和季节性,SARIMA模型能较好地拟合和预测我国CPI变化情况。
Inflation is an important issue in the process of economic development, and CPI is the most important indicator of the degree of inflation. This paper uses the monthly data of Chinese consumer price index from January 1990 to December 2011. Through the statistical identification of the consumer price index (CPI) autocorrelation function and partial autocorrelation function and the ADF stationarity test, the paper establishes the SARIMA time series Model, analysis of consumer price indices and short-term forecasts. The empirical results show that the development and changes of China's consumer price index have obvious trend and seasonality. The SARIMA model can better fit and predict the CPI change in China.