The Application of ARMA Model in Forecasting the CPI of Guangdong Province

摘要：

This paper tends to forecast the CPI of Guangdong Province. The ARMA model is applicable to any sequence of the development. It is an advanced form of prediction method. I analyzed the randomness and the stability of time series using ARMA model. The sample was the CPI of Guangdong Province. Eviews software was used to test the feasibility and the applications of ARMA model. And then the model ARIMA (1, 1, 1) was built. The results show that the simulated values are approach to the real ones. This paper has a significance of guiding for the prediction of the future consumer prices of the residents of Guangdong Province.

关键词： ARMA model non-stationary time series prediction

作者: Wang Xiaojing

作者单位: School of Business Administration South China University of Technology, Guangzhou, China

会议类型: 国际会议

会议名称: 2010 International Conference on Information Technology and Industrial Engineering(2010年信息技术与工业工程国际学术会议 ITIE 2010)

会议地点: 武汉

会议语种:英文

页码: 397-400

在线出版日期: 2010-06-06（万方平台首次上网日期，不代表论文的发表时间）