基于ARIMA模型的生产者价格指数预测
Prediction of Producer Price Index Based on ARIMA Model
陶永 1金良琼 1李琼忆 1苏燕青 1邹路燕 1冉烨军1
作者信息
- 1. 贵州民族大学 数据科学与信息工程学院,贵州 贵阳 550025
- 折叠
摘要
生产者价格指数(PPI)是衡量生产者支付的原材料、劳动力和其他生产成本的变化指标.对经济的稳定和企业的经营都有着重要的意义,可以帮助政府、央行和企业做出相应的决策和调整.文章选取 2013 年 1 月至 2023年 7 月的PPI月度数据,建立了AMIMA(1,0,2)模型,并利用该模型对 2023 年 1 月至 7 月的PPI进行预测,随后,将预测结果与实际值进行了对比,结果显示,模型具有良好的预测效果,为未来6个月的PPI指数提供了可靠的预测,这一结果为制定经济政策提供了重要参考.
Abstract
Producer Price Index(PPI)is an indicator to measure the changes of raw materials,labor and other production costs paid by producers.It is of great significance to economic stability and enterprise management,and can help the government,central bank and enterprises make corresponding decisions and adjustments.This paper selects the monthly data of PPI from January in 2013 to July in 2023,establishes the AMIMA(1,0,2)model,and uses this model to predict the PPI from January to July in 2013.Then,the prediction results are compared with the actual values.The results show that the model has a good prediction effect and provides a reliable prediction for the PPI index in the next six months,which provides an important reference for formulating economic policies.
关键词
ARIMA模型/生产者价格指数(PPI)/短期预测Key words
ARIMA model/Producer Price Index(PPI)/short-term prediction引用本文复制引用
出版年
2024
国家科技期刊平台
NSTL
万方数据