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云南省CPI序列的分析与预测—基于SARIMA模型
Analysis and Prediction of Yunnan CPI Series—Based on SARIMA Model

DOI: 10.12677/SA.2016.52015, PP. 155-162

Keywords: CPI,季节性ARIMA,预测
CPI
, Seasonal ARIMA, Prediction

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Abstract:

本文以云南省为例,运用近20年来的月度数据对CPI进行建模预测。分析表明,CPI数据呈现周期为12的季节性;文章通过建立季节性ARIMA模型,预测2016年第二季度云南省CPI将在第一季度的基础上逐渐上升,且能够保持在稳定增长的范围内。
Taking Yunnan Province as an example, monthly data nearly 20 years were used on CPI forecast modeling. Analysis shows that the CPI data present seasonal cycle of 12. Through the establishment of the seasonal ARIMA models in this article, we predict the CPI of Yunnan Province in 2016 in the second quarter will gradually rise on the basis of the first quarter. And it is able to maintain within the scope of stable growth.

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