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我国社会消费品零售总额的时间序列分析与预测
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Abstract:
本文运用时间序列分析理论,以社会消费品零售总额这一指标为研究对象,以2000年至2019年各月的全国社会消费品零售总额数据为样本,拟合SARIMA模型,预测若无疫情影响下的2020年1月至12月社会消费品零售总额,并将预测值与国家统计局公布的真实值进行对比,量化研究社会消费品零售总额受影响程度。结果表明,总体上新冠肺炎疫情使得社会消费品零售总额较预期值产生大幅度下降,在2020年上半年对社会消费品零售行业造成较大影响,而在下半年疫情逐渐好转的情况下,社会消费品零售总额逐渐趋于正常水平。
Based on the time series analysis theory, this paper takes the total retail sales of social consumer goods as the research object, takes the national total retail sales of social consumer goods in each month from 2000 to 2019 as the sample, fits the SARIMA model, forecasts the total retail sales of social consumer goods from January to December 2020 without the impact of the epidemic, and compares the predicted value with the real value published by the National Bureau of Statistics, to quantitative research on the degree of the impact of total retail sales of social consumer goods. The results showed that, in general, novel coronavirus pneumonia caused a significant decrease in the total retail sales of social consumer goods compared to the expected value. In the first half of 2020, the retail sales of social consumer goods had a great impact, and then the total retail sales of consumer goods gradually tended to normal in the second half of the year, when the epidemic gradually improved.
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