基于SARIMA模型和X-12-ARIMA季节调整方法预测的比较

详细信息    查看全文 | 推荐本文 |

英文篇名：Comparison of Prediction Method Based on SARIMA Model and X-12-ARIMA Seasonal Adjustment Method 作者：李少雄 ; 李本光 英文作者：Li Shaoxiong;Li Benguang;Beijing Branch of Industrial and Commercial Bank of China;School of Economics, Guizhou University; 关键词：固定资产投资 ; SARIMA ; X-12-ARIMA ; 季节调整 ; 预测 英文关键词：fixed assets investment;;SARIMA;;X-12-ARIMA;;seasonal adjustment;;prediction 中文刊名：TJJC 英文刊名：Statistics & Decision 机构：中国工商银行北京分行;贵州大学经济学院; 出版日期：2018-09-30 出版单位：统计与决策 年：2018 期：v.34;No.510 语种：中文; 页：TJJC201818009 页数：4 CN：18 ISSN：42-1009/C 分类号：41-44

摘要

文章基于贵州省1998—2015年固定资产投资季度数据,分别采用SARIMA模型和X-12-ARIMA季节调整方法对贵州省2016年固定资产投资季度数据进行预测,将预测值与实际值进行比较,依据相对误差率,结果表明,基于X-12-ARIMA季节调整方法的预测值比基于SARIMA模型的预测值更加精确合理。
        Based on the quarterly data of fixed assets investment in Guizhou Province from 1998 to 2015, this paper uses SARIMA model and X-12-ARIMA seasonal adjustment method to forecast the quarterly data of fixed assets investment in Guizhou Province in 2016, and compares the predicted value with the actual one. According to the relative error, it is found that the prediction of X-12-ARIMA seasonal adjustment method is more accurate and more reasonable than the prediction of SARIMA model.

引文

[1]Tsay S R.An Introduction to Analysis of Financial Data with R[M].New Jersey:Wiley,2013.
    [2]中国人民银行调查统计局.时间序列X-12-ARIMA季节调整——原理与方法[M].北京:中国金融出版社,2006.
    [3]罗中德.中国GDP的季度调整模型及其预测[J].统计与决策,2016,(20).