基于ARIMA模型的白云鄂博矿稀土氧化物价格预测
|
摘要
稀土价格的波动牵动着政治、经济的方方面面,关系到国家矿产资源的安全,也关系到稀土产业各参与方的切身利益。因此,做好稀土产品价格的科学预测十分重要。本文从中国稀土网收集整理得白云鄂博矿主要稀土氧化物2008年1月～2017年12月月度价格数据,运用时间序列分析方法对其波动规律进行探究,并分别建立了ARIMA模型,通过各种检验得出所建立的模型有效,预测效果较好,可用于稀土氧化物价格未来发展趋势的预测。同时对2018年上半年的稀土氧化物价格进行预测,预测结果表明四种稀土氧化物的价格短期内均呈现下降趋势,且预测标准误差较小,该结论可为有关部门制定政策及稀土产业的各参与方做出生产经营决策提供参考。
The fluctuation of rare earth prices affects all aspects of politics and economy, and is related to the safety of the country's mineral resources, as well as the vital interests of the participants in the rare earth industry. Therefore, it is very important to make scientific forecast on the prices of rare earth products. The monthly price data of main rare earth oxides of Bayan Obo mine from January 2008 to December 2017 were collected from China Rare Earth Network, time series analysis was used to explore the fluctuation law, and ARIMA model was established respectively. The established model was valid and the forecast was good. It can be used for the forecast of the future development trend of rare earth oxide price. The price of four rare earth oxides in the first half of 2018 is froecasted, the results all show a downward trend in the short term, and the forecast standard error is small. The conclusion can provide reference for the relevant departments to formulate policies and for all participants in the rare earth industry to make decisions on production and operation.
The fluctuation of rare earth prices affects all aspects of politics and economy, and is related to the safety of the country's mineral resources, as well as the vital interests of the participants in the rare earth industry. Therefore, it is very important to make scientific forecast on the prices of rare earth products. The monthly price data of main rare earth oxides of Bayan Obo mine from January 2008 to December 2017 were collected from China Rare Earth Network, time series analysis was used to explore the fluctuation law, and ARIMA model was established respectively. The established model was valid and the forecast was good. It can be used for the forecast of the future development trend of rare earth oxide price. The price of four rare earth oxides in the first half of 2018 is froecasted, the results all show a downward trend in the short term, and the forecast standard error is small. The conclusion can provide reference for the relevant departments to formulate policies and for all participants in the rare earth industry to make decisions on production and operation.
引文
[1] 周宝炉,李仲学,赵怡晴.世界稀土市场动态及产业对策建议[J].中国稀土学报,2016,34(3):257-264.Zhou B L,Li Z X,Zhao Y Q.Current status of world rare earths market and countermeasures for its industry development[J].Journal of The Chinese Society of Rare Earths,2016,34(3):257-264.
[2] 任旭东.我国稀土矿产资源开采利用现状及发展策略浅析[J]. 轻金属,2012,(9):8-11.Ren X D. Analysis of utilization status and development strategies of rare earth resources mining in China[J].Light Metals,2012,(9):8-11.
[3] 陈占恒,杜佳员,鲁莎,马荣璋,王晓铁.基于稀土产品出口统计数据的价格指数研究[J]. 稀土,2015,36(3):131-134.Chen Z H,Du J Y, Lu S,Ma R Z, Wang X T.Study on rare earth export price index based on export statistics [J]. Chinese Rare Earths,2015,36(3):131-134.
[4] 何晓伟,郭红,陈鹏.稀土价格趋势分析及政策建议[J].宏观经济管理,2015,(9):65-68.He X W,Guo H,Chen P.Rare earth price trend analysis and policy recommendations [J].Macroeconomic Management,2015,(9):65-68.
[5] 朱学红,张宏伟,李心媛.中国稀土国际市场势力测度及政策有效性研究[J].国际贸易问题,2018,(1):32-44.Zhu X H,Zhang H W,Li X Y.Measurement of the international market power of China’s rare earth and the effectiveness of policy[J].Journal of International Trade,2018,(1):32-44.
[6] 边璐,张江朋,宋宇辰,范兆瑞.国际金属价格指数、广义需求与中国稀土产品价格——基于两市场协整视角下的多因素模型研究[J]. 资源科学,2014,36(3):641-652.Bian L, Zhang J P,Song Y C, Fan Z R.Foreign metals index, general requirement and prices of Chinese rare earth products [J]. Resources Science,2014,36(3):641-652.
[7] 刘晓燕.中国稀土出口定价能力的培育机制研究[J].价格月刊,2016,(2):44-47.Liu X Y.Research on cultivation mechanism of rare earth export pricing power in China[J].Prices Monthly,2016,(2):44-47.
[8] 赵玉敏,童莉霞.我国稀缺矿产资源贸易政策的演变与展望[J].宏观经济管理,2016,(5):72-76.Zhao Y M,Tong L X.Evolution and prospect of China’s scarce mineral resources trade policy[J].Macroeconomic Management,2016,(5):72-76.
[9] 李振民,林东鲁,张安文.稀土交易定价问题研究进展[J]. 稀土,2016,37(1):145-150.Li Z M, Lin D L,Zhang A W.The progress in research on rare earth pricing[J]. Chinese Rare Earths,2016,37(1):145-150.
[10] 余敏丽,章和杰.中国稀土交易定价机制改革路径研究[J].价格月刊,2017,(5):8-14.Yu M L,Zhang H J.Research on the reform path for pricing mechanism of China’s rare earth trade[J].Prices Monthly,2017,(5):8-14.
[11] 杨斌清,张希琳.基于ARIMA时间序列模型的稀土氧化物价格预测研究[J].中国稀土学报,2017,35(5):680-686.Yang B Q,Zhang X L.Forecast of price of rare earths neodymium oxide and dysprosium oxide based on ARIMA time series model[J].Journal of The Chinese Society of Rare Earths,2017,35(5):680-686.
[12] 王春宝,刘若阳.基于ARIMA的油田A类物资市场价格预测[J].运筹与管理,2013,22(5):160-165.Wang C B,Liu R Y.Study on market price of oilfield class-A materials forecasting based on ARIMA model[J].Operations Research and Management Science,2013,22(5):160-165.
[13] 张婷.基于ARIMA模型的国际粮食短期价格分析预测——以大豆为例[J].价格月刊,2016,(7):28-32.Zhang T.Analysis and forecast of temporary price of international grain based on ARIMA model-taken soybean as example [J].Prices Monthly,2016,(7):28-32.
[14] 吴玉霞,温欣.基于ARIMA模型的短期股票价格预测[J].统计与决策,2016,(23):83-86.Wu Y X,Wen X.Forecast of price of short-term stock price based on ARIMA model[J].Statistics & Decision,2016,(23):83-86.
[15] 李仲学,周宝炉,赵怡晴.未来世界稀土供需格局分析及对策[J]. 稀土,2016,37(3):153-158.Li Z X, Zhou B L, Zhao Y Q,Analysis on the world’s future rare earths supply and demand situation and recommendations[J]. Chinese Rare Earths,2016,37(3):153-158.
[16] 张晶,杨子健.当前我国稀土储备工作的问题及建议[J]. 宏观经济管理,2016,(10):69-72.Zhang J,Yang Z J.Current problems and suggestions on China’s rare earth reserve work[J]. Macroeconomic Management,2016,(10):69-72.
[17] 王昶,阳香莲,宋慧玲,左绿水.基于中西方稀土战略调整演化路径的中国稀土政策研究[J]. 矿产保护与利用,2018,(1):1-11.Wang C,Yang X L, Song H L,Zuo L S.A Chinese rare earth policy study based on the evolutionary path of strategic adjustment of rare earths in China and the west[J]. Conservation and Utilization of Mineral Resources,2018,(1):1-11.
[2] 任旭东.我国稀土矿产资源开采利用现状及发展策略浅析[J]. 轻金属,2012,(9):8-11.Ren X D. Analysis of utilization status and development strategies of rare earth resources mining in China[J].Light Metals,2012,(9):8-11.
[3] 陈占恒,杜佳员,鲁莎,马荣璋,王晓铁.基于稀土产品出口统计数据的价格指数研究[J]. 稀土,2015,36(3):131-134.Chen Z H,Du J Y, Lu S,Ma R Z, Wang X T.Study on rare earth export price index based on export statistics [J]. Chinese Rare Earths,2015,36(3):131-134.
[4] 何晓伟,郭红,陈鹏.稀土价格趋势分析及政策建议[J].宏观经济管理,2015,(9):65-68.He X W,Guo H,Chen P.Rare earth price trend analysis and policy recommendations [J].Macroeconomic Management,2015,(9):65-68.
[5] 朱学红,张宏伟,李心媛.中国稀土国际市场势力测度及政策有效性研究[J].国际贸易问题,2018,(1):32-44.Zhu X H,Zhang H W,Li X Y.Measurement of the international market power of China’s rare earth and the effectiveness of policy[J].Journal of International Trade,2018,(1):32-44.
[6] 边璐,张江朋,宋宇辰,范兆瑞.国际金属价格指数、广义需求与中国稀土产品价格——基于两市场协整视角下的多因素模型研究[J]. 资源科学,2014,36(3):641-652.Bian L, Zhang J P,Song Y C, Fan Z R.Foreign metals index, general requirement and prices of Chinese rare earth products [J]. Resources Science,2014,36(3):641-652.
[7] 刘晓燕.中国稀土出口定价能力的培育机制研究[J].价格月刊,2016,(2):44-47.Liu X Y.Research on cultivation mechanism of rare earth export pricing power in China[J].Prices Monthly,2016,(2):44-47.
[8] 赵玉敏,童莉霞.我国稀缺矿产资源贸易政策的演变与展望[J].宏观经济管理,2016,(5):72-76.Zhao Y M,Tong L X.Evolution and prospect of China’s scarce mineral resources trade policy[J].Macroeconomic Management,2016,(5):72-76.
[9] 李振民,林东鲁,张安文.稀土交易定价问题研究进展[J]. 稀土,2016,37(1):145-150.Li Z M, Lin D L,Zhang A W.The progress in research on rare earth pricing[J]. Chinese Rare Earths,2016,37(1):145-150.
[10] 余敏丽,章和杰.中国稀土交易定价机制改革路径研究[J].价格月刊,2017,(5):8-14.Yu M L,Zhang H J.Research on the reform path for pricing mechanism of China’s rare earth trade[J].Prices Monthly,2017,(5):8-14.
[11] 杨斌清,张希琳.基于ARIMA时间序列模型的稀土氧化物价格预测研究[J].中国稀土学报,2017,35(5):680-686.Yang B Q,Zhang X L.Forecast of price of rare earths neodymium oxide and dysprosium oxide based on ARIMA time series model[J].Journal of The Chinese Society of Rare Earths,2017,35(5):680-686.
[12] 王春宝,刘若阳.基于ARIMA的油田A类物资市场价格预测[J].运筹与管理,2013,22(5):160-165.Wang C B,Liu R Y.Study on market price of oilfield class-A materials forecasting based on ARIMA model[J].Operations Research and Management Science,2013,22(5):160-165.
[13] 张婷.基于ARIMA模型的国际粮食短期价格分析预测——以大豆为例[J].价格月刊,2016,(7):28-32.Zhang T.Analysis and forecast of temporary price of international grain based on ARIMA model-taken soybean as example [J].Prices Monthly,2016,(7):28-32.
[14] 吴玉霞,温欣.基于ARIMA模型的短期股票价格预测[J].统计与决策,2016,(23):83-86.Wu Y X,Wen X.Forecast of price of short-term stock price based on ARIMA model[J].Statistics & Decision,2016,(23):83-86.
[15] 李仲学,周宝炉,赵怡晴.未来世界稀土供需格局分析及对策[J]. 稀土,2016,37(3):153-158.Li Z X, Zhou B L, Zhao Y Q,Analysis on the world’s future rare earths supply and demand situation and recommendations[J]. Chinese Rare Earths,2016,37(3):153-158.
[16] 张晶,杨子健.当前我国稀土储备工作的问题及建议[J]. 宏观经济管理,2016,(10):69-72.Zhang J,Yang Z J.Current problems and suggestions on China’s rare earth reserve work[J]. Macroeconomic Management,2016,(10):69-72.
[17] 王昶,阳香莲,宋慧玲,左绿水.基于中西方稀土战略调整演化路径的中国稀土政策研究[J]. 矿产保护与利用,2018,(1):1-11.Wang C,Yang X L, Song H L,Zuo L S.A Chinese rare earth policy study based on the evolutionary path of strategic adjustment of rare earths in China and the west[J]. Conservation and Utilization of Mineral Resources,2018,(1):1-11.
© 2004-2018 中国地质图书馆版权所有 京ICP备05064691号 京公网安备11010802017129号 地址：北京市海淀区学院路29号 邮编：100083 电话：办公室：(+86 10)66554848；文献借阅、咨询服务、科技查新：66554700 |