Abstract
文章通过运用时间序列计量模型对我国1985~2014年的CPI指数进行分析，首先对数据进行平稳性分析，通过时序图发现序列有递增的趋势，所以序列为非平稳序列，再对序列做对数化处理并做一阶差分，通过差分后的序列时序图发现基本平稳，之后对平稳序列做ARIMA(p,d,q)模型拟合，并对模型进行拟合效果检验和异方差检验，最后用拟合后的模型预测2015~2020年的CPI数据。从预测结果看出CPI仍然呈递增趋势。 This paper analyzes the CPI index of China from 1985 to 2014 by using time series measurement model. First, the data is analyzed in a stationary manner. It is found that the sequence has an increasing trend through the sequence diagram, so the sequence is a non-stationary sequence . The sequence is processed by logarithmic process and the first order difference is made. The basic stability is found by the sequence diagram after the difference. Then the ARIMA(p,d,q) model is fitted to the stationary sequence. The fitting effect test and the heteroscedasticity test of the model are carried out . Finally, the fitting model is used to predict the CPI data of the next 5 years. It can be seen from the prediction results that the CPI is still increasing.
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