Proceedings of the 2nd International Symposium on Computer, Communication, Control and Automation (ISCCCA 2013)

The Research of ARMA Model in CPI Time Series

Authors
Fengwang Zhang, Wengang Che, Beibei Xu, Jingzhi Xu
Corresponding Author
Fengwang Zhang
Available Online February 2013.
DOI
https://doi.org/10.2991/isccca.2013.8How to use a DOI?
Keywords
CPI, time series, ARMA, ACF, PACF
Abstract

The changing trend of CPI to a certain extent reflects the degree of inflation, which has a great significance on macro-control and research on national economic. ARMA model is one of the simple and practical models in financial time series analysis with relatively high forecast accuracy. The paper utilizing Eviews software, through the statistical analysis of CPI from the year of 1995 to 2008 monthly in China, through the ADF unit root test [1], by dint of the autocorrelation function ACF diagram[2] and partial autocorrelation function PACF diagram[3] to identify the model consequently establish the model, through the residual serial correlation test of the residuals of the model to select the correct model[5]. The predications of the model showed that the ARMA model is valid and forecast accuracy is relatively high

Copyright
© 2013, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2nd International Symposium on Computer, Communication, Control and Automation (ISCCCA 2013)
Series
Advances in Intelligent Systems Research
Publication Date
February 2013
ISBN
978-90-78677-63-5
ISSN
1951-6851
DOI
https://doi.org/10.2991/isccca.2013.8How to use a DOI?
Copyright
© 2013, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Fengwang Zhang
AU  - Wengang Che
AU  - Beibei Xu
AU  - Jingzhi Xu
PY  - 2013/02
DA  - 2013/02
TI  - The Research of ARMA Model in CPI Time Series
BT  - Proceedings of the 2nd International Symposium on Computer, Communication, Control and Automation (ISCCCA 2013)
PB  - Atlantis Press
SP  - 28
EP  - 31
SN  - 1951-6851
UR  - https://doi.org/10.2991/isccca.2013.8
DO  - https://doi.org/10.2991/isccca.2013.8
ID  - Zhang2013/02
ER  -