时间序列分析在我国社会消费品零售总额预测中的应用..doc

河北经贸大学毕业论文 时间序列分析在我国社会消费品零售总额预测中的应用 专业名称： 统计学 班 级： 200801 学生姓名： XXX 指导教师： XXX 完成时间： 2012年5月  摘 要 时间序列分析是经济领域研究的重要工具之一，它描述历史数据随时间变化的规律，并用于预测经济变量值。市场经济中，政府对市场变化的即时反应是各国经济工作的重点。在我国，随着市场经济的日益成熟，各级政府逐渐认识到短期计划的重要性。在要求减少对市场干预的同时，政府在经济中的作用主要体现在保证经济运行的正常轨道社会消费品零售总额反映了经济运行中的一个重要环节———消费尤其是目前我国市场上的消费需求不足现象，使我国经济发展受到外需与内需两方的困扰。社会消费品零售总额预测。本文社会消费品零售总额预测模型和模型。本文使用模型对社会消费品零售总额波动趋势进行短期预测，首先对我国2001年1月至2011年12月社会消费品零售总额数据进行预处理和分析，发现该时间序列既包含趋势性又包含季节性，然后对其进行建模分析。为检验模型预测效果，保留2011年1月至12月的观测值作为评价模型预测精度的参照对象，最后通过对2011年1月至12月数据的试预测，发现模型有较好的拟合效果。The analysis of time series is one of the important tools for researching in the field of economy. It describes the law of historic data with the time passing by and it is also used to predict the value of economic variables. In the market economy, the government’s immediate reaction to changes in the market is the focus of economic work. In our country, along with the increasingly mature market economy, various governments gradually realize the importance of short-term plan. The role of the government in the economy mainly embodies in the guarantee of economic operation of the normal track. The total retail sale of social consumer goods reflects one of the important economic operation links –consumption. Our country consumption market demand inadequacy at present making our country economy development by foreign demand and domestic demand puzzled. So the total retail sale of consumer goods in the prediction of research always has positive significance. This paper elaborates the method of time series analysis in total retail sales of consumer goods in the prediction, including both the model of and the model of .The paper uses the model of forecasting the total retail sales of social consumer goods. In the first, the author preprocesses the total retail sales of social consumer goods of January 2001 to December 2011, finding that the time series contains both trend and contains a seasonal. Then, the p