| 我国外汇储备变动的时间序列建模预测 |
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| 引用本文： | 黄长全,李晨焕.我国外汇储备变动的时间序列建模预测[J].数理统计与管理,2007,26(3):489-494. |
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| 作者姓名： | 黄长全 李晨焕 |
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| 作者单位： | 厦门大学经济学院计划统计系,福建,厦门,361005 |
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| 摘 要： | 本文通过对我国最近十三年来的外汇储备月度数据进行分析,利用不同的建模思想建立了三次趋势模型、Holter-Winter非季节模型和AR IMA模型来分析短期内我国外汇储备的变动趋势。这三种模型对原始数据都能够较好的拟合,而且用于预测时的结果也相差不大,可以为短期内预测管理我国外汇储备提供有效参考。
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| 关 键 词： | 外汇储备 时间序列 趋势模型 Holter-Winter非季节模型 ARIMA模型 |
| 文章编号： | 1002-1566（2007）03-0489-06 |
| 修稿时间： | 2005-12-16 |
Time Series Modeling and Forecasting Concerning the Fluctuation of the Foreign Reserve in China |
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| HUANG Chang-quan,LI Chen-huan.Time Series Modeling and Forecasting Concerning the Fluctuation of the Foreign Reserve in China[J].Application of Statistics and Management,2007,26(3):489-494. |
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| Authors: | HUANG Chang-quan LI Chen-huan |
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| Institution: | Statistics Department , College of Economics, Xiamen University ,Xiamen 361005, China |
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| Abstract: | In this article, I analyze the short run variation of the foreign reserve , via three different models, by using the monthly data of our nation since 13 years ago. These models can fit the original data well, and the forecasted restilts of them are fine too. Thus we can give some useful advice on the management of foreign reserve based on these models. |
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| Keywords: | Foreign reserve Time series Trend model Holter- Winter no seasonal model ARIMA model |
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