基于ARIMA模型的能源价格指数分析与预测

Analysis and Forecast of the Energy Price Index Based on ARIMA Model

摘要: 本文以世界2000~2017年每月国际市场能源价格指数为原始数据，通过对数据的处理，建立ARIMA(1,1,0)模型。从而阐述国际市场能源价格指数时间序列所表现的变化规律，对国际市场能源价格指数进行了未来12个月的预测。检验结果表明该模型对未来能够做出合理的短期预测，进而为制定经济发展目标提供决策参考。

Abstract: In this paper, the monthly international market energy price index of 2000-2017 year is used as the raw data. Through the series of data processing, the ARIMA(1,1,0) model is established. And the international market energy price index time series of the changes in the performance of the law is expounded; the international market energy price index for the next 12 months is forecasted. The test results show that the model can make a short-term reasonable prediction for the future, and can give decision-making reference for economic development goals.