云南省贸易出口额时序分析及预测

Time Series Analysis and Prediction of Trade Export Volume of Yunnan Province

摘要: 自改革开放以来，我国的贸易增速不断加快，贸易增长率逐渐提升。而云南省位于我国的西南边陲，在“一带一路”倡议提出后与周边国家的合作日益紧密，边境贸易规模不断扩大，成为连接南亚和东南亚国家的桥头堡。因此，充分利用云南省得天独厚的地理优势和丰富资源，发挥其辐射中心的作用，对开拓云南省的对外开放路径以及推动与邻国的贸易经济发展有重要的意义。本文选取云南省2014年1月~2020年9月的贸易出口额数据，对其发展趋势进行拟合并对未来两年的贸易出口额进行预测。拟合结果显示，云南省贸易出口额具有周期性，根据得到的最优模型ARIMA(0,(1,12),1)进行短期预测，预测结果与之前的发展趋势基本一致，因此模型的短期预测效果较为理想。

Abstract: Since the reform and opening up, China’s trade growth has been accelerating, and the trade growth rate has gradually increased. Yunnan province is located in the southwest border area of China. After the “One Belt, One Road” Initiative was put forward, the cooperation with neighboring countries became increasingly close and the scale of border trade continued to expand, becoming a bridgehead connecting South and Southeast Asian countries. Therefore, making full use of Yunnan’s unique geographical advantages and rich resources and giving full play to its role as a radiation center are of great significance to explore the path of opening up and promote the trade and economic development with neighboring countries. This paper selects the trade export volume data of Yunnan Province from January 2014 to September 2020, plans to merge its development trend, and forecasts the trade export volume in the next two years. The fitting results show that the trade export volume of Yunnan Province is cyclical. The short-term prediction is carried out according to the obtained optimal model ARIMA(0,(1,12),1). The prediction results are basically consistent with the previous development trend, so the short-term prediction effect of the model is ideal.