基于ARIMA模型下猪后腿肉(带皮)价格的预测

Prediction of the Price of Pork Ham (With Skin) Based on the ARIMA Model

摘要: 近期的新冠肺炎疫情和非洲猪瘟疫情对我国生猪存栏量均有所影响，猪肉价格随之上涨。为探究猪肉价格近期的变化趋势以及预测其未来走势，本文依据时间序列相关理论，使用ARIMA模型，对我国2020年4月5日至2022年4月15日期间的猪后腿肉(带皮)的市场零售价格数据进行拟合，建立了该价格的时间序列模型，并预测了未来4期的发展趋势。使用R语言统计软件进行编程，结果表明，原序列一阶差分后为平稳非白噪声序列，ARIMA (1, 1, 0)可以较好地拟合原序列，且通过了模型及参数的显著性检验。使用该模型对猪后腿肉(带皮)的市场价格进行短期预测，结果显示，未来4期的猪后腿肉(带皮)的市场价格呈现缓慢上涨的趋势。

Abstract: The recent COVID-19 and African swine fever outbreaks have both affected the stock of live pigs in my country, and pork prices have risen accordingly. In order to explore the recent trend of pork price changes and predict its future trend, this paper uses the ARIMA model based on time series correlation theory to analyze the pork ham (with skin) from April 5, 2020 to April 15, 2022 in our country. The market retail price data is fitted, the time series model of the price is established, and the development trend of the next 4 periods is predicted. Using R language statistical software for programming, the results show that the original sequence is a stationary non-white noise sequence after the first-order difference, ARIMA (1, 1, 0) can fit the original sequence well, and it has passed the significance of the model and parameters test. Using this model to make a short-term forecast of the market price of pork ham (with skin), the results show that the market price of pork ham (with skin) in the next 4 periods will show a slow upward trend.