基于ARIMA与协整模型的居民人均消费支出预测研究

Research on Predicting Per Capita Consumption Expenditure of Residents Based on ARIMA and Cointegration Model

摘要: 居民人均消费支出是体现居民生活水平和质量的重要指标，本研究利用1980~2021年居民人均消费支出数据，构建ARIMA模型与协整模型，对2022~2026年居民人均消费支出进行预测，并将ARIMA模型与协整模型从模型拟合效果和预测精度两方面进行了对比分析，选择了AIC值更小的ARIMA模型预测值{28568.50, 32124.36, 36123.18, 40619.36, 45675.62}作为本研究的预测结果。

Abstract: Per capita consumption expenditure is an important indicator reflecting the living standards and quality of residents, this study uses the per capita consumption expenditure data of residents from 1980 to 2021 to construct ARIMA model and Cointegration model to predict the per capita consumption expenditure of residents from 2022 to 2026, compares and analyzes the ARIMA model and Cointegration model from the aspects of model fitting effect and prediction accuracy, selects the predicted value of ARIMA model with smaller AIC value {28568.50, 32124.36, 36123.18, 40619.36, 45675.62} as the prediction results.