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葡萄酒月度价格指标的季节ARIMA时间序列分析
Application of Seasonal ARIMA Method to Wine Price Index Analysis
【摘要】 以时间序列分析为工具,研究了法国葡萄酒价格月度指标,使用基于周期图的Fisher检验证实该数据指标具有潜在周期,最后发现(1,0,0)×(1,0,0)12模型能较好地拟合数据.在此基础上给出相应的预测.
【Abstract】 French wine monthly price index is studied by the method of time series analysis in this paper.By using the Fisher test based on periodogram,potential period is detected.It is found that(1,0,0)×(1,0,0)12 model may fit the data appropriately.Then the corresponding forecasting is given.
【关键词】 时间序列分析;
周期图;
Fisher检验;
(1,0,0)×(1,0,0)12模型.;
【Key words】 time series analysis; periodogram; Fisher test; (1,0,0)×(1,0,0)12 model;
【Key words】 time series analysis; periodogram; Fisher test; (1,0,0)×(1,0,0)12 model;
【基金】 云南省自然科学基金资助项目(2005A0001M)
- 【文献出处】 云南民族大学学报(自然科学版) ,Journal of Yunnan Nationalities University(Natural Sciences Edition) , 编辑部邮箱 ,2008年01期
- 【分类号】F224;F406.82
- 【被引频次】4
- 【下载频次】569