我国猪肉消费需求量集成预测——基于ARIMA、VAR和VEC模型的实证

郑莉, 段冬梅, 陆凤彬, 许伟, 杨翠红, 汪寿阳

系统工程理论与实践 ›› 2013, Vol. 33 ›› Issue (4) : 918-925.

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系统工程理论与实践 ›› 2013, Vol. 33 ›› Issue (4) : 918-925. DOI: 10.12011/1000-6788(2013)4-918
论文

我国猪肉消费需求量集成预测——基于ARIMA、VAR和VEC模型的实证

    郑莉1, 段冬梅2, 陆凤彬1, 许伟2, 杨翠红1, 汪寿阳1
作者信息 +

Integration forecast of Chinese pork consumption demand —— Empirical based on ARIMA、VAR and VEC models

    ZHENG Li1, DUAN Dong-mei2, LU Feng-bin1, XU Wei2, YANG Cui-hong1, WANG Shou-yang1
Author information +
文章历史 +

摘要

猪肉消费需求量预测对稳定猪肉消费市场具有重要意义. 通过建立ARIMA、VAR和VEC模型, 利用Granger因果检验筛选出显著影响因素, 分别预测我国猪肉消费量. 最后, 基于动态集成预测方法对三种模型的预测结果进行综合集成. 通过对2009-2011年我国猪肉消费需求量预测, 实证结果表明样本外集成预测精度更高, 更稳定.

Abstract

Forecasting pork consumption is very important to stabilize the pork market. By using Granger causality test to choose significant factors, we forecasted China's pork consumption with ARIMA、VAR and VEC model respectively. Based on a dynamic integration method, we integrated the forecast results of three models above. Finally, empirical results show that the dynamic integration method is more accurate and stable by forecasting China's pork consumption from 2009 to 2011 with the four methods above.

关键词

猪肉消费需求 / 集成预测 / ARIMA模型 / VAR模型 / VEC模型

Key words

pork consumption demand / integration forecasting / ARIMA model / VAR model / VEC model

引用本文

导出引用
郑莉 , 段冬梅 , 陆凤彬 , 许伟 , 杨翠红 , 汪寿阳. 我国猪肉消费需求量集成预测——基于ARIMA、VAR和VEC模型的实证. 系统工程理论与实践, 2013, 33(4): 918-925 https://doi.org/10.12011/1000-6788(2013)4-918
ZHENG Li , DUAN Dong-mei , LU Feng-bin , XU Wei , YANG Cui-hong , WANG Shou-yang. Integration forecast of Chinese pork consumption demand —— Empirical based on ARIMA、VAR and VEC models. Systems Engineering - Theory & Practice, 2013, 33(4): 918-925 https://doi.org/10.12011/1000-6788(2013)4-918
中图分类号: F224    F304.3   

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基金

国家科技支撑计划课题(2009BADA9BB01);国家自然科学基金(70871108, 71001096, 71001103)

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