涤塔夫面料价格指数时间序列建模及实证分析 time series modeling and empirical analysis on the price index of polyester tav fabric.pdfVIP

Vol.48 第48卷 2011年02月 第02期 No.02, Feb. 2011 研究与技术 涤塔夫面料价格指数时间序列建模及 实证分析 1，2 3 1 1 1，2 冯 岑 ，唐 琳 ，聂 博 ，刘炳娣 ，白 伦 (1.苏州大学 纺织与服装工程学院，江苏 苏州 215006；2.现代丝绸国家工程实验室，江苏 苏州 215123； 3.中国丝绸工业总公司，北京 100034) 摘要：就构建的涤塔夫面料价格指数及其市场运营数据曲线，采用经典的自回归移动平均模型ARMA和自回归异方差模型ARCH对涤塔 夫产品系列各级指数进行时间序列建模和实证分析。经验证表明，已建立的时间序列模型对涤塔夫面料价格指数运行变化走势有很 好的拟合效果，所建模型在置信理论区间内的预测值精度理想，可以进行对应的产品市场价格走势分析和预测。 关键词：数据采集；时间序列；预测模型；价格指数；涤塔夫面料 中图分类号：TS941.4；F224.0      文献标志码：A      文章编号：1001-7003(2011)02-0028-04 Time series modeling and empirical analysis on the price index of polyester tav fabric 1,2 3 1 1 1,2 FENG Cen , TANG Lin , NIE Bo , LIU Bing-di , BAI Lun (1.College of Textile and Clothing Engineering, Soochow University, Suzhou 215006, China; 2.National Engineering Laboratory for Modern Silk, Soochow University, Suzhou 215123, China; 3.China Silk Industrial Trading Corporation, Beijing 100034, China) Abstract: This paper makes empirical analysis on Price Index of every level of Polyester tav fabric with classical ARMA models as well as ARCH models, which based on Polyester tav fabric Price Index and operating curve. The model validation suggests that there is good effect in running change of Polyester tav fabric Price Index for the time series models that has been established, the precision of the established model within the theoretic confidence interval is ideal. As a result, it can be used to analyze and predict for the corresponding market