毕业论文_自回归移动平均（ARMA）模及其应用.docVIP

自回归移动平均（ARMA）模型及其应用PAGE PAGE 21中文摘要本文主要介绍自回归移动平均（ARMA）模型的基本思想，基本理论以及一般模型，文中用ARMA模型对1995至2005年全国钢铁综合价格进行时间序列分析，用EViews软件检验模型个可行性，并进行预测应用。结果表明，基于ARMA模型的中国钢铁价格的模拟值和真实值比较吻合。关键词：时间序列 自回归移动平均模型 钢铁综合价格 预测 AbstractThis paper mainly introduces the basic philosophy, the basic theory and the general model of ARMA model. By ARMA model, this paper analyses the comprehensive price of steel from 1995 to 2005 in China and verifies the model is practical by EViews.The results show that the forecast simulation value of comprehensive price of steel is closed to the real value. In application of ARMA model has