ỨNG DỤNG MÔ HÌNH ARIMA ĐỂ DỰ BÁO CHỈ SỐ GIÁ TIÊU DÙNG Ở VIỆT NAM

Huỳnh Tấn Nguyên; Nguyễn Văn Lượng

ỨNG DỤNG MÔ HÌNH ARIMA ĐỂ DỰ BÁO CHỈ SỐ GIÁ TIÊU DÙNG Ở VIỆT NAM

Huỳnh Tấn Nguyên, Nguyễn Văn Lượng

Tóm tắt

Tóm tắt. Nghiên cứu này ứng dụng mô hình ARIMA trong dự báo chỉ số giá tiêu dùng CPI ở
Việt Nam trong quý 2 năm 2016. Số liệu được thu thập từ Tổng cục Thống kê Việt Nam giai
đoạn tháng 1/2010 đến tháng 03/2016 và được xử lý bằng phần mềm Eviews 6. Kết quả cho
thấy mô hình ARIMA(2,1,1) là thích hợp cho việc dự báo. Kết quả dự báo CPI quý 2 năm
2016 lần lượt là: 159.5409%, 159.5447%, 159.5476%. Các nhà làm chính sách, các doanh
nghiệp có thể sử dụng công cụ này cho công tác dự báo, hoạch định và lập kế hoạch.

Từ khoá: Dự báo, CPI, ARIMA, phương sai

TẠP CHÍ KHOA HỌC VÀ CÔNG NGHỆ

Địa chỉ: Trường Đại học Quảng Bình, 312 Lý Thường Kiệt, Phường Bắc Lý, Thành phố Đồng Hới, Tỉnh Quảng Bình
ĐT: 0232.3822010 - Fax: 0232.3821054

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`0` Logs	`0` Errors
`1` Memory	`1` Speed

memory	592.80 kB string: PKPApplication::construct
speed	1.336 ms PKPApplication::construct

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