| ARMA模型在预测船价指数中的应用 |
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| 引用本文： | 李升江.ARMA模型在预测船价指数中的应用[J].船舶工程,2007,29(6):71-73,57. |
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| 作者姓名： | 李升江 |
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| 作者单位： | 中国船舶重工集团公司,经济研究中心,北京,100085 |
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| 摘 要： | 船价是造船行业中最重要的指标之一,目前市场预测船价指数方法均没有考虑船价的自身长期趋势,为此在预测船价指数中引入ARMA模型,充分考虑了时间序列自身的发展趋势,以得出更准确的船价预期.
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| 关 键 词： | 船舶 ARMA模型 预测 船价指数 |
| 文章编号： | 1000-6982（2007）06-0071-03 |
| 收稿时间： | 2007-01-17 |
| 修稿时间： | 2007-03-11 |
Applying ARMA models to forecast the price index of ships |
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| LI Sheng-jiang.Applying ARMA models to forecast the price index of ships[J].Ship Engineering,2007,29(6):71-73,57. |
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| Authors: | LI Sheng-jiang |
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| Abstract: | Ship price is the most important index in the shipbuilding industry. None of present market forecast methods about the price index of ships take itself long-term tendency into consideration. Therefore, the ARMA model is introduced to get the more accurate price anticipation under fully considering the development tendency of time sequence. |
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| Keywords: | ship ARMA model forecast the price index of ships |
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