Analysis Of Time-series Forecast For Blend Price Of Steel Based On ARIMA Model

Using ARMA model, this paper analysed the blend price of steel from 1995 to 2005 in China ,erified the model by MATLAB and tested the model with the data of 2006,getting a good result Taking into the intervention affects account by analyzing and modeling ,we formed the ARIMA model。After that ,we analyse the forming merchanism and affecting characteristic。The real price and the simulating price getting from the ARIMA are about the same。At the same time , we get the conclusion that : after experiencing the price vibration,the steel price of China market,basing on the long growing trend,will fall into a low price and the price will climb up soon within a short time if there were not intervention analysis occurring。At the same time we get that:the steel price of china do not have the characteristic of seasion and circulation。...