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Based On Gray Model And The Arma Model, The Total Retail Sales Of Consumer Goods In China

Posted on:2010-06-16Degree:MasterType:Thesis
Country:ChinaCandidate:L J WanFull Text:PDF
GTID:2199360305493309Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
Under the current economic situation, expanding consumption demand has already become the key to promoting economic growth. The rising situation and change trend of total retail sales of consumer goods, which is regarded as an important index reflecting the consumption demand status, get more and more attention. First, this thesis takes the recent ten years'data of relative variables for samples. According to grey theory and based on the results obtained by grey relational grade analysis, the grey GM(1,N) model is constructed to make analysis of influencing factors and a conclusion is drawn that the total retail sales of consumer goods in our country is mainly associated to gross domestic product, residents'disposable income, household consumption, but not to price index, population quantity, Engers coefficient, and the rural residents' disposable income doesn't play a significantly promoting role for the further activity of consumer goods market in our country. Combined with the practical environment and on basis of the related conclusions drawn by analysis of influencing factors, this thesis puts forward the countermeasures and suggestions for expanding the consumption demand. Then, this thesis introduces the basic principles and fundamental steps of prediction for total retail sales of consumer goods. According to the time series analysis theory, and based on the annual data from 1952 to 2008 and the monthly data from January of 1980 to August of 2009, optimal ARMA prediction model is built respectively. The model's order is determined by various methods such as the Box-Jenkins method. The relative error of the optimal prediction models is less than 5%. The prediction accuracy is relatively higher, and the prediction effect is good. By the optimal models, this thesis has predicted and analyzed the total retail sales of consumer goods of the coming 5 years and the total retail sales of consumer goods from September of 2009 to december of 2010. The research findings of this thesis can provide evidence for formulating appropriate economic policies and performing effective macro-control, so they have certain feasibility and practical application value.
Keywords/Search Tags:grey relational grade analysis, GM(1, N) model, ARMA model, autocorrelation function, partial autocorrelation function
PDF Full Text Request
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