基于ARMA模型的矿产资源资产价格走势分析

    Analysis of the recent trends of mineral resources asset prices in China based on the ARMA model

    • 摘要: 矿产资源是国防安全的基础。论文采用我国矿产资源资产价格指数构建了ARMA模型,并对我国矿产资源资产价格月度指数进行了预测及分析。结果表明,我国矿产资源资产价格月度指数序列适合于构建剔除常数项的ARMA模型,且短期预测精度较高;未来我国矿产资源资产价格存在回升空间,应把握时机控制战略性矿产资源的开采总量及开采结构,有效地保障国土资源安全。

       

      Abstract: The mineral resources are the basis of national security.This paper discusses AIMA model built based on the historical data of monthly index of mining product price in China, as well as forecasts and analysis China’s asset prices of mineral resources.The following conclusions can be drawn:the historical data mentioned above are suitable for building ARMA model, and the prediction result for short forecasting is precise;in the future, there is room for further increases in asset prices of mineral resources, and the opportunity should be seized to control strategic mineral resources exploitation, effectively protecting the country’s resources safety.

       

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