利用季节时间序列模型(SARIMA)分析番茄月价格的季节性及其预测

Rand S. AlAni, A. Alhiyali
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引用次数: 0

摘要

“本研究的目的是通过使用季节时间序列(SARIMA)来检测从时间序列中排除的季节变化,分析巴格达省2010年1月至2015年12月期间的番茄每月价格。通过番茄月价中存在的季节性现象来总结研究问题,并将其反映在短期的规划进度中。结果表明,SARIMA模型(0,1,2)(1,1,0)12是表征番茄月价格时间序列数据的合适且有效的模型。番茄月价格预测结果也与原时间序列一致,呈调和方向。从得到的结果来看,番茄的月价格在很大程度上证实了番茄产量受季节影响的普遍模式的性质,因为结果表明,在2016年1月至2020年12月期间,番茄的月价格存在长期上涨趋势,这证实了预测期间的月价格上涨。该研究建议,除了对进口产品征税外,还需要防止进口,特别是在高峰时间(当地市场上的作物供应时间),并立法保护国内产品。”
本文章由计算机程序翻译,如有差异,请以英文原文为准。
"Seasonality analysis of the tomato monthly price and its forecasting using seasonal time series models (SARIMA) "
"The aim of this research is to analysis the tomato monthly prices in Baghdad province for the period (Jan 2010- Dec 2015) by using seasonal time series (SARIMA) to detect seasonal variations to be excluded from the time series. The research problem is summarized by existing seasonality phenomenon in tomato monthly prices which will be reflected on the short-term planning progress. The results showed that the appropriate and efficiency model for representing time series data for tomato monthly prices was the SARIMA model (0,1,2)(1,1,0)12. Also the results of tomato monthly prices forecasting showed a harmonic direction with the same original time series. From the obtained results, the tomato monthly prices confirm the nature of the prevailing pattern in that the tomato production was affected by the season to a large extent, as the results concluded that there is a secular trend in increasing monthly prices of tomato for the period (Jan 2016-Dec 2020), which confirmed the rise in monthly prices during the forecast period. The research recommends the need to prevent imports especially at peak time (time of crop availability in local markets), and legislating laws to protect the domestic product , in addition to taxation of imported products.1"
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