基于arima模型我國(guó)近年來(lái)外匯儲(chǔ)備的分析及預(yù)測(cè)(已修改)
2025-01-30 14:48 本頁(yè)面
【正文】 摘要隨著近年來(lái)我國(guó)經(jīng)濟(jì)迅猛發(fā)展，人民幣持續(xù)升值，我國(guó)外匯儲(chǔ)備規(guī)模不斷增大，日益受到重視。本文簡(jiǎn)單介紹了外匯儲(chǔ)備的相關(guān)概念，并分析了我國(guó)外匯儲(chǔ)備現(xiàn)狀。隨后用 1981年2010年我國(guó)外匯儲(chǔ)備數(shù)據(jù)用arima模型做了時(shí)間序列分析及預(yù)測(cè)，并對(duì)預(yù)測(cè)結(jié)果進(jìn)行檢驗(yàn)和解釋。我國(guó)外匯儲(chǔ)備由于經(jīng)濟(jì)慣性原因，受前期儲(chǔ)備只影響較大，預(yù)測(cè)結(jié)果顯示正處于穩(wěn)定快速增長(zhǎng)狀態(tài)。模型運(yùn)用過(guò)程中，根據(jù)數(shù)據(jù)的特點(diǎn)，涉及到對(duì)原始數(shù)據(jù)的處理，其中包括取對(duì)數(shù)，差分等。關(guān)鍵詞：我國(guó)外匯儲(chǔ)備 arima模型 時(shí)間序列AbstractAlong with the rapid development of our country39。s economy in recent years,the RMB keep appreciating and the scale of our country39。s foreign exchange reserve bee bigger and a result,this condition draws more and more paper briefly introduces the concepts related to foreign exchange reserves and analyzes the current situation of foreign exchange reserves of China. Then, on the basis of China39。s foreign exchange reserves data from 1981 to 2010 ,I made the applied time series analysis and made a prediction by the arima model in this ’s more ,This paper tested and explained the result of prediction. Due to the economy of inertia,our country39。s foreign exchange reserves are greatly influenced by previous the result of prediction show that the foreign exchange reserves are in a state of steady and fast growth. According to the characteristics of the data, this paper handled the raw data in the process of using model, including taking the logarithm, difference, etc.Keywords: foreign exchange reserves of China, arima model, applied time series 基于arima模型我國(guó)年度外匯儲(chǔ)備的分析及預(yù)測(cè)緒論外匯儲(chǔ)備外匯儲(chǔ)備（Foreign Exchange Reserve），又稱為外匯存底，指一國(guó)政府所持有的國(guó)際儲(chǔ)備資產(chǎn)中的外匯部分，即一國(guó)政府保有的以外幣表示的債權(quán) 。是一個(gè)國(guó)家貨幣當(dāng)局持有并可以隨時(shí)兌換外國(guó)貨幣的資產(chǎn)。狹義而言，外匯儲(chǔ)備是一個(gè)國(guó)家經(jīng)濟(jì)實(shí)力的重要組成部分，是一國(guó)用于平衡國(guó)際收支，穩(wěn)定匯率，償還對(duì)外債務(wù)的外匯積累。廣義而言，外匯儲(chǔ)備是指以外匯計(jì)價(jià)的資產(chǎn)，包括現(xiàn)鈔、國(guó)外銀行存款、國(guó)外有價(jià)證券等。外匯儲(chǔ)備的功能主要包括以下四個(gè)方面：一，調(diào)節(jié)國(guó)際收支，保證對(duì)外支付；二，干預(yù)外匯市場(chǎng)，穩(wěn)定本幣匯率；三，維護(hù)國(guó)際信譽(yù)，提高融資能力；四，增強(qiáng)綜合國(guó)力，抵抗金融風(fēng)險(xiǎn)。一定的外匯儲(chǔ)備是一國(guó)進(jìn)行經(jīng)濟(jì)調(diào)節(jié)、實(shí)現(xiàn)內(nèi)外平衡的重要手段。當(dāng)國(guó)際收支出現(xiàn)逆差時(shí)，動(dòng)用外匯儲(chǔ)備可以促進(jìn)國(guó)際收支的平衡，中央銀行在市場(chǎng)上賣(mài)出外匯買(mǎi)入本幣，增加對(duì)國(guó)內(nèi)的投資和商品需求，資金流入彌補(bǔ)逆差；當(dāng)國(guó)內(nèi)宏觀經(jīng)濟(jì)不平衡，出現(xiàn)總需求大于總供給時(shí)，可
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