【價格之翼】系列研究之十九重構(gòu)月度cpi增速預(yù)測方法

1、目錄一、引言：從“二分法”到“三分法”........................................................1二、預(yù)測思路、權(quán)重設(shè)定與春節(jié)因素的說明....................................................22.1預(yù)測思路的選擇..............................................................

2、........22.2權(quán)重體系的設(shè)定......................................................................32.3春節(jié)因素的量化......................................................................4三、食品價格增速估測.......................................

3、...............................63.1糧食..................................................................................73.2油脂..................................................................................83.3肉類.......

4、...........................................................................93.4水產(chǎn)品.............................................................................113.5鮮菜......................................................

5、...........................123.6鮮果.................................................................................133.7蛋類.................................................................................143.8奶類..........

6、.......................................................................153.9食品價格環(huán)比與同比增速.............................................................15四、工業(yè)消費品價格增速估測.........................................................

7、......184.1酒類.................................................................................184.2服裝.................................................................................194.3家用器具.............................

8、..............................................204.4交通工具用燃料.....................................................................214.5中藥西藥交通工具通訊工具水電燃料.................................................214.6工業(yè)消費品價格同比增速.......

9、......................................................24五、服務(wù)價格增速估測.....................................................................25六、CPI增速估測結(jié)果及說明................................................................27七、對

10、進(jìn)一步研究方向的思考...............................................................28圖40：CPI酒類價格與主要品種(規(guī)格)酒類價格增速相關(guān)性...........................................................19圖41：CPI酒類價格增速預(yù)測效果：白酒廠商出廠價..............................

11、......................................19圖42：CPI酒類價格與一號店主要品種酒類價格增速相關(guān)性..........................................................19圖43：CPI酒類價格增速：實際值與預(yù)測值.......................................................................

12、...........19圖44：CPI服裝價格環(huán)比增速：月度分布......................................................................................20圖45：CPI服裝價格環(huán)比增速：實際值與預(yù)測值...........................................................................2

13、0圖46：CPI服裝價格同比增速：實際值與預(yù)測值...........................................................................20圖47：CPI家用器具與臨沂商城價格指數(shù)同比的相關(guān)系數(shù).............................................................21圖48：CPI家用器具同比增速：實際值與預(yù)測值......

14、.....................................................................21圖49：CPI交通工具用燃料價格環(huán)比增速：實際值與預(yù)測值..........................................................21圖50：CPI交通工具用燃料價格同比增速：實際值與預(yù)測值.................................

15、.........................21圖51：CPI中藥價格環(huán)比增速：各月份分布..................................................................................22圖52：CPI中藥價格同比增速：實際值與預(yù)測值.................................................................

16、..........22圖53：CPI西藥價格環(huán)比增速：各月份分布..................................................................................22圖54：CPI西藥價格同比增速：實際值與預(yù)測值...........................................................................22圖55

17、：CPI交通工具價格環(huán)比增速：各月份分布...........................................................................23圖56：CPI交通工具價格同比增速：實際值與預(yù)測值....................................................................23圖57：CPI通訊工具價格環(huán)比增速：各月份分布.....

18、......................................................................23圖58：CPI通訊工具價格同比增速：實際值與預(yù)測值....................................................................23圖59：CPI水電燃料價格環(huán)比增速：各月份分布..............................

19、.............................................23圖60：CPI水電燃料價格同比增速：實際值與預(yù)測值....................................................................23圖61：CPI工業(yè)消費品價格同比：可觀測分項加總值與實際值.................................................

20、.....25圖62：CPI工業(yè)消費品價格同比：實際值與預(yù)測值........................................................................25圖63：CPI旅游價格環(huán)比：月度分布.............................................................................................26圖6

21、4：主要城市景點門票價格及環(huán)比增速......................................................................................26圖65：CPI教育價格環(huán)比：月度分布.............................................................................................26圖6

22、6：CPI服務(wù)價格環(huán)比：實際值與預(yù)測值..................................................................................26圖67：CPI服務(wù)價格同比：實際值與預(yù)測值..................................................................................26圖68：預(yù)測誤差幅度的累

23、計分布....................................................................................................27圖69：CPI同比增速：預(yù)測結(jié)果以及與市場平均預(yù)測值比較..........................................................27圖70：預(yù)測誤差絕對值：本報告方法與市場平均預(yù)測值比較

24、..........................................................28圖71：CPI同比增速預(yù)測誤差來源................................................................................................28圖72：CPI同比增速比較：食品、工業(yè)消費品與服務(wù)....................

25、................................................28圖73：CPI同比增速（三分項）：預(yù)測值與實際值的偏差.......................................................................29表目錄表12008年以來的春節(jié)假期及春運起始時間..............................................

26、...................................6表22008年以來13月的春節(jié)因子................................................................................................6表3食品項“二級分項”說明及權(quán)重......................................................