Abstract:
Based on the analysis of price fluctuations on Notoginseng Radix et Rhizoma,this paper takes advantage of the price data of Notoginseng Radix et Rhizoma which specification is 120 from January 2004 to August 2015,using autoregressive integrated moving average model [ARIMA( p,d,q) ] forecasting the price of Notoginseng Radix et Rhizoma from September 2015 to August 2016. In the process of determining the form of model,the stability test used to determine the model of p,and the autocorrelation function and particles autocorrelation functions to identify the p and q of model. According to test the model,the forecast minimum error model was identified. In this paper,ARIMA( 2,1,3) model was used to predict next year’s price of Notoginseng Radix et Rhizoma,for providing information for Notoginseng Radix et Rhizoma growers,pharmaceutical companies.
Key words:
Notoginseng Radix et Rhizoma; ARIMA model; unit test; price forecast
Reference:
Wang, N., Cheng, M., Zang, C., & Yang G. (2016). Discussion of price forecasting of Notoginseng Radix et Rhizoma based on ARIMA model. China Journal of Chinese Materia Medica, 41(8), pp.1559-1566.(《基于自回归积分滑动平均模型对中药材三七价格预测的讨论》)
Link:
【CNKI】