预测印度RSS-1橡胶价格的ARIMA模型——以纺织业为例

IF 1 4区工程技术 Q3 MATERIALS SCIENCE, TEXTILES Industria Textila Pub Date : 2023-05-02 DOI:10.35530/it.074.02.2022132

K. Kumar, Prakash Pinto, C. Spulbar, Ramona Birau, Iqbal Thonse Hawaldar, Samartha Vishal, Iuliana Carmen Bărbăcioru

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引用次数: 0

摘要

纺织工业中使用各种橡胶制品。由于外国供应和合成橡胶生产的增加，印度天然橡胶的价格变得更加波动。本文旨在利用Box-Jenkins方法建立一个预测周价格的合适模型。2002年1月至2019年12月样本期印度RSS-1橡胶的周价格已从印度橡胶委员会的官方网站上收集。ACF和PACF相关图检查了序列平稳性并确定了模型参数。暂时选择具有最大有效系数数、最低波动率、最低Akaike信息准则（AIC）、最低Schwarz准则和最高调整R平方的模型作为适当的模型，并对同一模型进行诊断检查。预测RSS-1橡胶品种周价格的合适模型是ARIMA（1，1，4）。

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ARIMA model to forecast the RSS-1 rubber price in India: A case study for textile industry

Various rubber products are used in the textile industry. Due to increased foreign supply and synthetic rubber production, the price of natural Rubber in India has become more volatile. This paper aims to develop an appropriate model to predict the weekly price using the Box Jenkins methodology. The weekly price for Indian RSS-1 Rubber for the sample period from January 2002 to December 2019 has been collected from the official website of the Indian Rubber Board. ACF and PACF correlograms check the series stationarity and identify the model parameters. A model with the maximum number of significant coefficients, lowest volatility, lowest Akaike's information criterion (AIC), lowest Schwarz criterion and highest Adjusted R-squared is tentatively selected as the appropriate model and for the same model diagnostic check is carried out. An appropriate model to forecast the weekly price for the RSS-1 variety of Rubber is ARIMA (1, 1, 4).

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来源期刊

Industria Textila 工程技术-材料科学：纺织

CiteScore

1.80

自引率

14.30%

发文量

审稿时长

3.5 months

期刊介绍： Industria Textila journal is addressed to university and research specialists, to companies active in the textiles and clothing sector and to the related sectors users of textile products with a technical purpose.