Time Series Modeling and Forecasting Concerning the Fluctuation of the Foreign Reserve in China

本文通过对我国最近十三年来的外汇储备月度数据进行分析,利用不同的建模思想建立了三次趋势模型、Holter-Winter非季节模型和AR IMA模型来分析短期内我国外汇储备的变动趋势。这三种模型对原始数据都能够较好的拟合,而且用于预测时的结果也相差不大,可以为短期内预测管理我国外汇储备提供有效参考。In this article,I analyze the short run variation of the foreign reserve,via three different models,by using the monthly data of our nation since 13 years ago.These models can fit the original data well,and the forecasted results of them are fine too.Thus we can give some useful advice on the management of foreign reserve based on these models