我国居民消费价格波动和预测：1997-2010

 CPI与人们的生活息息相关，同时也是经济分析和决策、价格监测和调控及国民经济核算的重要指标。本文以1997年1月至2009年12月我国衣食住行及城乡分类月度定基CPI数据为样本，在分析其波动特征及差异的基础上，通过指数平滑法的Holt-Winters模型将其分解为季节和趋势波动。结果表明，我国分类CPI各自具有明显的趋势和季节特征，并得出其波峰和波谷到达时间；模型对其有非常好的拟合效果，其MAPE依次为0.253%、0.816%、0.364%、0.359%、0.391%、0.338%。在此基础上对我国2010年各月的分类CPI进行了科学预测。

China's Consumer Price Fluctuation and Forecast: 1997-2010

CPI are relation to people’s daily lives, but also an important indicator of economic analysis and decision-making, price monitoring and regulation, national economic accounting. In the paper, we take China’s clothing, food, housing, transportation and urban &; rural fixed time classified monthly CPI data from Jan 1997 to Dec 2009 for samples. On the basis of analyzing their fluctuation characteristics, by exponential smoothing method of Holt-Winters model they will be decomposed into seasonal and trend volatility. The results show that classified CPI have a clear trend and seasonal characteristics differently, and further get the arrival time of peaks and troughs. Model has very good fitting results for them. The MAPE are 0.253%、0.816%、0.364%、0.359%、0.391%、0.338%. On this basis, we conduct a scientific prediction for classified CPI each month of China in 2010.