Journal of Chaohu University ›› 2018, Vol. 20 ›› Issue (6): 1-7.
Based on the actual CPI data of Anhui Province from January 2010 to August 2018, this paper constructs a price index prediction model based on non-stationary time series analysis (ARIMA)and conducts empirical analysis. The results show that the absolute and relative absolute errors of the model are within a small fluctuation range. This shows that the model fits well and the predicted value approaches the true value. Finally, the CPI data from September to November 2018 in Anhui Province is predicted using this model.#br#