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信贷资金规模涉及很多不确定因素,各个因素之间的相关关系错综复杂,因此要从理论上彻底弄清楚信贷资金的变化机理十分困难。然而信贷市场是一个运动的、特殊的系统,它必然存在着规律。本文利用中国金融机构人民币信贷资金规模的月度数据,构建ARIMA模型,并利用此模型对未来几个月的信贷规模进行了预测,提出一些对策建议,以期为中国金融机构未来的发展提供有益的参考。
The scale of credit funds involves a lot of uncertainties, and the correlation between the various factors is complicated. Therefore, it is very difficult to find out theoretically the mechanism of the change of credit funds. However, the credit market is a movement, a special system, it must exist the law. This article uses the monthly data of the amount of RMB credit funds of China’s financial institutions to construct an ARIMA model and uses the model to predict the credit scale in the coming months and puts forward some countermeasures and suggestions so as to provide a useful reference for the future development of China’s financial institutions .