基于 ARIMA 与分段 SARMA 模型健康保费收入时间序列分析

摘要

通过1999-2007年健康保险保费月收入数据分别建立 ARIMA 模型和分段 SARMA 模型，对健康保险收入时间序列数据进行拟合，利用 R 软件对模型参数进行求解并对模型进行检验。通过比较两个模型发现，分段SARMA 模型 AIC 更好，且更具有实际意义。根据模型评价了我国健康保险的发展现状。%This essay establishes the ARIMA and the segmented SARMA by the data health insur-ance premium income from 1 999-2007,and then uses R to calculate the unknown parameters and test the models.By comparison,it is found that the segmented SARMA is better for smaller AIC and has practical significance.Finally,it evaluates the current situation of health insurance in China according to the models.