中文摘要：

本文以中国1999年1月～2014年12月的月度农产品价格指数作样本,运用SARIMA（1,1,1）（1,1,1）12模型对农产品价格指数进行样本内静态预测和样本外动态预测。实证结果表明,模型的样本内静态预测效果比样本外动态预测效果理想,因此,该模型更适合于农产品价格指数的短期预测。

英文摘要：

This paper employs SARIMA（1,1,1）（1, 1, 1）12Model to do the static and dynamic prediction for agricultural prices index inside and outside the sample respectively based on the monthly dating of agricultural prices from January, 1999 to September,2014 in China. As is shown in the empirical results, the effect of the static prediction is more ideal than that of the dynamic one.Therefore, the SARIMA（1,1,1）（1, 1, 1）12 model is more adequate for the short-term prediction on agricultural prices index.