摘要
本文首先对季节调整方法的发展及应用进行说明,并对X-12-ARIMA和TRAMO/SEATS进行比较;其次使用X-12-ARIMA方法对我国CPI时间序列数据做了实证研究,分离出最终趋势成分、季节成分等;然后通过PBC版X-12-ARIMA分离出时间序列中的春节因素;最后通过调整后的CPI序列进行短期预测。
Firstly, the development and application of seasonal adjustment method are described in the paper, and then, we compare the X-12-ARIMA with TRAMO/SEATS. Methods from the empirical perspective, which shows that the adjustment effects of two methods are basically the same; Secondly, the final trend and seasonal components are isolated from the CPI series, using X-12-ARIMA, and then the Spring Festival factor is also isolated through the PBC version; Finally,the paper uses the adjustment CPI series to forecast in the short-term,and some analysis are shown at the basis of the forecast.
出处
《统计研究》
CSSCI
北大核心
2012年第9期61-65,共5页
Statistical Research
