摘要
以季节单位根检验和确定型季节性检验为基础,提出了一个时间序列季节特征识别的方法体系,它的检验逻辑一致,结果完备,能够统一、规范、高效地识别国际贸易中农产品时间序列存在的季节特征及其类型。对橙子、马铃薯和猪肉3种产品月度贸易数据的季节特征识别结果及分析表明该体系是有效的。
A method system of seasonal feature recognition based on the Random seasonal test and the Deterministic seasonal test is proposed in this study. The system's IogJc Js consJstent and the result is complete,so it can uniformly, normatively and efficiently distinguishes the seasonal types in the trade of agricultural. A case analysis on the recognition of seasonal characteristics of the trade data of oranges, potatoes and pork indicates that the system is effective.
作者
韩洁
田志宏
陈红华
HAN Jie TIAN Zhi-hong CHEN Hong-hua(College of Economics and Management, China Agricultural University, Beijing 100083, China)
出处
《中国农业大学学报》
CAS
CSCD
北大核心
2016年第10期165-171,共7页
Journal of China Agricultural University
基金
农业部财政专项课题(农财发2015-08-50)
关键词
农产品进出口贸易
时间序列模型
季节特征
季节单位根检验
import and export trade of agricultural products
time series models
seasonal features seasonal unit root test