居民消费价格指数季节调整实证研究

An Empirical Study on Seasonal Adjustment Method of Residents Consumer Pricing Index

文章首先对居民消费价格指数季节调整的原因、季节调整方法的发展过程和应用进行了说明,着重介绍了国际上最新流行的X-12-ARIMA和TRAMO/SEATS季节调整方法,然后用X-12-ARIMA方法对上海市居民消费价格指数序列进行季节调整、分析和预测,并结合使用TRAMO/SEATS方法解决中国与国外明显不同的春节假日因素的调整问题,最后提出我国季节调整面临的问题。

Having given the reasons of seasonally adjusted time series of residential consumer pricing index, the development and application of seasonal adjustment methods, this paper emphasizes the introduction of two most popular seasonal adjustment methods in the world: X-12ARIMA and TRAMO/SEATS. Then, by applying X-12ARIMA, the paper adjusts, analyzes and forecasts seasonal time series of Shanghai residents consumer pricing index. Moreover, the paper, by using TRAMO/SEATS, attempts to solve the adjustment issues of holiday effect of the distinctive Chinese Spring Festival. Finally, it raises the problems faced by the seasonal adjustment in China.