基于X-11-ARIMA方法的取暖油价格季节性波动分析  

An Analysis About Seasonal Fluctuation of Heating Oil Price Based on X-11-ARIMA Method

作　　者：王书平[1] 李建平[2] 高丽君[2] 徐伟宣[2] 

机构地区：[1]中国人民大学经济学院,北京100872 [2]中国科学院科技政策与管理科学研究所,北京100080

出　　处：《数理统计与管理》2007年第1期62-67,共6页Journal of Applied Statistics and Management

基　　金：国家"十五"科技攻关项目(2004BA616A-01-16);国家自然科学基金(#70531040)

摘　　要：本文详细介绍和分析X-11-AR IMA季节调整方法,为进一步研究和应用季节调整方法提供有益的探索。利用X-11-AR IMA方法分析国际取暖油价季节性波动,探讨油价运动规律,为我国进口石油提供决策支持。The paper mainly introduces and analyzes X-11 -ARIMA seasonal adjustment method in detail. The aim is to provide some helpful grope for further research and application of seasonal adjustment method in our country. Using X-11 -ARIMA method, we analyze seasonal fluctuation of international heating oil price and its movement discipline, in order to provide decision support for importing oil of our country.

关 键 词：季节调整 X-11-ARIMA 取暖油价 季节性波动 

分 类 号：O212[理学—概率论与数理统计]