基于春节因素的中国铁路月度客运量季节调整模型研究  

Seasonal Adjustment Model of China Railway Monthly Passenger Traffic Volume Based on Spring Festival Factors

作　　者：汪志红[1] 汪前元[2] 

机构地区：[1]广东金融学院工商管理系,广东广州510521 [2]广东金融学院研究生处,广东广州510521

出　　处：《铁道学报》2013年第7期9-13,共5页Journal of the China Railway Society

摘　　要：春节是我国移动假日之一,对运输、经济和旅游影响显著,特别是对铁路客运量影响巨大。使用移动假日效应和Genhol程序思想,改进前人"移动假日对客运量的影响是均匀变化"的认识,设计移动假日对客运量影响是μ型双峰变化过程,基于X-12-ARIMA模型,建立适合中国铁路客运量的三时段春节季节调整模型。结果显示:春节效应显著,节前、节中和节后影响程度不同。模型调整曲线光滑程度高,调整质量Q统计量值为0.340。运用该模型对2012年月度客运量估算分析,相对误差为4.2%。The Spring Festival is one of the movable holidays, which makes a tremendous impact on country e- conomy, tourism and transportation, especially on the railway passenger traffic volume. In this paper making use of the effect of movable holidays and the Genhol procedure thought, the previous knowledge that movable holidays have uniformly changing influence on railway passenger traffic volumes was adjusted and instead the influence was designed into a type bimodal changing process. On the basis of the X-12-ARIMA Model, the three-section Spring Festival seasonal adjustment model was set up. The results show as follows. The effect of the Spring Festival is significant, but it differs in degree in days prior to, amid and after the Spring Festival; the smooth degree of the adjustment curve of the three-section Spring Festival seasonal adjustment model is high, and the statistic of the seasonal adjustment quality Q is 0.34 the average relative error of the monthly forecasted passenger traffic volume from January to September in 2012 is 4.2%.

关 键 词：Genhol程序 X-12-ARIMA模型 铁路客运量 季节调整 

分 类 号：C931.1[经济管理—管理学]