入境旅游数据的季节调整方法研究  

Research on the Seasonal Adjustment of Inbound Tourism Data

作　　者：孟文强[1,2] 

机构地区：[1]山东科技大学经济管理学院,山东青岛266590 [2]山东大学经济学院,济南250100

出　　处：《统计与决策》2017年第11期5-9,共5页Statistics & Decision

基　　金：国家社会科学基金年度项目(15BJY070);教育部人文社会科学研究规划基金资助项目(14YJAZH057);中国博士后科学基金资助项目(2013M530310);山东省高等学校优秀骨干教师国际合作培养资金资助项目

摘　　要：X-13ARIMA-SEATS是美国普查局最新的季节调整程序,能够处理异常值和边界值的问题,并能够考虑不同国家经济数据的移动假日效应和交易日效应的特殊情况。该程序的最大优点在于既能考虑数据随机性特征,又能充分反映确定的经济意义。文章运用该方法所具有的预调整功能,充分考虑中国特殊的移动假日因素,探索入境游数据的预处理方法。分析我国旅游业入境游数据的季节调整因子的经济意义,研判我国旅游业入境游的发展趋势、季节性变化规律和重要的临界点。X-13ARIMA-SEATS, the U.S. Census Bureau＇s latest seasonal adjustment program, is able to handle abnormal value, boundary value problems, as well as such exceptional cases as economic data of different countries＇ holiday effect and trad- ing day effect. The program＇s biggest advantage is that it not only considers the randomness characteristics of the data, but also ful- ly reflects determinate economic significance. This paper fully considering China＇s special holiday factor, adopts the preset adjust- ment function of this method and explores the data PreProcessing method. The paper also studies and judges China＇s inbound tour- ism development tendency, seasonal changing rule and the critical point by analyzing the seasonal adjustment factors of China＇s inbound tourism data.

关 键 词：入境游 季节调整 趋势 节日效应 交易日效应 

分 类 号：C81[社会学—统计学] F590