考虑移动假日效应的中国月度数据的季节调整  

Seasonal Adjustment of Chinese Monthly Data Considering the Moving Holiday

作　　者：王立荣[1,2] 周金南 Wang Lirong;Zhou Jinnan(a.School of Economics,b.Key Laboratory of Applied Statistics of Department of Education,Northeast Normal University,Changchun 130117,China)

机构地区：[1]东北师范大学经济学院,长春130117 [2]东北师范大学应用统计教育部重点实验室,长春130117

出　　处：《统计与决策》2018年第16期9-12,共4页Statistics & Decision

基　　金：国家社会科学基金资助项目(15CGJ020)

摘　　要：文章基于X-13-ARIMA-SEATS模型,针对中国经济数据存在移动假日效应的问题,采用AICC准则对移动假日效应的影响期进行客观选取,以CPI为例阐述了最新的季节调整模型在中国经济数据方面的运用。同时,应用该模型对样本内和样本外的中国CPI数据进行预测,结果表明,样本内预测的精度很高;而样本外预测则显示中国在近期内不会发生大的通货膨胀。Based on the X-13-ARIMA-SEATS model and in view of China＇s economic data having moving holiday effect,this paper introduces the AICC criteria in the selection of sub-periods affected by Chinese moving holiday, and takes CPI as example to expound the application of the latest seasonal adjustment model in China＇s economic data. In addition, the paper also applies the proposed model to predict China CPI data in and out of the sample. The prediction result shows that the prediction accuracy in sample is very high, and that the prediction out of sample suggests no great inflation in the near future in China.

关 键 词：X-13-ARIMA-SEATS 季节调整 移动假日效应 CPI 

分 类 号：F224.0[经济管理—国民经济]