基于X-12-ARIMA模型的山东省进出口贸易额研究  

Research on Import and Export Trade Volume of Shandong Province Based on X-12-ARIMA Model

作　　者：张嘉骐 王维萍 何晓然 Zhang Jiaqi;Wang Weiping;He Xiaoran(Shandong Institute of SCO Local Economy&Trade,Jinan Shandong 250002)

机构地区：[1]山东上合组织地方经贸研究院,山东济南250002

出　　处：《对外经贸》2024年第5期6-10,共5页FOREIGN ECONOMIC RELATIONS & TRADE

摘　　要：外贸平稳健康发展对经济高质量增长起到重要的支撑作用。为充分研究山东省外贸运行特征,采用X-12-ARIMA模型对山东省2014年1月至2023年11月的外贸进出口数据进行季节调整分析。结果表明:山东省进出口贸易额受固定季节、移动假日(如春节)等效应的影响显著,其中春节节后效应最大,序列经季节调整后更加平滑,能较好地反映进出口贸易额的基本走势。The stable and healthy development of foreign trade plays an important supporting role in high-quality economic growth.To fully study the operational characteristics of foreign trade in Shandong Province,the X-12-ARIMA model was used to conduct seasonal adjustment analysis on the foreign trade import and export data of Shandong Province from January 2014 to November 2023.The results show that the import and export trade volume of Shandong Province is significantly affected by fixed seasons and mobile holidays(such as the Spring Festival),among which the post Spring Festival effect is the largest,which has a negative inhibitory effect on foreign trade data.After seasonal adjustment,the sequence is smoother and can better reflect the basic trend of import and export trade volume.

关 键 词：国际贸易 进出口额 X-12-ARIMA 季节调整 

分 类 号：F752[经济管理—国际贸易]