统计研究 ›› 2010, Vol. 27 ›› Issue (8): 8-13.

• 论文 • 上一篇    下一篇

中国月度数据的季节调整:一个新方案

王群勇 武娜   

  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2010-08-15 发布日期:2010-08-15

asonal Adjustment of China Monthly Data: A New Scheme

Qunyong Wang  Wu Na   

  • Received:1900-01-01 Revised:1900-01-01 Online:2010-08-15 Published:2010-08-15

摘要: 本文针对中国特定的节假日效应和交易日效应对季节调整问题提出了新的方案,包括移动节假日效应(如春节、中秋节、清明节、端午节等)、黄金周效应、五天工作制效应等;论文利用新的调整方案对我国社会消费品零售总额的月度数据进行了季节调整,诊断结果表明,新方案能比较充分地提取各种季节特征;论文对我国季节调整问题提出了针对性建议。

关键词: 季节调整, X13-ARIMA-SEATS, 移动节假日, 黄金周, 工作制

Abstract: The paper proposes new method for Chinese specific holiday effect and trading day effect, including moving holidays (such as Spring Festival, Mid-autumn Festival, Tomb-Sweeping Day, and Dragon-boat Festival), Golden Week effect, Five-Day working days effect etc. We make seasonal adjustment for retail sale. The diagnostics verify that the new proposal can capture various seasonal effects. We also propose some advices on the seasonal adjustment for Chinese seasonal data.

Key words: seasonal adjustment, X13-ARIMA-SEATS, moving holiday, golden week, working day