关键词: 贝叶斯模型, 季节调整, 居民消费, 节日效应

Abstract: With solid theoretical foundation and better adjustment results, the Bayes seasonal adjustment method is increasingly widely paid attention to and applied. This paper introduces the Bayes seasonal adjustment model and adds effects of the trade day and the leap year to the model. Seasonal adjustment and chain growth rates of total retail sales of consumer goods are estimated by the Bayesian procedure of R Timsac software. It is shown that in the long term China's total retail sales have a stable trend of exponential growth and seasonal characteristics of U-shaped, and estimated growth rates on a month-to-month basis are sensitive. The "May Day" and "National Day" holiday effect and the proportions are obtained by parabola fitting of seasonal index. "May Day" holiday effect is significant, and "National Day" holiday effect is positive but not significant.

Key words: Bayes Model；Seasonal Adjustment, Consumption, Holiday Effect