关键词: 季节调整, X-13A-S, 春节效应, 结构时间序列模型

Abstract: With the continuous improvement of the system of the socialist market economy in China, the period-to-period percent change data are being used gradually to monitor important macroeconomic indices. However, the quality of the ring data depends on the understanding and mastery of the seasonal adjustment methods. After briefly introducing the development of the seasonal adjustment methods and the software which realizes these methods, the present paper summarizes the development of researches and applications about seasonal adjustment methods in China. In the part of introducing the development of seasonal adjustment methods, it explains the features of the seasonal adjustment software PBC version of X-12-ARIMA and NBS-SA released by People’s Bank of China and by National Bureau of Statistics, respectively. In the part of introducing seasonal adjustment application, the paper elaborates the Chinese literatures about seasonal adjustment from two aspects of the Chinese spring festival effects and the structural time series models. Finally in the summary section, the paper presents some constructive suggestions.

Key words: Seasonal Adjustment, X-13A-S, Chinese Spring Festival Effects, Structural Time Series Models