统计研究

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季节调整方法的历史演变及发展新趋势

刘建平 王雨琴   

  • 出版日期:2015-08-15 发布日期:2015-08-18

The Historical Evolution and New Development Trend of Seasonal Adjustment Method

Liu Jianping & Wang Yuqin   

  • Online:2015-08-15 Published:2015-08-18

摘要: 本文梳理了季节调整方法的历史演变过程,深入分析了当前季节调整方法的理论、实践的最新发展趋势,找出我国在季节调整理论研究和实践应用方面存在的差距,提出加强我国季节调整理论研究和实践应用的建议。

关键词: 时间序列, 季节调整, X-13-ARIMA-SEATS, iMetrica

Abstract: This paper combs the historical evolution process of seasonal adjustment method, and deeply analyzes the latest theoretical and practical development trend in seasonal adjustment filed, then finds out the gap between home and abroad in theoretical research and practical application, finally puts forward some suggestions on strengthening seasonal adjustment theoretical research and practical application in China.

Key words: Time Series, Seasonal Adjustment, X-13-ARIMA-SEATS, iMetrica