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季节调整方法综述及比较

2006-02-15分类号:C81

【作者】范维  张磊  石刚  
【部门】中央财经大学信息学院  中央财经大学信息学院  中央财经大学经济学院统计系  
【摘要】Seasonal adjustment has been widely used in statistic analyses.Nowadays,the research on seasonal adjustment methods mainly concentrates on X-11,X-12 etc in China,lacking the whole understanding of foreign seasonal adjustment methods,and the latest progress of seasonal adjustment methods has been less introduced.In this article,various seasonal adjustment methods were introduced,and a comparison of their characteristics and applications was made.It is helpful that statistical organizations can develop appropriate seasonal adjustment methods,concerning different kinds of data.
【关键词】季节调整  X-11  X-11-ARIMA  X-12-ARIMA  TRAMO/SEATS  结构时间序列模型
【基金】自然科学基金课题《中国存货指数设计及其应研究》(项目编号:70471032)的阶段性成果
【所属期刊栏目】统计研究
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