季节调整方法综述及比较

被引：53

作者：

范维 ^{[1
]}

张磊 ^{[1
]}

石刚 ^{[2
]}

机构：

[1] 中央财经大学信息学院

[2] 中央财经大学经济学院统计系

来源：

统计研究 | 2006年 / 02期

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;

D O I：

10.19343/j.cnki.11-1302/c.2006.02.018

中图分类号：

C81 [统计方法];

学科分类号：

020208 ; 0714 ;

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.

引用

页码：70 / 73

页数：4