| 贺凤羊,刘建平.X-12-ARIMA中调整类似春节效应的模型研究及应用[J].数量经济技术经济研究,2013,30(6):119-134 |
| X-12-ARIMA中调整类似春节效应的模型研究及应用 |
| Reseach on the Models of Eliminating Similar Spring Festival Effect in X-12-ARIMA and its Application |
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| DOI： |
| 中文关键词: X-12-ARIMA 类似春节效应 扩展的L-Z模型体系 中国工业增加值 |
| 英文关键词: X-12-ARIMA Similar Spring Festival Effect The Improved L-Z Model's System Chinese industrial and added value |
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| 中文摘要: |
| 由于X-12-ARIMA只根据美国的假日情况设定了复活节、劳动节和感恩节三种移动假日效应的调整，其调整方法不适用中国特有的类似春节效应的调整。因此，本文针对中国现有的类似春节效应调整模型中存在的局限性，构建了扩展的L-Z模型体系，并与X-12-ARIMA程序相结合，形成了一套具有中国特色的调整方案。同时利用新的调整方案对中国工业增加值中存在的类似春节效应进行了有效调整，得到的经季节调整数据可以更好地满足经济分析的要求。对X-12-ARIMA进行本地化改造后，不但应用效果更好，而且应用范围也更加广泛。 |
| 英文摘要: |
| Because X-12-ARIMA sets the adjustments of three mobile holidays effect named Easter, Labor day and Thanksgiving according to United States holidays only, which does not apply to adjustment of similar spring festival effect that is unique to china. Based on the existed drawbacks of adjustment models of chinese similar spring festival effect, the paper has constructed the improved L-Z model's system and combined with X-12-ARIMA to form a scheme that has a chinese feature and suits to adjust all indexes which are affected by similar spring festival effect. Finally, the paper makes use of the new scheme to adjust the similar spring festival effect of chinese industrial and added value, the seasonally adjusted data obtained by that can better meet the requirements of economic analysis. After X-12-ARIMA being improved in China, it not only has better adjustment result, but has more application fields. |
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