摘要
文章运用X-12-ARIMA方法对中国集装箱运价指数序列进行了季节调整,并采用TRAMO/SEATS季节调整方法处理了节假日因素的调整问题,然后对两个模型进行了比较,利用优选出来的模型将原序列分解成了各影响因素,最后对中国出口集装箱运价指数进行了精确的短期预测。
With X- 12- ARIMA method, the paper readjusts the seasonal effect in CCFI, while adopting TRAMO/SEATS method to deal with ＇the readjustment issues of holiday effect. The two methods are compared and the original index is decomposed of various factors using the optimized model selected from the foregoing two methods. Finally, a short- term forecast is made.
出处
《山西财经大学学报》
2005年第5期90-94,共5页
Journal of Shanxi University of Finance and Economics
