摘要
本文首先对X-12-ARIMA季节调整方法中消除节假日因素的思路进行了简要的回顾。接着,从休闲日和工作日的独特视角指出季节调整方法中消除节假日因素思路的不足,分析了不同节假日因素对经济数据的不同影响。最后,根据我国一些特殊节假日的实际情况,在借鉴X-12- ARIMA季节调整中处理节假日方法的基础上提出了消除中国节假日因素的思路,并提供了一个实例。
This paper first reviews the method of eliminating holiday factor in X-12-ARIMA seasonal adjustment. Then the weakness of the method of eliminating holiday factor in seasonal adjustment is put forward from the special view of holiday and workday, analyzing the different effect of economy data on which is impacted by different holiday factor. Finally, Based on the real status of Chinese special holiday and referring the method of eliminating holiday factor in X-12-ARIMA seasonal adjustment, the method of eliminating Chinese holiday factor is proposed, and a good case is provided.
出处
《数理统计与管理》
CSSCI
北大核心
2008年第6期968-974,共7页
Journal of Applied Statistics and Management
基金
国家青年社科基金项目(08CTJ002)
国家统计局重点项目(2007LZ003)资助。
