| 时间序列季节调整方法在中国的发展:PBC版X-12-ARIMA |
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| 引用本文： | 谢波峰,章丽盛. 时间序列季节调整方法在中国的发展:PBC版X-12-ARIMA[J]. 计算机工程与设计, 2008, 29(4): 991-992,997 |
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| 作者姓名： | 谢波峰 章丽盛 |
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| 作者单位： | 1. 中国人民大学财金学院,北京,100872
2. 中国人民银行调查统计司,北京,100800 |
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| 摘 要： | 中国人民银行(PBc)版X-12-ARIMA软件是基于中国特点而定制的时间序列季节调整软件.通过总结时间序列季节调整方法的特点以及相应软件在国外的发展,针对我国应用的特点,尤其是春节因素的考虑,在解剖X-12-ARIMA方法原理的基础上,在春节因素计算方法、软件应用界面以及用户使用帮助等3个主要方面加以改进,具有数据导入、调整设置文件、运行方式以及结果输出4方面的特色.
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| 关 键 词： | 时间序列 季节调整方法 X12方法 自回归移动平均模型 春节因素 |
| 文章编号： | 1000-7024（2008）04-0991-02 |
| 收稿时间： | 2007-04-02 |
| 修稿时间： | 2007-04-02 |
Development of time series seasonal adjustment method in China:PBC Version X-12-ARIMA |
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| XIE Bo-feng,ZHANG Li-sheng. Development of time series seasonal adjustment method in China:PBC Version X-12-ARIMA[J]. Computer Engineering and Design, 2008, 29(4): 991-992,997 |
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| Authors: | XIE Bo-feng ZHANG Li-sheng |
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| Abstract: | PBC version X-12-ARIMA is time series seasonal adjustment software based on Chinese characteristic.The characteristics of time series seasonal adjustment method and foreign software,then development Chinese version software based on Chinese charac- teristic,especially the spring festival factor are summarized.It have four characteristic:Data input,adjustment setting,running selection and result output,after modified in three aspect:spring festival factor,software interface and user help. |
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| Keywords: | time series seasonal adjustment method X12 method ARIMA model spring festival factor |
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