中国季度GDP季节调整分析
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财经研究 2005 年 第 31 卷第 07 期, 页码：135 - 146
摘要
参考文献
摘要
迄今为止,很少有关于中国季度GDP的研究。文章主要研究中国季度GDP时间序列的特性。通过软件DEMETRA2.0,使用X-12-ARIMA和TRAMO-SEATS两种方法分解序列,给出了对中国季度GDP季节调整完整的诊断结果和基本的分析结论。
关键词
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[2]Fischer,B.Decompositionoftimeseriescomparingdifferentmethodsintheoryand practice[R].EurostatWorkingPaper,1995,p.5.http://europa.eu.int/en/comm/eurostat/research/noris4.
[3]Findley,DF,Monsell,BC,Bell,WR,Otto,MC,Chen,B-C.Newcapabilitiesand methodsoftheX12ARIMAseasonaladjustmentprogram(withdiscussion)[J].JournalofBusinessandEconomicStatitics,1998,Vol.16,127～176.
[4]Box,GEP,Jenkins,GM.Timeseriesanalysis:Forecastingandcontrol[M].SanFrancisco:HoldenDay,1970.
[5]Dagum,ED.TheX11ARIAM/88seasonaladjustmentmethodfoundationsanduser’s manual[M].StatisticsCanada,1988.
[6]Burman,JP.Seasonaladjustmentbysignalextraction[J].JournaloftheRoyalStatisti calSociety,Ser.A.,1980,143,321～337.
[7]Eurostat,Seasonaladjustmentinterfacefortramo/seatsandX12ArimaDEMETRA usermanual[M].2002,http://forum.europa.eu.int/irc/clsis/eurosam/into/data/demetra.htm.
[8]国家统计局国民经济核算司.中国季度国内生产总值核算历史资料(1992～2001)[M].北京.中国统计出版社,2003.
引用本文
张鸣芳. 中国季度GDP季节调整分析[J]. 财经研究, 2005, 31(7): 135–146.
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