摘要
本文研究发现,近期物价数据季节性特征的变化反映出需求和供给关系的改变,体现出新常态下我国经济运行的新特征。本文在猪肉价格数据的实证分析中,在揭示我国猪肉价格具有季节性特征的近期变化的同时,对比研究了TRAMOSEATS和X-13 AS方法在应对模型不确定性问题时的区别。虽然模型不确定性问题,特别是在季节因子变动的情况下,增加了季节调整方法应用的困难。但是本文通过谱分析工具仍然选择出X-13AS的X-11方法,为模型不确定性下相对更优的季节调整方法。
This paper found that the change of seasonal characteristics of recent price data re- flected the change of demand and supply relationship, showed the new characteristics of China＇s economic under the new normal state. In the empirical analysis of pork price data, the difference between the TRAMO-SEATS and X - 13AS methods in dealing with the uncertainty of the model was compared with the recent changes of the seasonal characteristics of pork prices in China. Although the problem of model uncertainty, especially in the case of seasonal factors change, increased the difficulty of seasonal adjustment. In this paper, X - 11 method of X - 13AS had been selected by spectral analysis tool, which is a relatively superior season adjustment method under model uncertainty.
作者
刘洋
陈开璞
Liu Yang Chen Kaipu
出处
《数量经济研究》
CSSCI
2017年第1期86-104,共19页
The Journal of Quantitative Economics
基金
教育部人文社科重点研究基地重大项目“新常态下我国资本市场与经济增长的长期协调发展研究”(16JJD790016)的资助
