关于季节指数约束条件和极大似然估计的研究——基于三种加法和乘法模型

使用科学的方法观测并计算某种社会经济现象的季节性变动,对于把握其真实的环比变动具有重要的现实意义。使用经典方法计算季节指数以反映现象的季节性变动,因其结果不够严谨和完备,是一个至今尚未获得完满解决的问题。为了提高计算季节指数结果的科学性、严谨性、完备性,基于符合三种加法和乘法模型的社会经济现象,解析其中各季节指数之间存在的约束条件,运用数理统计中极大似然估计理论与方法,推导出与经典方法算式相近的季节指数的约束极大似然估计算式,给出季节指数的区间估计,并举例对获得的结果做了计算和对比验证。

Study on Constraint Conditions to Seasonal Indices and Their Constrained Maximum Likelihood Estimations:Based on the Three Additive and Multiplicative Models

It is of realistic significance to seize the actual link-relative rate change from the seasonal change of a social economic phenomenon through a scientifically observing and calculating method.Such a question has not been completely solved because calculating seasonal indices by a classical method cannot get rigorous and complete results.In order to improve the scientificalness,conscientiousness and completeness of the calculating results about seasonal indices,based on three additive and multiplicative mod...