基于季节调整技术的我国物价波动实证研究

 本文首先对季节调整方法的发展及应用进行说明，并对X-12-ARIMA和TRAMO/SEATS进行方法与实证比较，得出这两种方法调整效果基本相同；其次使用X-12-ARIMA方法对我国CPI时间序列数据做了实证研究，分离出最终趋势成分、季节成分等；然后通过PBC版X-12-ARIMA分理处时间序列中的春节因素；最后通过调整后的CPI序列进行短期预测，并对其展开了一定的分析讨论。

An Empirical Study of Price Fluctuation Based on Seasonal Adjustment Method

Firstly,the development and application of seasonal adjustment method are described in the paper,and then,we compare the X-12-ARIMA with TRAMO/SEATS.Methods from the empirical perspective,which shows that the adjustment effects of two methods are basically the same;Secondly,the final trend and seasonal components are isolated from the CPI series,using X-12-ARIMA,and then the Spring Festival factor is also isolated through the PBC version;Finally,the paper uses the adjustment CPI series to forecast in the short-term,and some analysis are shown at the basis of the forecast.