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CPI月度环比指数季节调整及CPI折年率方法研究 被引量:15

Research on the Seasonal Adjustment on the Chain Index of CPI and Annual Rate of CPI
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摘要 CPI中长期变动趋势的预测一直是困扰经济学界的一个问题。本文研究了CPI月度环比指数的季节调整,并建立了CPI中长期预测的模型,并利用该模型对我国2007年CPI上涨趋势进行了预测。 The forecast of the CPI's trend in long term is always a problem for the economists. This paper does some research on the seasonal adjustment of changes from preceding month of CPI, and develops a model to forecast the annual rate of CPI. This paper also estimates the seasonally adjusted annual rate of CPI of China in 2007.
出处 《统计研究》 CSSCI 北大核心 2008年第2期22-24,共3页 Statistical Research
关键词 CPI 季节调整 年率 CPI Seasonal adjustment Annual rate
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参考文献2

  • 1Shiskin, J, Young A.H., and Musgrave, J. C., The X- 11 Variant of the Census Method Ⅱ Seasonal Adjustment Program [ R ]. Technical Paper No. 15, U.S. Department of Commerce, Bureau of Economic Analysis, 1967.
  • 2George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel著,顾岚主译.时间序列分析——预测与控制,中国统计出版社,1997.

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