中国主要价格指数季节变动模式测定研究Studyofmeasuringthe.ppt

Background Defects of Present Methods In china, the most recent values are compared with the corresponding values a year ago to obtain a time series free of seasonal fluctuations. However, an approach based on year-on-year comparisons has following defects: 1.Influenced by the seasonal factors of the base period. 2.Turning points would always be delayed. 3.Seasonal factors would not be eliminated thoroughly. 4.Accurate seasonal mode cannot be measured Measuring Methods 1.TRAMO/SEATS(model-based) [See Bj?rn FISCHER(1995)] 2.X-12-