随着我国社会主义市场化经济程度的不断提高,人们逐渐开始使用环比数据监控宏观经济重要指标,而环比数据质量的好坏取决于对季节调整方法的了解与掌握程度。在简要介绍了季节调整方法及相应软件的发展现状之后,本文对季节调整研究在我国的发展与应用状况进行了总结。在季节调整发展部分,文章主要介绍了中国人民银行PBC版X-12-ARIMA季节调整软件和国家统计局版NBS-SA季节调整软件的特点;在季节调整应用部分,则分别以春节效应和结构时间序列模型为主线对我国季节调整文献进行了梳理。最后在小结部分,本文给出了一些建设性意见。
With the continuous improvement of the system of the socialist market economy in China, the period-to- period percent change data are being used gradually to monitor important macroeconomic indices. However, the quality of the ring data depends on the understanding and mastery of the seasonal adjustment methods. After briefly introducing the development of the seasonal adjustment methods and the software which realizes these methods, the present paper summarizes the development of researches and applications about seasonal adjustment methods in China. In the part of introducing the development of seasonal adjustment methods, it explains the features of the seasonal adjustment software PBC version of X-12-ARIMA and NBS-SA released by People' s Bank of China and by National Bureau of Statistics, respectively. In the part of introducing seasonal adjustment application, the paper elaborates the Chinese literatures about seasonal adjustment from two aspects of the Chinese spring festival effects and the structural time series models. Finally in the summary section, the paper presents some constructive suggestions.