统计研究
統計研究
통계연구
Statistical Research
2012年
9期
6~13
,共null页
X-12-ARIMA模型 折年率 价格指数 经济监测
X-12-ARIMA模型 摺年率 價格指數 經濟鑑測
X-12-ARIMA모형 절년솔 개격지수 경제감측
X-12-ARIMA ; Annual rate ; Price index; Economic Monitoring
居民消费价格是宏观经济监测的重要内容之一,其指数间的关系与选择具有重要意义。本文通过与国外发达国家的比较,从我国目前价格指数编制和选择使用的现状及存在的问题出发,研究环比、同比和定基价格指数以及环比＂折年率＂之间的相互转化情况和它们各自在经济监测中的特征。重点研究了基于X-12-ARIMA模型的环比价格指数的季节调整和同比价格指数相对环比价格指数对物价监测的时滞性。同时验证了研究中同比向定基指数转化的合理性。由此对我国居民价格实时监测的指数选择提供政策建议,也为我国价格指数的编制提出建议。
居民消費價格是宏觀經濟鑑測的重要內容之一,其指數間的關繫與選擇具有重要意義。本文通過與國外髮達國傢的比較,從我國目前價格指數編製和選擇使用的現狀及存在的問題齣髮,研究環比、同比和定基價格指數以及環比＂摺年率＂之間的相互轉化情況和它們各自在經濟鑑測中的特徵。重點研究瞭基于X-12-ARIMA模型的環比價格指數的季節調整和同比價格指數相對環比價格指數對物價鑑測的時滯性。同時驗證瞭研究中同比嚮定基指數轉化的閤理性。由此對我國居民價格實時鑑測的指數選擇提供政策建議,也為我國價格指數的編製提齣建議。
거민소비개격시굉관경제감측적중요내용지일,기지수간적관계여선택구유중요의의。본문통과여국외발체국가적비교,종아국목전개격지수편제화선택사용적현상급존재적문제출발,연구배비、동비화정기개격지수이급배비＂절년솔＂지간적상호전화정황화타문각자재경제감측중적특정。중점연구료기우X-12-ARIMA모형적배비개격지수적계절조정화동비개격지수상대배비개격지수대물개감측적시체성。동시험증료연구중동비향정기지수전화적합이성。유차대아국거민개격실시감측적지수선택제공정책건의,야위아국개격지수적편제제출건의。
The consumer price is an important part of macroeconomic monitoring, and the selection and relation between these indexes are of great importance. We＇ ve been studying the mutual transformation between the Chain, Year- Based, Fixed-Based price index and the ＂annual rate＂ , and their respective characteristics of the economic monitoring. The research start from the comparison with the developed countries and, from the current situation and problems existed in compiling price index and its selection in China. This paper mainly explores the season adjustment of Chain price index based on the X-12-ARIMA model, and Year-Based price index, as compared to Chain price index, lagged in price monitoring. The transformation rationality from Year-Based index to Fixed-Based price index was confirmed. The research in this paper will provide some policy implications for the real-time monitoring selection of consumer price index in China, at the same time put forward some suggestions about compiling price index.
