CAJ | 학술논문

Bayes季节调整方法因有坚实的理论基础,调整效果优于其他方法等,日益受到广泛的重视与应用.本文将Bayes季节调整模型引入国内,同时在模型中补充贸易日和闰年的影响.用R软件Timsac包中的Bayesian程序实现对社会消费品零售额的季节调整和环比增长率测算,测算结果表明,长期我国社会消费品零售总额具有稳定的指数增长趋势和U型季节特征,得到的月环比增长率反应灵敏.通过季节指数抛物线拟合,得到“五一”和“十一”节日经济效应和比例.总体上“五一”的节日效应显著;“十一”有正面效应,但影响不显著.
Bayes계절조정방법인유견실적이론기출,조정효과우우기타방법등,일익수도엄범적중시여응용.본문장Bayes계절조정모형인입국내,동시재모형중보충무역일화윤년적영향.용R연건Timsac포중적Bayesian정서실현대사회소비품령수액적계절조정화배비증장솔측산,측산결과표명,장기아국사회소비품령수총액구유은정적지수증장추세화U형계절특정,득도적월배비증장솔반응령민.통과계절지수포물선의합,득도“오일”화“십일”절일경제효응화비례.총체상“오일”적절일효응현저;“십일”유정면효응,단영향불현저.
With solid theoretical foundation and better adjustment results, the Bayes seasonal adjustment method is increasingly widely paid attention to and applied. This paper introduces the Bayes seasonal adjustment model and adds effects of the trade day and the leap year to the model. Seasonal adjustment and chain growth rates of total retail sales of consumer goods are estimated by the Bayesian procedure of R Timsae software. It is shown that in the long term China＇s total retail sales have a stable trend of exponential growth and seasonal characteristics of U-shaped, and estimated growth rates on a month-to-month basis are sensitive. The “May Day”and “National Day” holiday effect and the proportions are obtained by parabola fitting of seasonal index. “May Day” holiday effect is significant, and “National Day” holiday effect is positive hut not significant.