Seasonal Adjustment of China’s Monthly Data to Take into Account the Effect of Mobile Holidays

• 作者: Song Yanfei
• 来源期刊: 统计学期刊(英文)
• 学科: 经济
• 关键词: X-13-ARIMA-SEATS Seasonal Adjustment Mobile Holiday Effect
• 年，卷（期）: 2020,（4）
• 页码范围: 706-718
• 页数: 13页
• 分类号: F75

摘要

Based on the X-13-ARIMA-SEATS model, aiming at the problem of mobile holidays in China’s economic data, this paper introduces a new method of seasonal adjustment based on the AICC criterion to objectively select the parameters of dummy variables of mobile holidays. Taking the current total value of China’s import and export as an example, we expound</span><span style="font-family:""> </span><span style="font-family:Verdana;">a new method for seasonal adjustment of mobile holidays such as Spring Festival, Dragon Boat Festival and Mid-Autumn Festival. Finally, the model is used to predict the total value of China’s import and export in and out of the sample. The prediction results show that the relative error of the out of sample data is less than 5%. The new method has advantages in the processing of macroeconomic data.