期刊刊名：管理科學與統計決策 　 卷期：7卷4期

篇名出版日期：2010年12月1日

作者：DAN-HUI YI, HONG-WEI XIAO

語言：English

關鍵字：Seasonal Adjustment, X-12-ARIMA, Statistical Chain Index

被點閱次數：2次

閱讀時間：5sec

摘要：
This paper, based on time series seasonal adjustment, proposes the construction method of statistics chain index, firstly decomposes the time series structure, according to the proportion of each component in different periods, to determine the dynamic weight, then calculates statistical chain index of each component, finally synthesizes the statistical chain index. When adding a new monthly data, we do seasonally adjustment again, and adjust the chain of previous statistics index accordingly. We use this chain index construction method on China monthly exports data, result shows that statistical chain index is stabile and easy to compare between different months.

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