Study on the Methods of the Chinese New Year Factor's Adjustment Based on the ARIMA Models

VernacularTitle:基于ARIMA模型的春节因素调整方法研究
Author: Zhiwu GUO ; Jihong PU ; Guozhao TENG
Publication Type:Journal Article
Keywords: Chinese New Year factor; Seasonal adjust-ment; X-12-ARIMA; TRAMO/SEATS
From: Chinese Journal of Health Statistics 2009;(6):573-576,579
CountryChina
Language:Chinese
Abstract: Objective To study the methods of the Chinese New Year (CNY) Factor's Adjustment based on the ARIMA models. Methods First, a common regressor for CNY was created. Then, the re-gressor was included in the seasonal ARIMA regressive model(regARIMA or TRAMO) ,AIC or BIC was used for model selection,and the generalized least squares method or maximum likelihood method was used for the earl-mation of model parameter. The estimated regressive coefficient was used for analyzing the degree of the CNY factor. A case was analyzed with the adjustment methods. Results The analysis on the case showed that the methods of the CNY factor's adjustment could remove the effects of the CNY factor on the time series, and the degree of the effects could be esti-mated in quantity. Conclusion The regressor for CNY is applicable,and the methods of the CNY factor's adjustment based on the ARIMA models can be used in seasonal adjustment on the time series. It's a new approach to analyze the effects of the CNY factor.