| 我国出口集装箱运价指数研究 |
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| 引用本文： | 蒋迪娜.我国出口集装箱运价指数研究[J].山西财经大学学报,2005,27(5):90-94. |
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| 作者姓名： | 蒋迪娜 |
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| 作者单位： | 上海财经大学,统计学院,上海,200129 |
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| 摘 要： | 文章运用X-12-ARIMA方法对中国集装箱运价指数序列进行了季节调整，并采用TRAMO／SEATS季节调整方法处理了节假日因素的调整问题，然后对两个模型进行了比较，利用优选出来的模型将原序列分解成了各影响因素，最后对中国出口集装箱运价指数进行了精确的短期预测。
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| 关 键 词： | 中国集装箱运价指数 X-12-ARIMA TRAMO／SEATS |
| 文章编号： | 1007-9556(2005)05-0090-05 |
| 修稿时间： | 2005年9月1日 |
A Study of China Containerized Freight Index |
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| JIANG Di-na.A Study of China Containerized Freight Index[J].Journal of Shanxi Finance and Economics University,2005,27(5):90-94. |
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| Authors: | JIANG Di-na |
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| Abstract: | With X-12-ARIMA method,the paper readjusts the seasonal effect in CCFI,while adopting TRAMO/SEATS method to deal with the readjustment issues of holiday effect.The two methods are compared and the original index is decomposed of various factors using the optimized model selected from the foregoing two methods.Finally,a short-term forecast is made. |
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| Keywords: | CCFI X-12-ARIMA TRAMO/SEATS |
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