| 基于X-11-ARIMA方法的取暖油价格季节性波动分析 |
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| 引用本文： | 王书平,李建平,高丽君,徐伟宣. 基于X-11-ARIMA方法的取暖油价格季节性波动分析[J]. 数理统计与管理, 2007, 26(1): 62-67 |
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| 作者姓名： | 王书平 李建平 高丽君 徐伟宣 |
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| 作者单位： | 中国人民大学经济学院,北京,100872;中国科学院科技政策与管理科学研究所,北京,100080;中国科学院科技政策与管理科学研究所,北京,100080;中国科学院研究生院,北京,100039 |
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| 基金项目： | 国家科技攻关计划;国家自然科学基金 |
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| 摘 要： | 本文详细介绍和分析X-11-AR IMA季节调整方法,为进一步研究和应用季节调整方法提供有益的探索。利用X-11-AR IMA方法分析国际取暖油价季节性波动,探讨油价运动规律,为我国进口石油提供决策支持。
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| 关 键 词： | 季节调整 X-11-ARIMA 取暖油价 季节性波动 |
| 文章编号： | 1002-1566(2007)01-0062-06 |
| 修稿时间： | 2005-10-26 |
An Analysis About Seasonal Fluctuation of Heating Oil Price Based on X-11-ARIMA Method |
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| WANG Shu-ping,LI Jian-ping,GAO Li-jun,XU Wei-xuan. An Analysis About Seasonal Fluctuation of Heating Oil Price Based on X-11-ARIMA Method[J]. Application of Statistics and Management, 2007, 26(1): 62-67 |
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| Authors: | WANG Shu-ping LI Jian-ping GAO Li-jun XU Wei-xuan |
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| Affiliation: | 1. School of Economics, Renmin University of China, Beijing 100872, China; 2. Institute of Policy and Management, Chinese Academy of Sciences, Beijing 100080, China; 3. Graduate University of Chinese Academy of Sciences, Beijing 100039, China |
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| Abstract: | The paper mainly introduces and analyzes X-11 -ARIMA seasonal adjustment method in detail. The aim is to provide some helpful grope for further research and application of seasonal adjustment method in our country. Using X-11 -ARIMA method, we analyze seasonal fluctuation of international heating oil price and its movement discipline, in order to provide decision support for importing oil of our country. |
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| Keywords: | X-11-ARIMA |
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