摘要
迄今为止,很少有关于中国季度GDP的研究。文章主要研究中国季度GDP时间序列的特性。通过软件DEMETRA2.0,使用X-12-ARIMA和TRAMO-SEATS两种方法分解序列,给出了对中国季度GDP季节调整完整的诊断结果和基本的分析结论。
Up to now, there has been little investigation of the quarterly GDP in China. The aim of this paper is to investigate the properties of the time series of quarterly GDP in China. X 12 ARIMA and TRAMO SEATS are used to decompose the series through the DEMETRA interface version 2.0. This paper provides full diagnostic results and summary results for the quarterly GDP in China.
出处
《财经研究》
CSSCI
北大核心
2005年第7期133-144,共12页
Journal of Finance and Economics
