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| 中国体育用品制造业月度利润额的季节调整实证研究 | |
| 引用本文： | 陈颇.中国体育用品制造业月度利润额的季节调整实证研究[J].武汉体育学院学报,2008,42(9):32. |
| 作者姓名： | 陈颇 |
| 作者单位： | 重庆师范大学,体育学院,重庆,401331 |
| 摘 要： | 首先对中国体育用品制造业月度利润额季节调整的原因、季节调整方法的发展过程及应用状况进行了说明，引用国际上最新流行的X-12-ARIMA和TRAMO／SEATS季节调整方法对国内体育用品制造业月度利润额进行季节调整与分析。结果表明，1999-2007年我国体育用品制造业月度利润额存在着有规律的季节性变化，体育用品制造业月度利润额的时间序列是稳定向上的，且该时间序列的季节性波幅显示出与趋势成比例的特征。体育用品制造业月度利润额在0．1％显著性水平下存在稳定的季节性，但在5％显著性水平下不存在年度间变动的季节性。交易日对体育用品制造业月度利润额不构成显著影响，而节假日因素（即春节）却是影响体育用品制造业月度利润额的重要原因。体育用品制造业月度利润额的最终季节调整序列的最终趋势成分占据着重要地位，而X-12-ARIMA与TRMAO／SEATS两种程序调整所得的最终季节调整序列的显著性差异来自于最终季节成分和最终不规则成分。最后提出我国体育经济时间序列季节调整的一些启示。 |
| 关 键 词： | 体育经济 体育用品制造业 月度利润额 季节调整 季节性波动 |
Seasonll adjustment of Chinaps sporting goods manufacturing industry monthly prof it |
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| CHEN Po.Seasonll adjustment of Chinaps sporting goods manufacturing industry monthly prof it[J].Journal of Wuhan Institute of Physical Education,2008,42(9):32. | |
| Authors: | CHEN Po |
| Abstract: | Reasons ,methods for seasonal adjustment of Chinaps sporitng goods manufacturing indust ry were expounded. The internationally adopted X - 12 - ARIMA and TRAMO/ SEATS seasonal adjustment were applied to analyze the monthly profit . It was revealed that there were regular changes and there were stable increase of the monthly profit . Sporting goods manufacturing indust ry in the amount of monthly profit of 0. 01 % was seasonally stable ,while of 5 % was not stable. Transacton day did not influence the monthly profit but holidays did. The final seasonal adjustment order were significant . The obvious differences of final seaonal adjustment order got f rom X - 12 - ARIMA and RRMAO/ SEATS came f rom final seasonal component and final irregular component . |
| Keywords: | sport economy sport s good manufacturing indust ry monthly profit seasonal adjustment sea-sonal fluctuation |
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