摘要: |
以季节单位根检验和确定型季节性检验为基础,提出了一个时间序列季节特征识别的方法体系,它的检验逻辑一致,结果完备,能够统一、规范、高效地识别国际贸易中农产品时间序列存在的季节特征及其类型。对橙子、马铃薯和猪肉3种产品月度贸易数据的季节特征识别结果及分析表明该体系是有效的。 |
关键词: 农产品进出口贸易 时间序列模型 季节特征 季节单位根检验 |
DOI:10.11841/j.issn.1007-4333.2016.10.20 |
分类号: |
基金项目:农业部财政专项课题(农财发2015-08-50) |
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Seasonal feature recognition onimport and export trade of agricultural products |
HAN Jie, TIAN Zhi-hong, CHEN Hong-hua
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College of Economics and Management, China Agricultural University, Beijing 100083, China
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Abstract: |
A method system of seasonal feature recognition based on the Random seasonal test and the Deterministic seasonal test is proposed in this study.The system's logic is consistent and the result is complete,so it can uniformly、normatively and efficiently distinguishes the seasonal types in the trade of agricultural.A case analysis on the recognition of seasonal characteristics of the trade data of oranges,potatoes and pork indicates that the system is effective. |
Key words: import and export trade of agricultural products time series models seasonal feature seasonal unit root test |