PDF《香港统计月刊》

2003 (如:政府实施的调节或干预措施)和突发性 冲击(如:天灾)所引致的影响而产生.它们 可被视为在时间数列中,剔除趋势周期及季节 性差异后的剩余变动. may arise due to the impacts of transient activities (e.g. implementation of government regulatory or intervention measures) and the occurrences of unexpected shocks (e.g. natural disasters). They can be regarded as residual elements after accounting for the trend-cycle and seasonal variations in the movement of a time series. 2.2 各个组成部分中,以季节性差异的幅度 和出现的期间较为有规律和稳定.使用统计方 法从原来的消费物价指数数列中剔除这季节 性差异后,便可根玫木窘谛缘髡 列,更有意义地比较相连月份的数字.剔除这 差异的程序称为「季节性调整」. 2.2 Among the basic components, the magnitude and timing of the seasonal variations are relatively more regular and stable. By applying statistical methods to remove the seasonal variations from the original CPI series, figures for consecutive months can be compared more meaningfully from the resultant seasonally adjusted series. This removal process is known as seasonal adjustment . 3. 季节性调整的方法 3. Method of Seasonal Adjustment 3.1 季节性差异对消费物价指数内个别商品 和服务项目的影响各有不同.政府统计处采用 加拿大统计局所发展的「X-11 自回归 C 求和C移动平均」季节性调整法,筛选有清楚 及稳定季节性波动的消费项目,并从这些项目 的原来数列推算其在未来一年内个别月份的 季节性因素.受季节性差异影响的项目指数在 剔除季节性因素后,与其他不受季节性差异影 响的项目指数汇总后所得的就是经季节性调 整的消费物价指数. 3.1 The effects of the seasonal variations on individual commodity and service items in the CPI vary from one to another. The X-11 ARIMA Seasonal Adjustment Method developed by Statistics Canada is used for selecting those consumer items with clear and stable seasonality, and projecting the seasonal factors for individual months of the coming year from the original data series of these items. Seasonally adjusted CPIs are obtained by aggregating the deseasonalized indices of the affected items together with the indices of those without seasonal variations. 3.2 由於季节性差异对各项消费物价指数的 影响或有不同,甲类、乙类和丙类消费物价指 数的季节性调整需要分开处理.经季节性调整 的综合消费物价指数则是将调整后的甲类、乙 类和丙类消费物价指数汇总而成的. 3.2 Since seasonal variations may have different impacts on the various CPIs, seasonal adjustment is performed separately for the CPI(A), CPI(B) and CPI(C). The seasonally adjusted Composite CPI is obtained by aggregating the adjusted CPI(A), CPI(B) and CPI(C). 3.3 大部分需要经季节性调整的项目,其季 节性因素每年估算一次,推算出来的季节性因 素用於未来十二个月的调整.新鲜蔬菜、咸水 鱼、淡水鱼和其他新鲜海产则例外,其季节性 因素每月估算,以顾及最新的价格变动情况. 3.3 For most of the items requiring seasonal adjustment, monthly seasonal factors are estimated once a year. A set of seasonal factors to be used in the twelve months ahead are projected. Exceptions include fresh vegetables, salt-water fish, fresh-water fish and other fresh sea products, where the seasonal factors are estimated every month to take into account the latest price movements. 3.4 年中某些月份的消费物价指数有规则地 较其他月份高,一些月份的消费物价指数有规 则地较低,亦有些月份并无明显较高或较低的 3.4 The CPI is regularly found to be higher in certain months of a year and regularly lower in some other months. There are also some months which do not exhibit such tendency for higher or lower CPI. 香港统计月刊 二零零三年三月 FA4 Hong Kong Monthly Digest of Statistics March