基于MoveReg方法的网络搜索周失业率数据季节调整
首发时间:2018-11-01
摘要:本文针基于MoveReg方法的网络搜索周失业率数据季节调整对我国失业率统计数据在统计频次上的不足,提出了将网络搜索周数据作为监测失业率变化的辅助工具。与此同时,作为宏观经济活动水平的重要指标,失业率相关的网络搜索周数据通常需要剔除季节性的影响。本文首先引入了周数据季节调整的MoveReg法,并详细讨论了其可行性。其次,Letterman插值法以及三步技术选词法被用于失业率相关的网络搜索关键词的选取。最终,本文对网络搜索周失业率数据进行了季节调整,并对季节调整后的各周数据作了诊断分析。研究认为对于这种将网络搜索周数据进行季节调整的方法,能较好地体现失业率相关指标的趋势性与变化的瞬时性,同时也填补了我国在周数据季节调整研究的空白。
关键词: 周数据季节调整 MoveReg 失业率 网络搜索数据
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The Seasonal Adjustment of Internet Search Weekly Unemployment Rate Data Based on MoveReg Method
Abstract:In this paper, the weekly internet search data, as an assistive tools of unemployment rate detection, is employed to overcome the disadvantages of low frequency in China\'s unemployment statistics. At the meantime, as an important indicator of macroeconomic activity, the weekly internet search data should exclude the seasonal factors. Firstly, the MoveReg method is introduced for the weekly seasonal adjustment, and its feasibility is analyzed in detail. Then, the Letterman interpolation method and three-step word technical selection method are used to ac-complish the internet search keyword selection. As such, a seasonal adjustment of internet search weekly unemployment rate data, along with the comprehensive analysis on the results, is done. The results show that the proposed internet search data based weekly seasonal adjustment would accurately reflect the behavior of unempThe Seasonal Adjustment of Internet Search Weekly Un-employment Rate Data Based on MoveReg Methodloyment rate in time, which also fill the re-search gap in China\'s weekly seasonal adjustment.
Keywords: Weekly Seasonal Adjustment, MoveReg, Unemployment Rate, Internet search data
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