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Research On Mobile Holiday Effect Recognition And Its Adjustment In KIFA Transaction Data

Posted on:2016-02-20Degree:MasterType:Thesis
Country:ChinaCandidate:D Y ZhouFull Text:PDF
GTID:2279330470968141Subject:Business management
Abstract/Summary:PDF Full Text Request
Seasonal variation can effect the economic series, seasonal can hide the character of economic series and it’s basic changes, the economic series which will reflect the law of the development and trend better after seasonal adjustment. Simple seasonal adjustment which do not solve the influence what moving holiday effect affects the economic series. The direct influence of moving holiday effect to the economic series which has been seasonal adjusted is the same period of observation for each year can not compare, leading to the poor seasonal adjustment effection. Compare the simple seasonal adjustment, the economic series which are adjusted by adjustment of moving holiday adjustment are more smooth and the effection are better. So before perform the seasonal adjustment of economic series, we should make sure that the moving holiday effect weather exists. If the moving holiday effect is exists, the moving holiday effect should be eliminated before seasonal adjustment.In this paper, research on transaction data of KIFA.in order to distinguish the moving holiday effect and do some adjustment.introduce a series of main steps detailed of Double Seventh Festival,it contains identifying moving holiday effects, determining the length of moving holiday effect, summarizing the impact mode of moving holiday effect, forecasting the auction amount of every year’s effection period,adjustment of moving holiday effect and its effect analysis.how to identify the Spring Festival effect and a relationship between the moving holiday effect and the fixed holiday. In this study, using year-year timing diagram method to identify moving holiday effect.the moving holiday as center, drawing year-year timing diagram and using The statistical test to determine the length of moving holiday effect, and for the sake of the correct of the length of moving holiday,use the model of GARCH to test it. Using the method of TSCI and the method of this paper to forecast the auction of flowers; at last, adjust the moving holiday effect, in order to the observation value of every year can be compared.
Keywords/Search Tags:Economic Series, Moving Holiday Effect, GARCH Model
PDF Full Text Request
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