The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
권호 표지

Dose Sol Raises Consumer Prices?

음력설이 소비자물가에 영향을 미치는가?

  • Published : 1999.09.01

⟨ Previous Next ⟩

Abstract

The traditional holiday, Sol which is based on a lunar calendar, falls in January orFebruary and makes it difficult to analyze time series data accurately. To analyze whetherSol raises consumer prices or not, RegARIMA models and paired t tests are used. It isfound that Sol raises consumer prices of food products significantly, but So1's effects onconsumer prices of all items are not significant.

Keywords

References

  1. 응용통계연구 v.11 no.2 한국형 X-11ARIMA 프로시져에 관한 연구 박유성;최현희
  2. 한국개발연구 v.4 no.4 계절조정방법의 개선-사전조정요인 여운방;윤홍렬
  3. 경제분석 v.4 no.1 한국경제시계열의 계절조정방법-X-12 ARIMA법을 중심으로 이긍희
  4. Journal of the American Statistical Association v.78 Modeling Time Series with Galendar Variation Bell, W. R.;S. C. Hillmer
  5. X-12 ARIMA Reference Manual Bureau of the Census
  6. Technical report Comparison of X-11 and RegARIMA Easter holiday adjustments Chen, B. C.;Findley, D. F.
  7. The X-11 ARIMA/88 Seasonal Adustment Method-Foundations and User's Manual Dagum, E. B.
  8. Time Series Analysis Festival and Working Days Prior Adjustments in Economic Time Series Fisher, J.;P. Pfeffermann;Anderson, O. D.;Perryman, M. R.(ed.)