Based On The State Space Model Empirical Research Of The Index Deviation And Countermeasures

State space model is widely used, its advantage is that theunobservable variables incorporated into the observable model. With thedevelopment of the index theory and the expanding field of application ofthe index, the index has become an important indicator to reflect themacro-economic and micro-economic development. Research on theIndex deviation gradually put on the agenda. Because of the factorsaffecting the CPI bias is numerous, with observable factors andunobservable factors. Traditional bias research has focused on the microlevel, the quality adjustment method and its improved; This paperattempts to compensate for the lack of deviation research in themacro-level, that is, reflecting conduction of deviation from the internalfactors in economic system. This paper chooses using the state spacemodel for CPI bias. The basic idea is based on time series state spacemodel to estimate the true CPI, further estimating CPI bias. On this basis,the improvements and quality control deviation of CPI data discussed.This thesis is divided into six parts, the first part is the introduction,including the purpose and significance of the paper, the situation and thequestions of the Research were defined. The first chapter, the secondchapter and the third chapter are the heart of the paper’s content, mainlyin the empirical analysis and in the theoretical analysis, supplemented bythe normative analysis and the empirical analysis. The first chapterreviews the domestic and international index deviation of theoreticalresults, and this paper index deviation and define the related concept; tryto give theoretical assumptions of CPI Bias, theoretical judgment,theoretical reasoning, based on macroeconomic theory constructedstate-space model of the theoretical analysis of the deviation of CPI. Thethird chapter of the state space based on time series data model toestimate the true CPI, combined with the classic econometric regressionmethods were compared, and empirical analysis of CPI bias; The fourthchapter summed up the reasons for the CPI Bias, and on the basis of the study in the chapters above, the CPI Bias related recommendations toimprove and perfect the CPI Compilation system.