중국의 소비자물가지수 자체는 공개되지 않는다.
공식발표는 yoy, mom이고 소수점 한자리까지이다.
fred, bok, www.stats.gov.cn에 없으니 아마 없을 것이다.
tradingeconomics와 한국은행에서는 중국 공식자료처럼 전년동월비에 100을 더한 값을 보여준다.
그러니 다른 나라의 값과 그냥 비교하면 틀린다.
oecd에서 추정하고 제공하는 cpi는 93년 이후의 값이고, oecd통계에서 제공하는 값을 fred에서도 제공한다.
이것으로 계산하면 중국공식물가와 mom은 오차가 없지만, yoy는 오차가 발생한다.
oecd의 값은 mom으로 역산한 것으로 추정된다.
그런데 mom으로 역산하면 계절조정을 한 값이 구해지고, yoy의 오차는 지속적이어야 하지만 09년 이후 차이가 커지고 이전에는 오차가 적다.
중국당국이 일정시기 이후에는 계절조정값을 기준으로 삼고, 그 이전에는 계절조정하지않은 값을 기준으로 삼았거나, 아니면 기준을 여러번 바꾸었거나.
중국통계의 미스테리를 얘기하고 싶은 것은 아니고, 물가지수를 알고 싶으면 발표된 yoy와 mom을 이용해서 역산을 해야하는데 소숫점 한자리로는 오차가 커서 계산하기 어렵기때문에 yoy 오차가 적었던 09년 전후의 oecd값을 기준삼아 전체를 역산했다.
장점은 yoy로 오차가 없다는 것과 87년부터 cpi의 값을 추정할 수 있어서 oced보다 6년 더 길게 볼 수 있다는 것이다. 당연히 mom 오차는 더 크다(이 숫자에는 관심이 없다).
oecd의 값으로 yoy를 계산하면 공식 통계와 차이가 난다.
mom은 차이가 없다.
그래서 yoy값을 기준으로 index를 재구성했다.
장기적으로 oecd값과 차이가 없다.
아마 oecd값은 계절조정값, 내가 계산한 값은 계절조정하지 않은 값과 비슷할 것으로 본다.
중국 공식통계값과 oecd값 비교.
아래는 cpi 추정치.
| observation_date | oecd china cpi | rmr_cpi |
| 1987-01-01 | 27.553880 | |
| 1987-02-01 | 27.434902 | |
| 1987-03-01 | 27.768951 | |
| 1987-04-01 | 27.793076 | |
| 1987-05-01 | 28.081441 | |
| 1987-06-01 | 27.997303 | |
| 1987-07-01 | 27.484709 | |
| 1987-08-01 | 27.474068 | |
| 1987-09-01 | 28.045984 | |
| 1987-10-01 | 28.485635 | |
| 1987-11-01 | 28.829056 | |
| 1987-12-01 | 29.096357 | |
| 1988-01-01 | 30.119146 | |
| 1988-02-01 | 30.288132 | |
| 1988-03-01 | 30.906843 | |
| 1988-04-01 | 31.183832 | |
| 1988-05-01 | 32.066198 | |
| 1988-06-01 | 32.563663 | |
| 1988-07-01 | 32.764521 | |
| 1988-08-01 | 33.957947 | |
| 1988-09-01 | 35.450124 | |
| 1988-10-01 | 36.202393 | |
| 1988-11-01 | 36.558126 | |
| 1988-12-01 | 37.214241 | |
| 1989-01-01 | 38.368781 | |
| 1989-02-01 | 38.889961 | |
| 1989-03-01 | 39.282597 | |
| 1989-04-01 | 39.478731 | |
| 1989-05-01 | 40.053888 | |
| 1989-06-01 | 39.984922 | |
| 1989-07-01 | 39.120838 | |
| 1989-08-01 | 39.153513 | |
| 1989-09-01 | 39.523343 | |
| 1989-10-01 | 39.319419 | |
| 1989-11-01 | 39.263428 | |
| 1989-12-01 | 39.670381 | |
| 1990-01-01 | 40.018638 | |
| 1990-02-01 | 40.601119 | |
| 1990-03-01 | 40.618206 | |
| 1990-04-01 | 40.742050 | |
| 1990-05-01 | 41.135343 | |
| 1990-06-01 | 40.428754 | |
| 1990-07-01 | 39.551167 | |
| 1990-08-01 | 40.132351 | |
| 1990-09-01 | 40.673472 | |
| 1990-10-01 | 40.538321 | |
| 1990-11-01 | 40.716174 | |
| 1990-12-01 | 41.376207 | |
| 1991-01-01 | 40.899048 | |
| 1991-02-01 | 41.331939 | |
| 1991-03-01 | 41.268097 | |
| 1991-04-01 | 41.271697 | |
| 1991-05-01 | 42.616215 | |
| 1991-06-01 | 42.207620 | |
| 1991-07-01 | 41.410072 | |
| 1991-08-01 | 42.098836 | |
| 1991-09-01 | 42.503779 | |
| 1991-10-01 | 42.484161 | |
| 1991-11-01 | 42.507686 | |
| 1991-12-01 | 43.238137 | |
| 1992-01-01 | 43.148496 | |
| 1992-02-01 | 43.522532 | |
| 1992-03-01 | 43.455306 | |
| 1992-04-01 | 44.201987 | |
| 1992-05-01 | 44.619177 | |
| 1992-06-01 | 44.233585 | |
| 1992-07-01 | 43.563396 | |
| 1992-08-01 | 44.540569 | |
| 1992-09-01 | 45.691562 | |
| 1992-10-01 | 45.840409 | |
| 1992-11-01 | 45.993316 | |
| 1992-12-01 | 47.043093 | |
| 1993-01-01 | 47.490768 | 47.592791 |
| 1993-02-01 | 47.759775 | 48.222966 |
| 1993-03-01 | 48.643749 | 48.756853 |
| 1993-04-01 | 50.049258 | 49.771438 |
| 1993-05-01 | 50.798545 | 50.865862 |
| 1993-06-01 | 50.728261 | 50.912857 |
| 1993-07-01 | 50.376782 | 50.620666 |
| 1993-08-01 | 51.456412 | 51.845222 |
| 1993-09-01 | 52.807154 | 52.865137 |
| 1993-10-01 | 53.190889 | 53.129034 |
| 1993-11-01 | 53.651946 | 53.674200 |
| 1993-12-01 | 55.273692 | 55.887194 |
| 1994-01-01 | 57.511321 | 57.634870 |
| 1994-02-01 | 58.840043 | 59.410694 |
| 1994-03-01 | 59.539949 | 59.678388 |
| 1994-04-01 | 60.909947 | 60.571840 |
| 1994-05-01 | 61.618635 | 61.700291 |
| 1994-06-01 | 62.192848 | 62.419162 |
| 1994-07-01 | 62.467210 | 62.769626 |
| 1994-08-01 | 64.732166 | 65.221290 |
| 1994-09-01 | 67.223507 | 67.297320 |
| 1994-10-01 | 67.924765 | 67.845777 |
| 1994-11-01 | 68.406231 | 68.434605 |
| 1994-12-01 | 69.368483 | 70.138429 |
| 1995-01-01 | 71.371549 | 71.524874 |
| 1995-02-01 | 72.020212 | 72.718689 |
| 1995-03-01 | 72.221958 | 72.389885 |
| 1995-04-01 | 73.518305 | 73.110211 |
| 1995-05-01 | 74.127218 | 74.225450 |
| 1995-06-01 | 73.511945 | 74.216384 |
| 1995-07-01 | 72.899234 | 73.252154 |
| 1995-08-01 | 74.118330 | 74.678377 |
| 1995-09-01 | 76.097010 | 76.180566 |
| 1995-10-01 | 76.143662 | 76.055116 |
| 1995-11-01 | 76.067730 | 76.099281 |
| 1995-12-01 | 76.374699 | 77.222410 |
| 1996-01-01 | 77.794988 | 77.962112 |
| 1996-02-01 | 78.718092 | 79.481527 |
| 1996-03-01 | 79.299710 | 79.484094 |
| 1996-04-01 | 80.649582 | 80.201901 |
| 1996-05-01 | 80.724540 | 80.831515 |
| 1996-06-01 | 79.833973 | 80.598993 |
| 1996-07-01 | 78.949871 | 79.332082 |
| 1996-08-01 | 80.121915 | 80.727325 |
| 1996-09-01 | 81.728189 | 81.817928 |
| 1996-10-01 | 81.473719 | 81.378974 |
| 1996-11-01 | 81.316403 | 81.350132 |
| 1996-12-01 | 81.720928 | 82.627979 |
| 1997-01-01 | 82.384893 | 82.561877 |
| 1997-02-01 | 83.126305 | 83.932493 |
| 1997-03-01 | 82.471699 | 82.663458 |
| 1997-04-01 | 83.230368 | 82.768362 |
| 1997-05-01 | 82.984827 | 83.094797 |
| 1997-06-01 | 82.069324 | 82.855765 |
| 1997-07-01 | 81.081517 | 81.474049 |
| 1997-08-01 | 81.644231 | 82.261144 |
| 1997-09-01 | 83.199296 | 83.290650 |
| 1997-10-01 | 82.695824 | 82.599659 |
| 1997-11-01 | 82.210884 | 82.244983 |
| 1997-12-01 | 82.047813 | 82.958491 |
| 1998-01-01 | 82.632047 | 82.809563 |
| 1998-02-01 | 83.043179 | 83.093168 |
| 1998-03-01 | 83.049001 | 83.242102 |
| 1998-04-01 | 82.980677 | 82.520057 |
| 1998-05-01 | 82.154979 | 82.263849 |
| 1998-06-01 | 81.002423 | 81.778640 |
| 1998-07-01 | 79.946376 | 80.333412 |
| 1998-08-01 | 80.501211 | 81.109488 |
| 1998-09-01 | 81.951307 | 82.041291 |
| 1998-10-01 | 81.786170 | 81.691062 |
| 1998-11-01 | 81.224353 | 81.258043 |
| 1998-12-01 | 81.227334 | 82.128906 |
| 1999-01-01 | 81.640463 | 81.815848 |
| 1999-02-01 | 81.963617 | 82.012956 |
| 1999-03-01 | 81.554118 | 81.743744 |
| 1999-04-01 | 81.155102 | 81.447296 |
| 1999-05-01 | 80.347570 | 80.454044 |
| 1999-06-01 | 79.301373 | 79.586972 |
| 1999-07-01 | 78.827126 | 79.208744 |
| 1999-08-01 | 79.454696 | 79.730627 |
| 1999-09-01 | 81.295696 | 81.384960 |
| 1999-10-01 | 81.295453 | 81.200916 |
| 1999-11-01 | 80.493333 | 80.526721 |
| 1999-12-01 | 80.415061 | 81.307617 |
| 2000-01-01 | 81.477181 | 81.652216 |
| 2000-02-01 | 82.537363 | 82.587047 |
| 2000-03-01 | 81.391011 | 81.580257 |
| 2000-04-01 | 80.911636 | 81.202954 |
| 2000-05-01 | 80.427917 | 80.534498 |
| 2000-06-01 | 79.697879 | 79.984907 |
| 2000-07-01 | 79.221262 | 79.604788 |
| 2000-08-01 | 79.693060 | 79.969819 |
| 2000-09-01 | 81.295696 | 81.384960 |
| 2000-10-01 | 81.295453 | 81.200916 |
| 2000-11-01 | 81.539747 | 81.573568 |
| 2000-12-01 | 81.621287 | 81.632847 |
| 2001-01-01 | 82.454908 | 82.632043 |
| 2001-02-01 | 82.537363 | 82.587047 |
| 2001-03-01 | 82.042139 | 82.232899 |
| 2001-04-01 | 82.206223 | 82.502201 |
| 2001-05-01 | 81.795191 | 81.903585 |
| 2001-06-01 | 80.813650 | 81.104696 |
| 2001-07-01 | 80.409581 | 80.798860 |
| 2001-08-01 | 80.489991 | 80.769517 |
| 2001-09-01 | 81.214401 | 81.303575 |
| 2001-10-01 | 81.458044 | 81.363318 |
| 2001-11-01 | 81.295127 | 81.328847 |
| 2001-12-01 | 81.376423 | 81.387949 |
| 2002-01-01 | 81.620552 | 81.805722 |
| 2002-02-01 | 82.518378 | 82.587047 |
| 2002-03-01 | 81.445640 | 81.575035 |
| 2002-04-01 | 81.201302 | 81.429673 |
| 2002-05-01 | 80.957698 | 81.002646 |
| 2002-06-01 | 80.229079 | 80.455858 |
| 2002-07-01 | 79.667476 | 80.071670 |
| 2002-08-01 | 79.906478 | 80.204130 |
| 2002-09-01 | 80.705543 | 80.734450 |
| 2002-10-01 | 80.866954 | 80.712411 |
| 2002-11-01 | 80.786087 | 80.759546 |
| 2002-12-01 | 81.028445 | 81.062397 |
| 2003-01-01 | 81.919758 | 82.132945 |
| 2003-02-01 | 82.657036 | 82.752221 |
| 2003-03-01 | 82.161094 | 82.309211 |
| 2003-04-01 | 81.996772 | 82.243970 |
| 2003-05-01 | 81.422794 | 81.569664 |
| 2003-06-01 | 80.445721 | 80.697226 |
| 2003-07-01 | 80.043492 | 80.472028 |
| 2003-08-01 | 80.603796 | 80.925968 |
| 2003-09-01 | 81.571042 | 81.622529 |
| 2003-10-01 | 82.305182 | 82.165235 |
| 2003-11-01 | 83.128233 | 83.182332 |
| 2003-12-01 | 83.627003 | 83.656394 |
| 2004-01-01 | 84.546900 | 84.761199 |
| 2004-02-01 | 84.377806 | 84.490018 |
| 2004-03-01 | 84.630940 | 84.778487 |
| 2004-04-01 | 85.054094 | 85.369240 |
| 2004-05-01 | 84.969040 | 85.158729 |
| 2004-06-01 | 84.374257 | 84.732087 |
| 2004-07-01 | 84.205508 | 84.737046 |
| 2004-08-01 | 84.794947 | 85.215044 |
| 2004-09-01 | 85.727691 | 85.866901 |
| 2004-10-01 | 85.727691 | 85.698340 |
| 2004-11-01 | 85.470508 | 85.511437 |
| 2004-12-01 | 85.555979 | 85.664147 |
| 2005-01-01 | 86.069315 | 86.371662 |
| 2005-02-01 | 87.618562 | 87.785129 |
| 2005-03-01 | 86.829995 | 87.067506 |
| 2005-04-01 | 86.569505 | 86.905887 |
| 2005-05-01 | 86.396366 | 86.691586 |
| 2005-06-01 | 85.705195 | 86.087800 |
| 2005-07-01 | 85.705195 | 86.262313 |
| 2005-08-01 | 85.876605 | 86.322839 |
| 2005-09-01 | 86.477741 | 86.639703 |
| 2005-10-01 | 86.823653 | 86.726720 |
| 2005-11-01 | 86.563182 | 86.623086 |
| 2005-12-01 | 86.909434 | 87.034773 |
| 2006-01-01 | 88.039257 | 88.012724 |
| 2006-02-01 | 88.479453 | 88.575195 |
| 2006-03-01 | 87.683138 | 87.764046 |
| 2006-04-01 | 87.858504 | 87.948757 |
| 2006-05-01 | 87.770646 | 87.905269 |
| 2006-06-01 | 87.331793 | 87.379117 |
| 2006-07-01 | 87.069798 | 87.124936 |
| 2006-08-01 | 87.331007 | 87.445036 |
| 2006-09-01 | 87.767662 | 87.939298 |
| 2006-10-01 | 87.855429 | 87.940894 |
| 2006-11-01 | 88.118996 | 88.268924 |
| 2006-12-01 | 89.352662 | 89.471747 |
| 2007-01-01 | 89.978131 | 89.949004 |
| 2007-02-01 | 90.877911 | 90.966725 |
| 2007-03-01 | 90.605278 | 90.660260 |
| 2007-04-01 | 90.514673 | 90.587220 |
| 2007-05-01 | 90.786217 | 90.894048 |
| 2007-06-01 | 91.149361 | 91.223799 |
| 2007-07-01 | 91.969705 | 92.003932 |
| 2007-08-01 | 93.073342 | 93.128964 |
| 2007-09-01 | 93.352562 | 93.391535 |
| 2007-10-01 | 93.632620 | 93.657052 |
| 2007-11-01 | 94.288048 | 94.359480 |
| 2007-12-01 | 95.230929 | 95.287411 |
| 2008-01-01 | 96.373700 | 96.335383 |
| 2008-02-01 | 98.879417 | 98.880830 |
| 2008-03-01 | 98.187260 | 98.185061 |
| 2008-04-01 | 98.285447 | 98.287134 |
| 2008-05-01 | 97.892306 | 97.892889 |
| 2008-06-01 | 97.696521 | 97.700688 |
| 2008-07-01 | 97.794218 | 97.800180 |
| 2008-08-01 | 97.696423 | 97.692283 |
| 2008-09-01 | 97.696423 | 97.687546 |
| 2008-10-01 | 97.403334 | 97.403334 |
| 2008-11-01 | 96.624108 | 96.624108 |
| 2008-12-01 | 96.430859 | 96.430859 |
| 2009-01-01 | 97.298737 | 97.298737 |
| 2009-02-01 | 97.298737 | 97.298737 |
| 2009-03-01 | 97.006841 | 97.006841 |
| 2009-04-01 | 96.812827 | 96.812827 |
| 2009-05-01 | 96.522389 | 96.522389 |
| 2009-06-01 | 96.039777 | 96.039777 |
| 2009-07-01 | 96.039777 | 96.039777 |
| 2009-08-01 | 96.519976 | 96.519976 |
| 2009-09-01 | 96.906045 | 96.906045 |
| 2009-10-01 | 96.811524 | 96.916317 |
| 2009-11-01 | 97.102857 | 97.203852 |
| 2009-12-01 | 98.073966 | 98.263046 |
| 2010-01-01 | 98.656632 | 98.758218 |
| 2010-02-01 | 99.846241 | 99.925803 |
| 2010-03-01 | 99.142187 | 99.335005 |
| 2010-04-01 | 99.344501 | 99.523586 |
| 2010-05-01 | 99.247390 | 99.514583 |
| 2010-06-01 | 98.648539 | 98.824930 |
| 2010-07-01 | 99.045076 | 99.209089 |
| 2010-08-01 | 99.635834 | 99.898175 |
| 2010-09-01 | 100.234685 | 100.394663 |
| 2010-10-01 | 100.938739 | 101.180635 |
| 2010-11-01 | 102.047423 | 102.161249 |
| 2010-12-01 | 102.557255 | 102.783146 |
| 2011-01-01 | 103.585013 | 103.597370 |
| 2011-02-01 | 104.823177 | 104.822167 |
| 2011-03-01 | 104.612770 | 104.699095 |
| 2011-04-01 | 104.717974 | 104.798336 |
| 2011-05-01 | 104.823177 | 104.987885 |
| 2011-06-01 | 105.138788 | 105.149726 |
| 2011-07-01 | 105.664805 | 105.657680 |
| 2011-08-01 | 105.980416 | 106.091862 |
| 2011-09-01 | 106.514526 | 106.518737 |
| 2011-10-01 | 106.619730 | 106.745570 |
| 2011-11-01 | 106.409323 | 106.452021 |
| 2011-12-01 | 106.724933 | 106.997255 |
| 2012-01-01 | 108.327264 | 108.259252 |
| 2012-02-01 | 108.213968 | 108.176476 |
| 2012-03-01 | 108.432467 | 108.468263 |
| 2012-04-01 | 108.327264 | 108.361479 |
| 2012-05-01 | 108.003561 | 108.137522 |
| 2012-06-01 | 107.356154 | 107.463020 |
| 2012-07-01 | 107.459497 | 107.559518 |
| 2012-08-01 | 108.100672 | 108.213699 |
| 2012-09-01 | 108.432467 | 108.542593 |
| 2012-10-01 | 108.319171 | 108.560245 |
| 2012-11-01 | 108.432467 | 108.581062 |
| 2012-12-01 | 109.298373 | 109.672186 |
| 2013-01-01 | 110.390872 | 110.424437 |
| 2013-02-01 | 111.604758 | 111.638124 |
| 2013-03-01 | 110.601279 | 110.746096 |
| 2013-04-01 | 110.819940 | 110.962155 |
| 2013-05-01 | 110.156187 | 110.408410 |
| 2013-06-01 | 110.156187 | 110.364521 |
| 2013-07-01 | 110.265113 | 110.463625 |
| 2013-08-01 | 110.819778 | 111.027255 |
| 2013-09-01 | 111.703002 | 111.907414 |
| 2013-10-01 | 111.815165 | 112.034173 |
| 2013-11-01 | 111.702921 | 111.838494 |
| 2013-12-01 | 112.038035 | 112.413991 |
| 2014-01-01 | 113.158372 | 113.185048 |
| 2014-02-01 | 113.724205 | 113.870886 |
| 2014-03-01 | 113.155539 | 113.404002 |
| 2014-04-01 | 112.816056 | 112.959474 |
| 2014-05-01 | 112.928866 | 113.168620 |
| 2014-06-01 | 112.818645 | 112.902905 |
| 2014-07-01 | 112.931941 | 113.004289 |
| 2014-08-01 | 113.158534 | 113.247800 |
| 2014-09-01 | 113.716922 | 113.697932 |
| 2014-10-01 | 113.720401 | 113.826720 |
| 2014-11-01 | 113.493000 | 113.404233 |
| 2014-12-01 | 113.830218 | 114.100201 |
| 2015-01-01 | 114.178199 | 114.090529 |
| 2015-02-01 | 115.545035 | 115.465078 |
| 2015-03-01 | 115.000000 | 114.991658 |
| 2015-04-01 | 114.700000 | 114.653866 |
| 2015-05-01 | 114.500000 | 114.526643 |
| 2015-06-01 | 114.500000 | 114.483546 |
| 2015-07-01 | 114.900000 | 114.812357 |
| 2015-08-01 | 115.500000 | 115.512756 |
| 2015-09-01 | 115.600000 | 115.517099 |
| 2015-10-01 | 115.200000 | 115.306467 |
| 2015-11-01 | 115.200000 | 115.105296 |
| 2015-12-01 | 115.800000 | 115.925804 |
| 2016-01-01 | 116.300000 | 116.144158 |
