Seasonal Adjustment Methods
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Seasonal Adjustment Methods and Real Time Trend Cycle Estimation
Author | : Estela Bee Dagum,Silvia Bianconcini |
Publsiher | : Springer |
Total Pages | : 283 |
Release | : 2016-06-20 |
Genre | : Business & Economics |
ISBN | : 9783319318226 |
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This book explores widely used seasonal adjustment methods and recent developments in real time trend-cycle estimation. It discusses in detail the properties and limitations of X12ARIMA, TRAMO-SEATS and STAMP - the main seasonal adjustment methods used by statistical agencies. Several real-world cases illustrate each method and real data examples can be followed throughout the text. The trend-cycle estimation is presented using nonparametric techniques based on moving averages, linear filters and reproducing kernel Hilbert spaces, taking recent advances into account. The book provides a systematical treatment of results that to date have been scattered throughout the literature. Seasonal adjustment and real time trend-cycle prediction play an essential part at all levels of activity in modern economies. They are used by governments to counteract cyclical recessions, by central banks to control inflation, by decision makers for better modeling and planning and by hospitals, manufacturers, builders, transportation, and consumers in general to decide on appropriate action. This book appeals to practitioners in government institutions, finance and business, macroeconomists, and other professionals who use economic data as well as academic researchers in time series analysis, seasonal adjustment methods, filtering and signal extraction. It is also useful for graduate and final-year undergraduate courses in econometrics and time series with a good understanding of linear regression and matrix algebra, as well as ARIMA modelling.
Seasonal adjustment methods
Author | : Anonim |
Publsiher | : Unknown |
Total Pages | : 93 |
Release | : 1978 |
Genre | : Electronic Book |
ISBN | : OCLC:257484036 |
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Seasonal Adjustment with the X 11 Method
Author | : Dominique Ladiray,Benoit Quenneville |
Publsiher | : Springer Science & Business Media |
Total Pages | : 245 |
Release | : 2012-12-06 |
Genre | : Computers |
ISBN | : 9781461301752 |
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The most widely used statistical method in seasonal adjustment is implemented in the X-11 Variant of the Census Method II Seasonal Adjustment Program. Developed by the US Bureau of the Census, it resulted in the X-11-ARIMA software and the X-12-ARIMA. While these integrate parametric methods, they remain close to the initial X-11 method, and it is this "core" that Seasonal Adjustment with the X-11 Method focuses on. It will be an important reference for government agencies, and other serious users of economic data.
A Comparison and Assessment of Seasonal Adjustment Methods for Employment and Unemployment Statistics
Author | : Estela Bee Dagum |
Publsiher | : Unknown |
Total Pages | : 134 |
Release | : 1978 |
Genre | : Government publications |
ISBN | : PURD:32754063269181 |
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Economic Time Series
Author | : William R. Bell,Scott H. Holan,Tucker S. McElroy |
Publsiher | : CRC Press |
Total Pages | : 554 |
Release | : 2012-03-19 |
Genre | : Mathematics |
ISBN | : 9781439846582 |
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Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals. This compilation of 21 chapters showcases the cross-fertilization between the fields of time series modeling and seasonal adjustment, as is reflected both in the contents of the chapters and in their authorship, with contributors coming from academia and government statistical agencies. For easier perusal and absorption, the contents have been grouped into seven topical sections: Section I deals with periodic modeling of time series, introducing, applying, and comparing various seasonally periodic models Section II examines the estimation of time series components when models for series are misspecified in some sense, and the broader implications this has for seasonal adjustment and business cycle estimation Section III examines the quantification of error in X-11 seasonal adjustments, with comparisons to error in model-based seasonal adjustments Section IV discusses some practical problems that arise in seasonal adjustment: developing asymmetric trend-cycle filters, dealing with both temporal and contemporaneous benchmark constraints, detecting trading-day effects in monthly and quarterly time series, and using diagnostics in conjunction with model-based seasonal adjustment Section V explores outlier detection and the modeling of time series containing extreme values, developing new procedures and extending previous work Section VI examines some alternative models and inference procedures for analysis of seasonal economic time series Section VII deals with aspects of modeling, estimation, and forecasting for nonseasonal economic time series By presenting new methodological developments as well as pertinent empirical analyses and reviews of established methods, the book provides much that is stimulating and practically useful for the serious researcher and analyst of economic time series.
Forecasting principles and practice
Author | : Rob J Hyndman,George Athanasopoulos |
Publsiher | : OTexts |
Total Pages | : 380 |
Release | : 2018-05-08 |
Genre | : Business & Economics |
ISBN | : 9780987507112 |
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Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Seasonal Adjustment Methods
Author | : Anonim |
Publsiher | : Statistical Office of European Communities |
Total Pages | : 93 |
Release | : 1998-01-01 |
Genre | : Economics |
ISBN | : 928285034X |
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A Comparison and Assessment of Seasonal Adjustment Methods for Employment and Unemployment Statistics
Author | : Estela Bee Dagum |
Publsiher | : Unknown |
Total Pages | : 136 |
Release | : 1978 |
Genre | : Labor supply |
ISBN | : UCR:31210024825539 |
Download A Comparison and Assessment of Seasonal Adjustment Methods for Employment and Unemployment Statistics Book in PDF, Epub and Kindle