Seasonal Adjustment Without Revisions
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Seasonal Adjustment Without Revisions
Author | : Barend Abeln,Jan P. A. M. Jacobs |
Publsiher | : Springer Nature |
Total Pages | : 94 |
Release | : 2023-02-13 |
Genre | : Business & Economics |
ISBN | : 9783031228452 |
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Seasonality in economic time series can "obscure" movements of other components in a series that are operationally more important for economic and econometric analyses. In practice, one often prefers to work with seasonally adjusted data to assess the current state of the economy and its future course. This book presents a seasonal adjustment program called CAMPLET, an acronym of its tuning parameters, which consists of a simple adaptive procedure to extract the seasonal and the non-seasonal component from an observed series. Once this process is carried out, there will be no need to revise these components at a later stage when new observations become available. The authors describe the main features of CAMPLET, evaluate the outcomes of CAMPLET and X-13ARIMA-SEATS in a controlled simulation framework using a variety of data generating processes, and illustrate CAMPLET and X-13ARIMA-SEATS with three time series: US non-farm payroll employment, operational income of Ahold and real GDP in the Netherlands. Furthermore they show how CAMPLET performs under the COVID-19 crisis, and its attractiveness in dealing with daily data. This book appeals to scholars and students of econometrics and statistics, interested in the application of statistical methods for empirical economic modeling.
Tests and Revisions of Bureau of the Census Methods of Seasonal Adjustments
Author | : Julius Shiskin |
Publsiher | : Unknown |
Total Pages | : 76 |
Release | : 1961 |
Genre | : Computers |
ISBN | : PSU:000073213703 |
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This report is a reissue of a paper entitled, "Electronic computer seasonal adjustments--tests and revisions of U.S. census methods" [by Julius Shiskin]. The paper was presented at a conference on the use of electronic computers for seasonal adjustments held in Paris, November 28-30, 1960, under the auspices of the Organization for European Economic Cooperation.
Employment and Earnings
Author | : Anonim |
Publsiher | : Unknown |
Total Pages | : 796 |
Release | : 1996 |
Genre | : Hours of labor |
ISBN | : UOM:35128001982279 |
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CPI Detailed Report
Author | : Anonim |
Publsiher | : Unknown |
Total Pages | : 722 |
Release | : 1975 |
Genre | : Consumer price indexes |
ISBN | : UIUC:30112067405388 |
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Consumer price index, U.S. city average and selected areas.
Construction Reports
Author | : Anonim |
Publsiher | : Unknown |
Total Pages | : 372 |
Release | : 1978 |
Genre | : Building |
ISBN | : IND:30000099244422 |
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Survey of Current Business
Author | : Anonim |
Publsiher | : Unknown |
Total Pages | : 760 |
Release | : 2003 |
Genre | : Commercial statistics |
ISBN | : MSU:31293026356661 |
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Current Population Survey
Author | : Anonim |
Publsiher | : Unknown |
Total Pages | : 180 |
Release | : 2006 |
Genre | : Demographic surveys |
ISBN | : WISC:89113071773 |
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Monthly Labor Review
Author | : Anonim |
Publsiher | : Unknown |
Total Pages | : 148 |
Release | : 2007-03 |
Genre | : Labor laws and legislation |
ISBN | : UFL:31262091110402 |
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Publishes in-depth articles on labor subjects, current labor statistics, information about current labor contracts, and book reviews.