Estimating Trading Day Variation In Monthly Economic Time Series
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Estimating Trading Day Variation In Monthly Economic Time Series
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Author : Allan H. Young
language : en
Publisher:
Release Date : 1965
Estimating Trading Day Variation In Monthly Economic Time Series written by Allan H. Young and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1965 with Seasonal variations (Economics) categories.
Economic Time Series
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Author : William R. Bell
language : en
Publisher: CRC Press
Release Date : 2018-11-14
Economic Time Series written by William R. Bell and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-14 with Mathematics categories.
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 s
Technical Paper
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Author :
language : en
Publisher:
Release Date :
Technical Paper written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on with United States categories.
Technical Paper United States Bureau Of The Census
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Author :
language : en
Publisher:
Release Date : 1953
Technical Paper United States Bureau Of The Census written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1953 with categories.
Time Series Analysis And Adjustment
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Author : Haim Y. Bleikh
language : en
Publisher: CRC Press
Release Date : 2016-02-24
Time Series Analysis And Adjustment written by Haim Y. Bleikh and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-02-24 with Business & Economics categories.
In Time Series Analysis and Adjustment the authors explain how the last four decades have brought dramatic changes in the way researchers analyze economic and financial data on behalf of economic and financial institutions and provide statistics to whomsoever requires them. Such analysis has long involved what is known as econometrics, but time series analysis is a different approach driven more by data than economic theory and focused on modelling. An understanding of time series and the application and understanding of related time series adjustment procedures is essential in areas such as risk management, business cycle analysis, and forecasting. Dealing with economic data involves grappling with things like varying numbers of working and trading days in different months and movable national holidays. Special attention has to be given to such things. However, the main problem in time series analysis is randomness. In real-life, data patterns are usually unclear, and the challenge is to uncover hidden patterns in the data and then to generate accurate forecasts. The case studies in this book demonstrate that time series adjustment methods can be efficaciously applied and utilized, for both analysis and forecasting, but they must be used in the context of reasoned statistical and economic judgment. The authors believe this is the first published study to really deal with this issue of context.
Current Business Reports
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Author :
language : en
Publisher:
Release Date : 1986-12
Current Business Reports written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986-12 with Wholesale trade categories.
Seasonal Adjustment Methods And Real Time Trend Cycle Estimation
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Author : Estela Bee Dagum
language : en
Publisher: Springer
Release Date : 2016-06-20
Seasonal Adjustment Methods And Real Time Trend Cycle Estimation written by Estela Bee Dagum and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-20 with Business & Economics categories.
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.
Business Cycle Developments
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Author :
language : en
Publisher:
Release Date : 1964
Business Cycle Developments written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1964 with categories.
Census Bureau Methodological Research
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Author : United States. Bureau of the Census
language : en
Publisher:
Release Date : 1963
Census Bureau Methodological Research written by United States. Bureau of the Census and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1963 with Experimental design categories.
Current Retail Trade Reports
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Author : United States. Bureau of the Census
language : en
Publisher:
Release Date : 1967-05
Current Retail Trade Reports written by United States. Bureau of the Census and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1967-05 with Retail trade categories.