Seasonal Adjustment Methods And Real Time Trend Cycle Estimation
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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.
Seasonal Adjustment As A Practical Problem
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Author : F. A. G. den Butter
language : en
Publisher: North Holland
Release Date : 1991
Seasonal Adjustment As A Practical Problem written by F. A. G. den Butter and has been published by North Holland this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Seasonal variations (Economics) categories.
Presented in this book is the theory and the practice of seasonal adjustment of economic series from the viewpoint of economic policy design. The book offers the economist and practical statistician the opportunity to acquire new and important analytical insights as well as practical tools. Moreover, it discusses the historical development of the practice of seasonal adjustment as applied for policy analysis with Persons in the early twenties, via Zaycoff and Mendershausen in the thirties, through present day modelling with the aid of Kalman filters. Each method treated is empirically illustrated while a comparative analysis is made to assess the appropriateness of the various methods.
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.
Seasonal Adjustment With The X 11 Method
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Author : Dominique Ladiray
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Seasonal Adjustment With The X 11 Method written by Dominique Ladiray and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Computers categories.
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.
Forecasting Principles And Practice
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Author : Rob J Hyndman
language : en
Publisher: OTexts
Release Date : 2018-05-08
Forecasting Principles And Practice written by Rob J Hyndman and has been published by OTexts this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-05-08 with Business & Economics categories.
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 On Electronic Computers
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Author :
language : en
Publisher:
Release Date : 1961
Seasonal Adjustment On Electronic Computers written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1961 with Computer programming categories.
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.
Seasonal Adjustments By Electronic Computer Methods
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Author : Julius Shiskin
language : en
Publisher:
Release Date : 1958
Seasonal Adjustments By Electronic Computer Methods written by Julius Shiskin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1958 with Computers categories.
Seasonal Adjustment Without Revisions
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Author : Barend Abeln
language : en
Publisher: Springer Nature
Release Date : 2023-02-13
Seasonal Adjustment Without Revisions written by Barend Abeln and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-02-13 with Business & Economics categories.
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.
Applied Computational Intelligence And Mathematical Methods
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Author : Radek Silhavy
language : en
Publisher: Springer
Release Date : 2017-09-04
Applied Computational Intelligence And Mathematical Methods written by Radek Silhavy and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-09-04 with Technology & Engineering categories.
The book discusses real-world problems and exploratory research in computational intelligence and mathematical models. It brings new approaches and methods to real-world problems and exploratory research that describes novel approaches in the mathematical methods, computational intelligence methods and software engineering in the scope of the intelligent systems. This book constitutes the refereed proceedings of the Computational Methods in Systems and Software 2017, a conference that provided an international forum for the discussion of the latest high-quality research results in all areas related to computational methods, statistics, cybernetics and software engineering.