Seasonal Adjustment With The X 11 Method
DOWNLOAD
FREE 30 Days
Download Seasonal Adjustment With The X 11 Method PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Seasonal Adjustment With The X 11 Method book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Seasonal Adjustment With The X 11 Method
DOWNLOAD
FREE 30 Days
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.
The X 11 Variant Of The Census Method Ii Seasonal Adjustment Program
DOWNLOAD
FREE 30 Days
Author : Julius Shiskin
language : en
Publisher:
Release Date : 1965
The X 11 Variant Of The Census Method Ii Seasonal Adjustment Program 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 1965 with Seasonal variations (Economics) categories.
Seasonal Adjustment Methods And Real Time Trend Cycle Estimation
DOWNLOAD
FREE 30 Days
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.
A Comparison And Assessment Of Seasonal Adjustment Methods For Employment And Unemployment Statistics
DOWNLOAD
FREE 30 Days
Author : Estela Bee Dagum
language : en
Publisher:
Release Date : 1978
A Comparison And Assessment Of Seasonal Adjustment Methods For Employment And Unemployment Statistics written by Estela Bee Dagum and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1978 with Government publications categories.
Seasonal Adjustment As A Practical Problem
DOWNLOAD
FREE 30 Days
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.
Economic Time Series
DOWNLOAD
FREE 30 Days
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
Forecasting Principles And Practice
DOWNLOAD
FREE 30 Days
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.
A Guide To Seasonal Adjustment Of Labor Force Data
DOWNLOAD
FREE 30 Days
Author : John F. Stinson
language : en
Publisher:
Release Date : 1982
A Guide To Seasonal Adjustment Of Labor Force Data written by John F. Stinson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with Government publications categories.
Sas For Forecasting Time Series Third Edition
DOWNLOAD
FREE 30 Days
Author : John C. Brocklebank, Ph.D.
language : en
Publisher: SAS Institute
Release Date : 2018-03-14
Sas For Forecasting Time Series Third Edition written by John C. Brocklebank, Ph.D. and has been published by SAS Institute this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-03-14 with Computers categories.
To use statistical methods and SAS applications to forecast the future values of data taken over time, you need only follow this thoroughly updated classic on the subject. With this third edition of SAS for Forecasting Time Series, intermediate-to-advanced SAS users—such as statisticians, economists, and data scientists—can now match the most sophisticated forecasting methods to the most current SAS applications. Starting with fundamentals, this new edition presents methods for modeling both univariate and multivariate data taken over time. From the well-known ARIMA models to unobserved components, methods that span the range from simple to complex are discussed and illustrated. Many of the newer methods are variations on the basic ARIMA structures. Completely updated, this new edition includes fresh, interesting business situations and data sets, and new sections on these up-to-date statistical methods: ARIMA models Vector autoregressive models Exponential smoothing models Unobserved component and state-space models Seasonal adjustment Spectral analysis Focusing on application, this guide teaches a wide range of forecasting techniques by example. The examples provide the statistical underpinnings necessary to put the methods into practice. The following up-to-date SAS applications are covered in this edition: The ARIMA procedure The AUTOREG procedure The VARMAX procedure The ESM procedure The UCM and SSM procedures The X13 procedure The SPECTRA procedure SAS Forecast Studio Each SAS application is presented with explanation of its strengths, weaknesses, and best uses. Even users of automated forecasting systems will benefit from this knowledge of what is done and why. Moreover, the accompanying examples can serve as templates that you easily adjust to fit your specific forecasting needs. This book is part of the SAS Press program.
Modelling Seasonality
DOWNLOAD
FREE 30 Days
Author : Svend Hylleberg
language : en
Publisher: Oxford University Press, USA
Release Date : 1992
Modelling Seasonality written by Svend Hylleberg and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Business & Economics categories.
This volume brings together leading papers on the existing standard economic theory of seasonality as well as papers which apply newer statistical tools to the modelling of seasonal phenomena. It includes a discussion of the X-11 method of seasonal adjustment, as well as an assessment ofrecent developments in the field.