Trend Cycle Seasonal Interactions
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On Trend Cycle Seasonal Interactions
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Author : Irma Hindrayanto
language : en
Publisher:
Release Date : 2014
On Trend Cycle Seasonal Interactions written by Irma Hindrayanto and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.
Trend Cycle Seasonal Interactions
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Author : Irma Hindrayanto
language : en
Publisher:
Release Date : 2017
Trend Cycle Seasonal Interactions written by Irma Hindrayanto and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017 with categories.
Economists typically use seasonally adjusted data in which the assumption is imposed that seasonality is uncorrelated with trend and cycle. The importance of this assumption has been highlighted by the Great Recession. The paper examines an unobserved components model that permits non-zero correlations between seasonal and nonseasonal shocks. Identification conditions for estimation of the parameters are discussed from the perspectives of both analytical and simulation results. Applications to UK household consumption expenditures and US employment reject the zero correlation restrictions and also show that the correlation assumptions imposed have important implications about the evolution of the trend and cycle in the post-Great Recession period.
On Trend Cycle Seasonal Interactions
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Author : Jan Jacobs
language : en
Publisher:
Release Date : 2014
On Trend Cycle Seasonal Interactions written by Jan Jacobs and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.
Seasonality With Trend And Cycle Interactions In Unobserved Components Models
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Author : Siem Jan Koopman
language : en
Publisher:
Release Date : 2008
Seasonality With Trend And Cycle Interactions In Unobserved Components Models written by Siem Jan Koopman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with 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.
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.
The Foundations Of Modern Time Series Analysis
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Author : Terence C. Mills
language : en
Publisher: Springer
Release Date : 2011-06-29
The Foundations Of Modern Time Series Analysis written by Terence C. Mills and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-06-29 with Business & Economics categories.
This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication in 1970, showing how these methods laid the foundations for the modern techniques of Time Series analysis that are in use today.
Seasonal Adaptations Of Insects
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Author : Maurice J. Tauber
language : en
Publisher: Oxford University Press, USA
Release Date : 1986
Seasonal Adaptations Of Insects written by Maurice J. Tauber 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 1986 with Adaptation (Biology) categories.
This balanced comprehensive account traces the alterations in body form undergone by insects as they adapt to seasonal change, exploring both theoretical aspects and practical issues. Topics explored include natural history, genetics, evolution, and management of insect adaptations.
Statistical Methods For Trend Detection And Analysis In The Environmental Sciences
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Author : Richard Chandler
language : en
Publisher: John Wiley & Sons
Release Date : 2011-03-25
Statistical Methods For Trend Detection And Analysis In The Environmental Sciences written by Richard Chandler and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-03-25 with Mathematics categories.
The need to understand and quantify change is fundamental throughout the environmental sciences. This might involve describing past variation, understanding the mechanisms underlying observed changes, making projections of possible future change, or monitoring the effect of intervening in some environmental system. This book provides an overview of modern statistical techniques that may be relevant in problems of this nature. Practitioners studying environmental change will be familiar with many classical statistical procedures for the detection and estimation of trends. However, the ever increasing capacity to collect and process vast amounts of environmental information has led to growing awareness that such procedures are limited in the insights that they can deliver. At the same time, significant developments in statistical methodology have often been widely dispersed in the statistical literature and have therefore received limited exposure in the environmental science community. This book aims to provide a thorough but accessible review of these developments. It is split into two parts: the first provides an introduction to this area and the second part presents a collection of case studies illustrating the practical application of modern statistical approaches to the analysis of trends in real studies. Key Features: Presents a thorough introduction to the practical application and methodology of trend analysis in environmental science. Explores non-parametric estimation and testing as well as parametric techniques. Methods are illustrated using case studies from a variety of environmental application areas. Looks at trends in all aspects of a process including mean, percentiles and extremes. Supported by an accompanying website featuring datasets and R code. The book is designed to be accessible to readers with some basic statistical training, but also contains sufficient detail to serve as a reference for practising statisticians. It will therefore be of use to postgraduate students and researchers both in the environmental sciences and in statistics.
Filtering None Linear State Space Models Methods And Economic Applications
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Author : Kai Ming Lee
language : en
Publisher: Rozenberg Publishers
Release Date : 2010
Filtering None Linear State Space Models Methods And Economic Applications written by Kai Ming Lee and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.