Seasonal Adjustment Methods And Real Time Trend Cycle Estimation

Author : Estela Bee Dagum
Publisher : Springer
ISBN 13 : 3319318225
Total Pages : 283 pages
Book Rating : 4.26/5 ( download)

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Download or read book Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation written by Estela Bee Dagum and published by Springer. This book was released on 2016-06-20 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Rob J Hyndman
Publisher : OTexts
ISBN 13 : 0987507117
Total Pages : 380 pages
Book Rating : 4.12/5 ( download)

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Download or read book Forecasting: principles and practice written by Rob J Hyndman and published by OTexts. This book was released on 2018-05-08 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Dominique Ladiray
Publisher : Springer Science & Business Media
ISBN 13 : 1461301750
Total Pages : 245 pages
Book Rating : 4.52/5 ( download)

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Download or read book Seasonal Adjustment with the X-11 Method written by Dominique Ladiray and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : F. A. G. den Butter
Publisher : North Holland
ISBN 13 :
Total Pages : 236 pages
Book Rating : 4.25/5 ( download)

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Download or read book Seasonal Adjustment as a Practical Problem written by F. A. G. den Butter and published by North Holland. This book was released on 1991 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Haim Y. Bleikh
Publisher : CRC Press
ISBN 13 : 1317010183
Total Pages : 149 pages
Book Rating : 4.80/5 ( download)

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Download or read book Time Series Analysis and Adjustment written by Haim Y. Bleikh and published by CRC Press. This book was released on 2016-02-24 with total page 149 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : William R. Bell
Publisher : CRC Press
ISBN 13 : 1439846588
Total Pages : 544 pages
Book Rating : 4.82/5 ( download)

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Download or read book Economic Time Series written by William R. Bell and published by CRC Press. This book was released on 2018-11-14 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Author : Barend Abeln
Publisher : Springer Nature
ISBN 13 : 3031228456
Total Pages : 94 pages
Book Rating : 4.52/5 ( download)

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Download or read book Seasonal Adjustment Without Revisions written by Barend Abeln and published by Springer Nature. This book was released on 2023-02-13 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Julius Shiskin
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.35/5 ( download)

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Download or read book Seasonal Adjustments by Electronic Computer Methods written by Julius Shiskin and published by . This book was released on 1958 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Allan H. Young
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.85/5 ( download)

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Download or read book Estimating Trading-day Variation in Monthly Economic Time Series written by Allan H. Young and published by . This book was released on 1965 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Radek Silhavy
Publisher : Springer
ISBN 13 : 3319676210
Total Pages : 394 pages
Book Rating : 4.10/5 ( download)

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Download or read book Applied Computational Intelligence and Mathematical Methods written by Radek Silhavy and published by Springer. This book was released on 2017-09-04 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.