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Empirical Comparison Of Two Methods For Non Gaussian Seasonal Adjustment
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Book Synopsis Empirical Comparison of Two Methods for Non-gaussian Seasonal Adjustment by : Andrew G. Bruce
Download or read book Empirical Comparison of Two Methods for Non-gaussian Seasonal Adjustment written by Andrew G. Bruce and published by . This book was released on 1992 with total page 85 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study compares two new seasonal adjustment methods designed to handle outliers and structural changes: X-12-ARIMA seasonal adjustment method and GAUSUM-STM. X-12-ARIMA is a successor to the X-11-ARIMA seasonal adjustment methods, and is being developed at the U.S. Bureau of the Census (Findley et al. (1988)). GAUSUM-STM is a non-Gaussian method using time series structural models, and was developed for this study based on methodology proposed by Kitagawa (1990).
Book Synopsis Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation by : Estela Bee Dagum
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 293 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.
Download or read book Seasonal adjustment methods written by and published by . This book was released on 1978 with total page 93 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Non-Gaussian Season Adjustment by : Andrew G. Bruce
Download or read book Non-Gaussian Season Adjustment written by Andrew G. Bruce and published by . This book was released on 1992 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study compares X-12-ARIMA and MING, two new seasonal adjustment methods designed to handle outliers and structural changes in a time series. X-12-ARIMA is a successor to the X-11-ARIMA seasonal adjustment method, and is being developed at the U.S. Bureau of the Census (Findley et al. (1988)). MING is a "Mixture based Non-Gaussian" method for seasonal adjustment using time series structural models. It was developed for this study based on methodology proposed by Kitagawa (1990).
Author :American Statistical Association. Business and Economic Statistics Section Publisher : ISBN 13 : Total Pages :580 pages Book Rating :4.3/5 (91 download)
Book Synopsis Proceedings of the Business and Economic Statistics Section by : American Statistical Association. Business and Economic Statistics Section
Download or read book Proceedings of the Business and Economic Statistics Section written by American Statistical Association. Business and Economic Statistics Section and published by . This book was released on 1998 with total page 580 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :Etats-Unis. National commission on employment and unemployment statistics Publisher : ISBN 13 : Total Pages :119 pages Book Rating :4.:/5 (462 download)
Book Synopsis A Comparison and assessment of seasonal adjustment methods for employment and unemployment statistics by : Etats-Unis. National commission on employment and unemployment statistics
Download or read book A Comparison and assessment of seasonal adjustment methods for employment and unemployment statistics written by Etats-Unis. National commission on employment and unemployment statistics and published by . This book was released on 1978 with total page 119 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Structural and Reduced-form Approaches of ARIMA Model Based Seasonal Adjustment Methods by : Estela Bee Dagum
Download or read book Structural and Reduced-form Approaches of ARIMA Model Based Seasonal Adjustment Methods written by Estela Bee Dagum and published by . This book was released on 1987 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Two strategies have been followed for the development of model-based seasonal adjustment methods. One, where each of the unobserved components, trend-cycle, seasonal and irregular is assumed to follow a normal stochastic process of the ARIMA class and the other, where the observed data are assumed to follow an ARIMA process and from it similar kind of models are derived for the components. The first approach is known as "structural" and the second, as the "reduced-form" given their similarities to the problems of identification of structures from the data in econometrics. This paper discusses the major properties and operational limitations of these two approaches. It also analyses the salient characteristics of the empirical comparisons made between model-based seasonal adjustment methods and the X-11-ARIMA which is used by the majority of government statistical agencies"--Abstract.
Book Synopsis The X-II-ARIMA Seasonal Adjustment Method by : Estela Bee Dagum
Download or read book The X-II-ARIMA Seasonal Adjustment Method written by Estela Bee Dagum and published by Statistics Canada. This book was released on 1980 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Seasonal Adjustment as a Practical Problem by : F. A. G. den Butter
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.
Book Synopsis A Comparison of Methods for Seasonal Adjustment of the Monetary Aggregates by : Marco Bianchi
Download or read book A Comparison of Methods for Seasonal Adjustment of the Monetary Aggregates written by Marco Bianchi and published by . This book was released on 1998 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper compares the performance of a four methods of seasonal adjustment for monthly monetary aggregates. The methods compared are 1. GLAS - the method currently employed by the Bank. 2. STL - a recently developed flexible non-parametric adjustment method. 3. X-11 ARIMA (a slightly modified version of X-11) an established adjustment method widely used by government agencies including the CSO. 4. STAMP a more structural method of adjustment than the other three developed by Andrew Harvey of the LSE. The paper compares these approaches against a number of criteria including the ability to give the best estimate of current data, the ability to deal with adding up constraints and trading day adjustments, and ease of use. Predictability perhaps, the paper finds that no one method does best on all criteria and so a simple conclusion on the best method cannot be drawn on the evidence of this paper. However, future work will seek to reach a conclusion about the most appropriate seasonal adjustment method for the Bank of England to apply to these series, drawing perhaps from the discussion generated by this paper.
Book Synopsis Seasonal Adjustment with the X-11 Method by : Dominique Ladiray
Download or read book Seasonal Adjustment with the X-11 Method written by Dominique Ladiray and published by . This book was released on 2011-05-01 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Comparison Study Between Classical ARIMA and Seasonal Adjustment Methods by : Xu Zhu
Download or read book Comparison Study Between Classical ARIMA and Seasonal Adjustment Methods written by Xu Zhu and published by . This book was released on 2009 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Economic Time Series by : William R. Bell
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
Book Synopsis Generalization of Polynomial Seasonal Adjustment Methods by : Pierre-A. (Pierre-Arthur) Cholette
Download or read book Generalization of Polynomial Seasonal Adjustment Methods written by Pierre-A. (Pierre-Arthur) Cholette and published by . This book was released on 1978 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Measuring Employment and Unemployment by : United States President of the United States
Download or read book Measuring Employment and Unemployment written by United States President of the United States and published by . This book was released on 1962 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :United States. President's Committee to Appraise Employment and Unemployment Statistics Publisher : ISBN 13 : Total Pages :416 pages Book Rating :4.:/5 (319 download)
Book Synopsis Measuring Employment and Unemployment by : United States. President's Committee to Appraise Employment and Unemployment Statistics
Download or read book Measuring Employment and Unemployment written by United States. President's Committee to Appraise Employment and Unemployment Statistics and published by . This book was released on 1962 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt:
