Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation

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Author :
Publisher : Springer
ISBN 13 : 3319318225
Total Pages : 293 pages
Book Rating : 4.3/5 (193 download)

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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.

Construction Reports

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Publisher :
ISBN 13 :
Total Pages : 200 pages
Book Rating : 4.3/5 (126 download)

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Book Synopsis Construction Reports by :

Download or read book Construction Reports written by and published by . This book was released on 1981 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Seasonal Adjustment Without Revisions

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Author :
Publisher : Springer Nature
ISBN 13 : 3031228456
Total Pages : 94 pages
Book Rating : 4.0/5 (312 download)

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Book Synopsis Seasonal Adjustment Without Revisions by : Barend Abeln

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.

The Econometric Analysis of Seasonal Time Series

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Publisher : Cambridge University Press
ISBN 13 : 9780521565882
Total Pages : 258 pages
Book Rating : 4.5/5 (658 download)

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Book Synopsis The Econometric Analysis of Seasonal Time Series by : Eric Ghysels

Download or read book The Econometric Analysis of Seasonal Time Series written by Eric Ghysels and published by Cambridge University Press. This book was released on 2001-06-18 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic distribution theory for linear nonstationary seasonal stochastic processes. They also cover the latest contributions to the theory and practice of seasonal adjustment, together with its implications for estimation and hypothesis testing. Moreover, a comprehensive analysis of periodic models is provided, including stationary and nonstationary cases. The book concludes with a discussion of some nonlinear seasonal and periodic models. The treatment is designed for an audience of researchers and advanced graduate students.

Time Series Analysis and Adjustment

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Author :
Publisher : CRC Press
ISBN 13 : 1317010183
Total Pages : 149 pages
Book Rating : 4.3/5 (17 download)

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Book Synopsis Time Series Analysis and Adjustment by : Haim Y. Bleikh

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.

Bulletin of the United States Bureau of Labor Statistics

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Publisher :
ISBN 13 :
Total Pages : 476 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Bulletin of the United States Bureau of Labor Statistics by :

Download or read book Bulletin of the United States Bureau of Labor Statistics written by and published by . This book was released on 1996 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Business Statistics of the United States 2009

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Author :
Publisher : Bernan Press
ISBN 13 : 1598883348
Total Pages : 687 pages
Book Rating : 4.5/5 (988 download)

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Book Synopsis Business Statistics of the United States 2009 by : Cornelia J. Strawser

Download or read book Business Statistics of the United States 2009 written by Cornelia J. Strawser and published by Bernan Press. This book was released on 2009-09-16 with total page 687 pages. Available in PDF, EPUB and Kindle. Book excerpt: Business Statistics of the United States: Patterns of Economic Change is a comprehensive and practical collection of data that reflects the nation's economic performance since 1929. It provides 80 years of annual data in regional, demographic, and industrial detail for key indicators such as:

Business Statistics of the United States 2010

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Author :
Publisher : Bernan Press
ISBN 13 : 1598884158
Total Pages : 648 pages
Book Rating : 4.5/5 (988 download)

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Book Synopsis Business Statistics of the United States 2010 by : Cornelia J. Strawser

Download or read book Business Statistics of the United States 2010 written by Cornelia J. Strawser and published by Bernan Press. This book was released on 2010-09-30 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt: Business Statistics of the United States: Patterns of Economic Change is a comprehensive and practical collection of data that reflects the nation's economic performance since 1929. It provides over 80 years of annual data in regional, demographic, and industrial detail for key indicators such as:

Business Statistics of the United States 2012

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Author :
Publisher : Bernan Press
ISBN 13 : 1598885294
Total Pages : 674 pages
Book Rating : 4.5/5 (988 download)

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Book Synopsis Business Statistics of the United States 2012 by : Cornelia J. Strawser

Download or read book Business Statistics of the United States 2012 written by Cornelia J. Strawser and published by Bernan Press. This book was released on 2012-10-30 with total page 674 pages. Available in PDF, EPUB and Kindle. Book excerpt: Business Statistics of the United States: Patterns of Economic Change is a comprehensive and practical collection of data that reflects the nation's economic performance since 1929. It provides over 80 years of annual data in regional, demographic, and industrial detail for key indicators such as: gross domestic product, personal income, spending, saving, employment, unemployment, the capital stock, and more. Business Statistics of the United States is the best place to find historical perspectives on the U.S. economy. Of equal importance to the data are the introductory highlights, extensive notes, and figures for each chapter that help users to understand the data, use them appropriately, and, if desired, seek additional information from the sources agencies. Business Statistics of the United States provides a rich and deep picture of the American economy and contains approximately 3,500 time series in all. The data are predominately from federal government sources including: ·Board of Governors of The Federal Reserve System ·Bureau of Economic Analysis ·Bureau of Labor Statistics ·Census Bureau ·Employment and Training Administration ·Energy Information Administration ·Federal Housing Finance Agency ·U.S. Department of the Treasury

An Introduction to Time Series Analysis and Forecasting

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Publisher : Academic Press
ISBN 13 : 0127678700
Total Pages : 556 pages
Book Rating : 4.1/5 (276 download)

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Book Synopsis An Introduction to Time Series Analysis and Forecasting by : Robert A. Yaffee

Download or read book An Introduction to Time Series Analysis and Forecasting written by Robert A. Yaffee and published by Academic Press. This book was released on 2000-04-27 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: A time series is a set of repeated measurements of the same phenomenon taken sequentially over time. Capturing the data creates a time series "memory" to document correlations or lack, and to help them make decisions based on this data.

Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series

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Author :
Publisher : Springer Science & Business Media
ISBN 13 : 0387354395
Total Pages : 418 pages
Book Rating : 4.3/5 (873 download)

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Book Synopsis Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series by : Estela Bee Dagum

Download or read book Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series written by Estela Bee Dagum and published by Springer Science & Business Media. This book was released on 2006-09-23 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time series play a crucial role in modern economies at all levels of activity and are used by decision makers to plan for a better future. Before publication time series are subject to statistical adjustments and this is the first statistical book to systematically deal with the methods most often applied for such adjustments. Regression-based models are emphasized because of their clarity, ease of application, and superior results. Each topic is illustrated with real case examples. In order to facilitate understanding of their properties and limitations of the methods discussed a real data example is followed throughout the book.

Time-Series Forecasting

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Publisher : CRC Press
ISBN 13 : 1420036203
Total Pages : 281 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Time-Series Forecasting by : Chris Chatfield

Download or read book Time-Series Forecasting written by Chris Chatfield and published by CRC Press. This book was released on 2000-10-25 with total page 281 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the author of the bestselling "Analysis of Time Series," Time-Series Forecasting offers a comprehensive, up-to-date review of forecasting methods. It provides a summary of time-series modelling procedures, followed by a brief catalogue of many different time-series forecasting methods, ranging from ad-hoc methods through ARIMA and state-space

Seasonality in Human Mortality

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Publisher : Springer Science & Business Media
ISBN 13 : 3540449027
Total Pages : 221 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Seasonality in Human Mortality by : Roland Rau

Download or read book Seasonality in Human Mortality written by Roland Rau and published by Springer Science & Business Media. This book was released on 2006-11-24 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt: Seasonal fluctuations in mortality are a persistent phenomenon, but variations from culture to culture pose fascinating questions. This book investigates whether sociodemographic and socioeconomic factors play a role as important for seasonal mortality as they do for mortality in general. Using modern statistical methods, the book shows, for example, that in the United States the fluctuations between winter and summer mortality are smaller the more years someone has spent in school.

Time Series Techniques for Economists

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Publisher : Cambridge University Press
ISBN 13 : 9780521405744
Total Pages : 392 pages
Book Rating : 4.4/5 (57 download)

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Book Synopsis Time Series Techniques for Economists by : Terence C. Mills

Download or read book Time Series Techniques for Economists written by Terence C. Mills and published by Cambridge University Press. This book was released on 1990 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: The application of time series techniques in economics has become increasingly important, both for forecasting purposes and in the empirical analysis of time series in general. In this book, Terence Mills not only brings together recent research at the frontiers of the subject, but also analyses the areas of most importance to applied economics. It is an up-to-date text which extends the basic techniques of analysis to cover the development of methods that can be used to analyse a wide range of economic problems. The book analyses three basic areas of time series analysis: univariate models, multivariate models, and non-linear models. In each case the basic theory is outlined and then extended to cover recent developments. Particular emphasis is placed on applications of the theory to important areas of applied economics and on the computer software and programs needed to implement the techniques. This book clearly distinguishes itself from its competitors by emphasising the techniques of time series modelling rather than technical aspects such as estimation, and by the breadth of the models considered. It features many detailed real-world examples using a wide range of actual time series. It will be useful to econometricians and specialists in forecasting and finance and accessible to most practitioners in economics and the allied professions.

Business Statistics of the United States 2015

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Author :
Publisher : Bernan Press
ISBN 13 : 1598887955
Total Pages : 565 pages
Book Rating : 4.5/5 (988 download)

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Book Synopsis Business Statistics of the United States 2015 by : Susan Ockert

Download or read book Business Statistics of the United States 2015 written by Susan Ockert and published by Bernan Press. This book was released on 2015-12-16 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: Business Statistics of the United States is a comprehensive and practical collection of data from as early as 1890 that reflects the nation's economic performance. It provides over 80 years of annual, quarterly, and monthly data in industrial and demographic detail including key indicators such as: gross domestic product, personal income, spending, saving, employment, unemployment, the capital stock, and more. Business Statistics of the United States is the best place to find historical perspectives on the U.S. economy. Of equal importance to the data are the introductory highlights, extensive notes, and figures for each chapter that help users to understand the data, use them appropriately, and, if desired, seek additional information from the sources agencies. Business Statistics of the United States provides a rich and deep picture of the American economy and contains approximately 3,500 time series in all. The data are predominately from federal government sources including: Board of Governors of The Federal Reserve System Bureau of Economic Analysis Bureau of Labor Statistics Census Bureau Employment and Training Administration Energy Information Administration Federal Housing Finance Agency U.S. Department of the Treasury

Business Statistics of the United States 2016

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Author :
Publisher : Bernan Press
ISBN 13 : 159888879X
Total Pages : 563 pages
Book Rating : 4.5/5 (988 download)

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Book Synopsis Business Statistics of the United States 2016 by : Susan Ockert

Download or read book Business Statistics of the United States 2016 written by Susan Ockert and published by Bernan Press. This book was released on 2016-12-27 with total page 563 pages. Available in PDF, EPUB and Kindle. Book excerpt: Business Statistics of the United States is a comprehensive and practical collection of data from as early as 1890 that reflects the nation's economic performance. It provides over 80 years of annual, quarterly, and monthly data in industrial and demographic detail including key indicators such as: gross domestic product, personal income, spending, saving, employment, unemployment, the capital stock, and more. Business Statistics of the United States is the best place to find historical perspectives on the U.S. economy. Of equal importance to the data are the introductory highlights, extensive notes, and figures for each chapter that help users to understand the data, use them appropriately, and, if desired, seek additional information from the sources agencies. Business Statistics of the United States provides a rich and deep picture of the American economy and contains approximately 3,500 time series in all. The data are predominately from federal government sources including: Board of Governors of The Federal Reserve System Bureau of Economic Analysis Bureau of Labor Statistics Census Bureau Employment and Training Administration Energy Information Administration Federal Housing Finance Agency U.S. Department of the Treasury What’s New in the 21st Edition: An original article titled “The Great Recession 2007–2009 and Recovery 2010–2015” detailing the economic impact of the longest recession since World War II A new section in Chapter 3 on health insurance coverage in the United States New tables in Chapter 13 on international comparisons as well as new figures on topics relating to health care and gross domestic product (GDP)

Business Statistics of the United States 2017

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Author :
Publisher : Bernan Press
ISBN 13 : 1598889494
Total Pages : 525 pages
Book Rating : 4.5/5 (988 download)

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Book Synopsis Business Statistics of the United States 2017 by : Susan Ockert

Download or read book Business Statistics of the United States 2017 written by Susan Ockert and published by Bernan Press. This book was released on 2017-12-27 with total page 525 pages. Available in PDF, EPUB and Kindle. Book excerpt: Business Statistics of the United States is a comprehensive and practical collection of data from as early as 1913 that reflects the nation's economic performance. It provides over 80 years of annual, quarterly, and monthly data in industrial and demographic detail including key indicators such as: gross domestic product, personal income, spending, saving, employment, unemployment, the capital stock, and more. Business Statistics of the United States is the best place to find historical perspectives on the U.S. economy. Of equal importance to the data are the introductory highlights, extensive notes, and figures for each chapter that help users to understand the data, use them appropriately, and, if desired, seek additional information from the source agencies. Business Statistics of the United States provides a rich and deep picture of the American economy and contains approximately 3,500 time series in all. The data are predominately from federal government sources including: Board of Governors of The Federal Reserve System Bureau of Economic Analysis Bureau of Labor Statistics Census Bureau Employment and Training Administration Energy Information Administration Federal Housing Finance Agency U.S. Department of the Treasury