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Seasonal Adjustment Without Revisions
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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.
Book Synopsis Seasonal Adjustment with and Without Revisions by : Barend Abeln
Download or read book Seasonal Adjustment with and Without Revisions written by Barend Abeln and published by . This book was released on 2015 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Data Revisions with Moving Average Seasonal Adjustment Procedures by : David A. Pierce
Download or read book Data Revisions with Moving Average Seasonal Adjustment Procedures written by David A. Pierce and published by . This book was released on 1979 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 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.
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 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.
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 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 On Concurrent Seasonal Adjustment by : David A. Pierce
Download or read book On Concurrent Seasonal Adjustment written by David A. Pierce and published by . This book was released on 1985 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Seasonal Adjustment when Both Deterministic and Stochastic Seasonality are Present by : David A. Pierce
Download or read book Seasonal Adjustment when Both Deterministic and Stochastic Seasonality are Present written by David A. Pierce and published by . This book was released on 1976 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Controlling Revisions in Arima-Model-Based Seasonal Adjustment by : Christophe Planas
Download or read book Controlling Revisions in Arima-Model-Based Seasonal Adjustment written by Christophe Planas and published by . This book was released on 2004 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Statistical Office of the European Community (EUROSTAT) currently uses two different methods for seasonally adjusting macroeconomic indicators, through the implementations of the programs X-12-ARIMA (Findley et al., 1998) and TRAMO-SEATS (Gomez and Maravall, 1996). A major difference between the two methodologies is that X-11 filters are of finite length while the signal extraction filters in TRAMO-SEATS are infinite whenever the observed series model embodies a MA part. In this paper, we show how infinite seasonal adjustment filters can be optimally approximated by finite ones, and we apply this result to the problem of controlling the length of the revision period. We also show how considering finite versions of the signal extraction filters improves the interpretation of the X-11 filters in the model-based framework.
Book Synopsis Current Issues on Seasonal Adjustment by : Estela Bee Dagum
Download or read book Current Issues on Seasonal Adjustment written by Estela Bee Dagum and published by . This book was released on 1987 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This paper discusses three problems that have been a major preoccupation among researchers and practitioners of seasonal adjustment in statistical bureaus for the last ten years. These problems are (1) the use of concurrent versus seasonal factor forecasts for current seasonal adjustment, (2) finding an optional pattern of revisions for series seasonally adjusted with concurrent factors and (3) smoothing highly irregular seasonally adjusted data"--Abstract.
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 Manufacturers' Shipments, Inventories, and Orders by : United States. Bureau of the Census
Download or read book Manufacturers' Shipments, Inventories, and Orders written by United States. Bureau of the Census and published by . This book was released on 1978 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Seasonal Adjustment on Electronic Computers by :
Download or read book Seasonal Adjustment on Electronic Computers written by and published by . This book was released on 1961 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Seasonal Adjustment Methods written by and published by Statistical Office of European Communities. This book was released on 1998-01-01 with total page 93 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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:
