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Spectral Analysis And Parametric Methods For Seasonal Adjustment Of Economic Time Series
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Book Synopsis Spectral Analysis and Parametric Methods for Seasonal Adjustment of Economic Time Series by : Harry Myer Rosenblatt
Download or read book Spectral Analysis and Parametric Methods for Seasonal Adjustment of Economic Time Series written by Harry Myer Rosenblatt and published by . This book was released on 1965 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :Harry M. Rosenblatt Publisher :Washington, D.C. : U.S. Department of Commerce, Bureau of the Census ISBN 13 : Total Pages :0 pages Book Rating :4.:/5 (65 download)
Book Synopsis Spectral Analysis and Parametric Methods for Seasonal Adjustment of Economic Time Series by : Harry M. Rosenblatt
Download or read book Spectral Analysis and Parametric Methods for Seasonal Adjustment of Economic Time Series written by Harry M. Rosenblatt and published by Washington, D.C. : U.S. Department of Commerce, Bureau of the Census. This book was released on 1965 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Spectral Analysis and Parametric Methods for Seasonal Adjustment of Economic Time Series by :
Download or read book Spectral Analysis and Parametric Methods for Seasonal Adjustment of Economic Time Series written by and published by . This book was released on 1965 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Spectral Analysis and Parametric Methods for Seasonal Adjustment of Economic Time Series by : Harry Myer Rosenblatt
Download or read book Spectral Analysis and Parametric Methods for Seasonal Adjustment of Economic Time Series written by Harry Myer Rosenblatt and published by . This book was released on 1965 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Analysis of Economic Time Series by : Marc Nerlove
Download or read book Analysis of Economic Time Series written by Marc Nerlove and published by Academic Press. This book was released on 2014-05-10 with total page 495 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analysis of Economic Time Series: A Synthesis integrates several topics in economic time-series analysis, including the formulation and estimation of distributed-lag models of dynamic economic behavior; the application of spectral analysis in the study of the behavior of economic time series; and unobserved-components models for economic time series and the closely related problem of seasonal adjustment. Comprised of 14 chapters, this volume begins with a historical background on the use of unobserved components in the analysis of economic time series, followed by an Introduction to the theory of stationary time series. Subsequent chapters focus on the spectral representation and its estimation; formulation of distributed-lag models; elements of the theory of prediction and extraction; and formulation of unobserved-components models and canonical forms. Seasonal adjustment techniques and multivariate mixed moving-average autoregressive time-series models are also considered. Finally, a time-series model of the U.S. cattle industry is presented. This monograph will be of value to mathematicians, economists, and those interested in economic theory, econometrics, and mathematical economics.
Book Synopsis Problems of Time Series Analysis by : NERLOVE
Download or read book Problems of Time Series Analysis written by NERLOVE and published by Birkhäuser. This book was released on 1980 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt: The last decade has witnessed an increased interest in time series analysis. Non-parametric methods like spectral and cross spectral analysis are used to discover regularities in individual time series, re lationships between specific components of different time series and leads or lags between those series. Box-Jenkins procedures for the pa rametric estimation of autoregressive-moving average schemes be long nowadays to the standard equipment of a computer center. In economics this revival of time series analysis has led to numer ous empirical studies on optimal seasonal adjustment procedures, the behavior of prices, production, employment etc. More recently, Box Jenkins methods form an integral part for tests on the efficiency of markets, the effectiveness of monetary and fiscal policies and for the study of the röle of different assumptions on the formation of expec tations. This volume comprehends aseries of lectures which deal with var ious topics of time series analysis delivered during the wintersemester 1978/79 at the faculty of economics and statistics. The collection be gins with a paper by M. Nerlove introducing the concept of unob served components. Theoretical results are illustrated by examples se ries on prices of steers, heifers, cows and milk, of cattle and for time hog slaughter, of industrial production and male unemployment. The study by S. Heiler considers a mixed model with a linear regression part and a regular residual process for the prediction of economic processes when additional information is available.
Book Synopsis Problems of Time Series Analysis by : NERLOVE
Download or read book Problems of Time Series Analysis written by NERLOVE and published by Birkhäuser. This book was released on 2014-05-14 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The last decade has witnessed an increased interest in time series analysis. Non-parametric methods like spectral and cross spectral analysis are used to discover regularities in individual time series, re lationships between specific components of different time series and leads or lags between those series. Box-Jenkins procedures for the pa rametric estimation of autoregressive-moving average schemes be long nowadays to the standard equipment of a computer center. In economics this revival of time series analysis has led to numer ous empirical studies on optimal seasonal adjustment procedures, the behavior of prices, production, employment etc. More recently, Box Jenkins methods form an integral part for tests on the efficiency of markets, the effectiveness of monetary and fiscal policies and for the study of the röle of different assumptions on the formation of expec tations. This volume comprehends aseries of lectures which deal with var ious topics of time series analysis delivered during the wintersemester 1978/79 at the faculty of economics and statistics. The collection be gins with a paper by M. Nerlove introducing the concept of unob served components. Theoretical results are illustrated by examples se ries on prices of steers, heifers, cows and milk, of cattle and for time hog slaughter, of industrial production and male unemployment. The study by S. Heiler considers a mixed model with a linear regression part and a regular residual process for the prediction of economic processes when additional information is available.
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 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 Seasonal Analysis of Economic Time Series by : Arnold Zellner
Download or read book Seasonal Analysis of Economic Time Series written by Arnold Zellner and published by . This book was released on 1978 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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.
Book Synopsis Modelling Seasonality by : Svend Hylleberg
Download or read book Modelling Seasonality written by Svend Hylleberg and published by Oxford University Press, USA. This book was released on 1992 with total page 494 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume brings together leading papers on the existing standard economic theory of seasonality as well as papers which apply newer statistical tools to the modelling of seasonal phenomena. It includes a discussion of the X-11 method of seasonal adjustment, as well as an assessment ofrecent developments in the field.
Book Synopsis Spectral Analysis of Economic Time Series. (PSME-1) by : Clive William John Granger
Download or read book Spectral Analysis of Economic Time Series. (PSME-1) written by Clive William John Granger and published by Princeton University Press. This book was released on 2015-12-08 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: The important data of economics are in the form of time series; therefore, the statistical methods used will have to be those designed for time series data. New methods for analyzing series containing no trends have been developed by communication engineering, and much recent research has been devoted to adapting and extending these methods so that they will be suitable for use with economic series. This book presents the important results of this research and further advances the application of the recently developed Theory of Spectra to economics. In particular, Professor Hatanaka demonstrates the new technique in treating two problems-business cycle indicators, and the acceleration principle existing in department store data. Originally published in 1964. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
Book Synopsis A Spectrum Analysis of Seasonal Adjustment by : Michael D. Godfrey
Download or read book A Spectrum Analysis of Seasonal Adjustment written by Michael D. Godfrey and published by . This book was released on 1964 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt: The methods of cross-spectrum analysis are applied to the problem of the seasonal adjustment of economic time series. In all, four methods are analyzed by means of empirical analysis of the results of applying the methods to artificially generated time series of known composition. Three of the four analyzed seasonal adjustment methods are known in the literature while the fourth method was developed on the basis of analysis of the other three. The three methods are: Hannan's method, Wald's method, and the Census Method. The fourth method is termed the rational-function method. It is found that there exist considerable differences in performance between the various methods when the seasonal varies with time. Hannan's method estimates (in an efficient, unbiased way) a constant seasonal, and thus is unsuited to the estimation of variation in the seasonal. The Wald and rational-function methods are able to estimate relatively more rapid changes in the seasonal amplitude than is the case with the Census Method. However, the Census Method and the Rational-function method both estimate changes in seasonal pattern which Wald's method takes as constant. (Author).
Book Synopsis Census Bureau Methodological Research by : United States. Bureau of the Census
Download or read book Census Bureau Methodological Research written by United States. Bureau of the Census and published by . This book was released on 1972 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Technical Paper written by and published by . This book was released on 1965 with total page 786 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Census Publications, Catalog and Subject Guide by :
Download or read book Census Publications, Catalog and Subject Guide written by and published by . This book was released on 1961 with total page 916 pages. Available in PDF, EPUB and Kindle. Book excerpt:
