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Author : Walter J. Stuart
Publisher :
ISBN 13 :
Total Pages : 182 pages
Book Rating : 4.:/5 (276 download)
Download or read book The Problem of Seasonal Adjustment N a Large-scale Current Statistical Program written by Walter J. Stuart and published by . This book was released on 1961 with total page 182 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : William R. Bell
Publisher : CRC Press
ISBN 13 : 1439846588
Total Pages : 544 pages
Book Rating : 4.4/5 (398 download)
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 : Estela Bee Dagum
Publisher :
ISBN 13 :
Total Pages : 25 pages
Book Rating : 4.:/5 (11 download)
Download or read book Seasonal Adjustment in the 80's written by Estela Bee Dagum and published by . This book was released on 1987 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Most statistical bureaus do not apply uniform practices for the seasonal adjustment of related series and, consequently, the presence of inconsistencies may occur. This lack of uniformity results mainly from the fact that: (1) the seasonal adjustment method, the X-11-ARIMA, can be used in four different modes (each mode producing different current seasonally adjusted values of the same series); and (2) that most key economic and social indicators are large aggregates and the results differ whether they are seasonally adjusted directly or indirectly (through the aggregation of each of the seasonally adjusted components). Other problems faced currently by Statistics Canada and other statistical bureaus which will also be discussed in this paper are: the smoothing of highly irregular seasonally adjusted series, the estimation of trading day variation and the estimation of Easter effect"--Abstract.
Author : Estela Bee Dagum
Publisher : Springer
ISBN 13 : 3319318225
Total Pages : 293 pages
Book Rating : 4.3/5 (193 download)
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.
Author : Barend Abeln
Publisher : Springer Nature
ISBN 13 : 3031228456
Total Pages : 94 pages
Book Rating : 4.0/5 (312 download)
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 : Estela Bee Dagum
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (11 download)
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.
Author : Dominique Ladiray
Publisher : Springer Science & Business Media
ISBN 13 : 1461301750
Total Pages : 245 pages
Book Rating : 4.4/5 (613 download)
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.:/5 (43 download)
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 : Great Britain. Government Statistical Service. Adjustment Task Force
Publisher :
ISBN 13 :
Total Pages : 130 pages
Book Rating : 4.F/5 ( download)
Download or read book Report of the Task Force on Seasonal Adjustment written by Great Britain. Government Statistical Service. Adjustment Task Force and published by . This book was released on 1996 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Estela Bee Dagum
Publisher : Statistics Canada
ISBN 13 :
Total Pages : 132 pages
Book Rating : 4.:/5 ( download)
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:
Author : Etats-Unis. National commission on employment and unemployment statistics
Publisher :
ISBN 13 :
Total Pages : 119 pages
Book Rating : 4.:/5 (462 download)
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:
Author : David A. Pierce
Publisher :
ISBN 13 :
Total Pages : 72 pages
Book Rating : 4.3/5 (2 download)
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:
Author : United States. Congress. Joint Economic Committee
Publisher :
ISBN 13 :
Total Pages : 1558 pages
Book Rating : 4.3/5 (91 download)
Download or read book Hearings written by United States. Congress. Joint Economic Committee and published by . This book was released on 1961 with total page 1558 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 1156 pages
Book Rating : 4.E/5 ( download)
Download or read book Public Health Reports written by and published by . This book was released on 1965 with total page 1156 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : United States. Congress. Joint Economic Committee. Subcommittee on Economic Statistics
Publisher :
ISBN 13 :
Total Pages : 140 pages
Book Rating : 4.3/5 (91 download)
Download or read book Measuring Employment and Unemployment written by United States. Congress. Joint Economic Committee. Subcommittee on Economic Statistics and published by . This book was released on 1963 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John Reginald Lothian
Publisher : Seasonal Adjustment and Time Series Analysis Staff, Statistics Canada
ISBN 13 :
Total Pages : 19 pages
Book Rating : 4.:/5 (159 download)
Download or read book Selection of Models for the Automated X-11-Arima Seasonal Adjustment Program written by John Reginald Lothian and published by Seasonal Adjustment and Time Series Analysis Staff, Statistics Canada. This book was released on 1978 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : United States. Congress. Joint Economic Committee
Publisher :
ISBN 13 :
Total Pages : 838 pages
Book Rating : 4.:/5 (35 download)
Download or read book Hearings, Reports and Prints of the Joint Economic Committee written by United States. Congress. Joint Economic Committee and published by . This book was released on 1961 with total page 838 pages. Available in PDF, EPUB and Kindle. Book excerpt:
