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Author : Estela Bee Dagum
Publisher : Statistics Canada
ISBN 13 :
Total Pages : 124 pages
Book Rating : 4.:/5 (31 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 124 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Estela Bee Dagum
Publisher :
ISBN 13 :
Total Pages : 119 pages
Book Rating : 4.:/5 (456 download)
Download or read book The X-ll-ARIMA Seasonal Adjustment Method written by Estela Bee Dagum and published by . This book was released on 1980 with total page 119 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 : Estela Bee Dagum
Publisher :
ISBN 13 :
Total Pages : 119 pages
Book Rating : 4.:/5 (251 download)
Download or read book The X-11-ARIMA Seasonal Adjustment Method written by Estela Bee Dagum and published by . This book was released on 1980 with total page 119 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Estela María Bee de Dagum
Publisher :
ISBN 13 :
Total Pages : 119 pages
Book Rating : 4.:/5 (615 download)
Download or read book The X-11-ARIMA Seasonal Adjustment Method written by Estela María Bee de Dagum and published by . This book was released on 1980 with total page 119 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John F. Stinson
Publisher :
ISBN 13 :
Total Pages : 20 pages
Book Rating : 4.3/5 (121 download)
Download or read book A Guide to Seasonal Adjustment of Labor Force Data written by John F. Stinson and published by . This book was released on 1982 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 119 pages
Book Rating : 4.:/5 (615 download)
Download or read book The X-11-ARIMA Seasonal Adjustment Method written by and published by . This book was released on 1980 with total page 119 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John Reginald Lothian
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (159 download)
Download or read book A Set of Quality Control Statistics for the X-11-Arima Seasonal Adjustment Method written by John Reginald Lothian and published by . This book was released on 1978 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Estela B. Dagum
Publisher :
ISBN 13 :
Total Pages : 22 pages
Book Rating : 4.:/5 (22 download)
Download or read book Further Modifications in the Selection of ARIMA Models for the X-11-ARIMA Seasonal Adjustment Method written by Estela B. Dagum and published by . This book was released on 1979 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Andrew G. Bruce
Publisher :
ISBN 13 :
Total Pages : 85 pages
Book Rating : 4.:/5 (17 download)
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).
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 : 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 : Andrew G. Bruce
Publisher :
ISBN 13 :
Total Pages : 48 pages
Book Rating : 4.:/5 (17 download)
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 : Estela Bee Dagum
Publisher :
ISBN 13 :
Total Pages : 41 pages
Book Rating : 4.:/5 (17 download)
Download or read book Foundations of the Two Main Methodologies of Seasonal Adjustment and the X-11-ARIMA Method written by Estela Bee Dagum and published by . This book was released on 1978 with total page 41 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Estela Bee Dagum
Publisher :
ISBN 13 :
Total Pages : 134 pages
Book Rating : 4.:/5 (327 download)
Download or read book A Comparison and Assessment of Seasonal Adjustment Methods for Employment and Unemployment Statistics written by Estela Bee Dagum and published by . This book was released on 1978 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Rob J Hyndman
Publisher : OTexts
ISBN 13 : 0987507117
Total Pages : 380 pages
Book Rating : 4.9/5 (875 download)
Download or read book Forecasting: principles and practice written by Rob J Hyndman and published by OTexts. This book was released on 2018-05-08 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Author :
Publisher :
ISBN 13 :
Total Pages : 816 pages
Book Rating : 4.:/5 (31 download)
Download or read book Employment and Earnings written by and published by . This book was released on 2006 with total page 816 pages. Available in PDF, EPUB and Kindle. Book excerpt:
