Seasonal Adjustment As A Practical Problem PDF Download
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| Author | : F. A. G. den Butter |
| Publisher | : North Holland |
| Total Pages | : 236 |
| Release | : 1991 |
| Genre | : Seasonal variations (Economics) |
| ISBN | : |
Download Seasonal Adjustment as a Practical Problem Book in PDF, ePub and Kindle
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 | : William R. Bell |
| Publisher | : CRC Press |
| Total Pages | : 544 |
| Release | : 2018-11-14 |
| Genre | : Mathematics |
| ISBN | : 1439846588 |
Download Economic Time Series Book in PDF, ePub and Kindle
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 | : Springer |
| Total Pages | : 283 |
| Release | : 2016-06-20 |
| Genre | : Business & Economics |
| ISBN | : 3319318225 |
Download Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation Book in PDF, ePub and Kindle
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 | : Rob J Hyndman |
| Publisher | : OTexts |
| Total Pages | : 380 |
| Release | : 2018-05-08 |
| Genre | : Business & Economics |
| ISBN | : 0987507117 |
Download Forecasting: principles and practice Book in PDF, ePub and Kindle
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 | : Helen F. Hald |
| Publisher | : |
| Total Pages | : 124 |
| Release | : 1963 |
| Genre | : Prices |
| ISBN | : |
Download Seasonal Adjustment Factors Book in PDF, ePub and Kindle
| Author | : OECD |
| Publisher | : OECD Publishing |
| Total Pages | : 142 |
| Release | : 2007-07-03 |
| Genre | : |
| ISBN | : 9264034447 |
Download Compilation Manual for an Index of Services Production Book in PDF, ePub and Kindle
The OECD Compilation Manual for Index of Services Production contains guidelines and methodologies to measure short-term production activities of the services sector by national agencies and international organisations.
| Author | : Dominique Ladiray |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 245 |
| Release | : 2012-12-06 |
| Genre | : Computers |
| ISBN | : 1461301750 |
Download Seasonal Adjustment with the X-11 Method Book in PDF, ePub and Kindle
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 | : Barend Abeln |
| Publisher | : Springer Nature |
| Total Pages | : 94 |
| Release | : 2023-02-13 |
| Genre | : Business & Economics |
| ISBN | : 3031228456 |
Download Seasonal Adjustment Without Revisions Book in PDF, ePub and Kindle
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 | : Lutz Kilian |
| Publisher | : Cambridge University Press |
| Total Pages | : 758 |
| Release | : 2017-11-23 |
| Genre | : Business & Economics |
| ISBN | : 1108195288 |
Download Structural Vector Autoregressive Analysis Book in PDF, ePub and Kindle
Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not only reviews the many alternative structural VAR approaches discussed in the literature, but also highlights their pros and cons in practice. It provides guidance to empirical researchers as to the most appropriate modeling choices, methods of estimating, and evaluating structural VAR models. The book traces the evolution of the structural VAR methodology and contrasts it with other common methodologies, including dynamic stochastic general equilibrium (DSGE) models. It is intended as a bridge between the often quite technical econometric literature on structural VAR modeling and the needs of empirical researchers. The focus is not on providing the most rigorous theoretical arguments, but on enhancing the reader's understanding of the methods in question and their assumptions. Empirical examples are provided for illustration.
| Author | : Daniel Peña |
| Publisher | : John Wiley & Sons |
| Total Pages | : 494 |
| Release | : 2011-01-25 |
| Genre | : Mathematics |
| ISBN | : 1118031229 |
Download A Course in Time Series Analysis Book in PDF, ePub and Kindle
New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, and signal extraction. They then move on to advanced topics, focusing on heteroscedastic models, nonlinear time series models, Bayesian time series analysis, nonparametric time series analysis, and neural networks. Multivariate time series coverage includes presentations on vector ARMA models, cointegration, and multivariate linear systems. Special features include: Contributions from eleven of the worldâ??s leading figures in time series Shared balance between theory and application Exercise series sets Many real data examples Consistent style and clear, common notation in all contributions 60 helpful graphs and tables Requiring no previous knowledge of the subject, A Course in Time Series Analysis is an important reference and a highly useful resource for researchers and practitioners in statistics, economics, business, engineering, and environmental analysis. An Instructor's Manual presenting detailed solutions to all the problems in he book is available upon request from the Wiley editorial department.
