Download or read book A Survey of Recent Developments in Seasonal Adjustment written by David A. Pierce and published by . This book was released on 1978 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Survey of Recent Developments in Seasonal Adjustment written by David A. Pierce and published by . This book was released on 1978 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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.

Download or read book A Survey of Recent Developments in Seasonal Adjustmen written by David A. Pierce and published by . This book was released on 1978 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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

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.

Download or read book Estimation of Seasonal Factors for a Short Time Span Using Multi level Modelling with Mixed Effects written by and published by . This book was released on 2003 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many time series are based on data obtained from sample surveys. Changes to the data source or methodology of a survey can have an impact on original survey estimates and seasonally adjusted and trend estimates derived from them. To assess impacts of changes to the survey, data can be collected from old and new survey for one or more overlapping time periods. This produces parallel series of original estimates. The number of overlapping time periods is typically small due to cost constraints. It is desirable to assist users by calculating seasonally adjusted and trend estimates for the new survey. Traditional seasonal adjustment methods cannot adequately calculate seasonally adjusted and trend estimates for short time series. Theory for estimating seasonal factors for short spans of time series data is given and illustrated with an example.

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.

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:

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:

Download or read book Seasonality in Regression written by Svend Hylleberg and published by Academic Press. This book was released on 2014-05-10 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: Seasonality in Regression presents the problems of seasonality in economic regression models. This book discusses the procedures that may have application in practical econometric work. Organized into eight chapters, this book begins with an overview of the tremendous increase in the computational capabilities made by the development of the electronic computer that has profound implications for the way seasonality is handled by economists. This text then examines some seasonal models and their characteristics. Other chapters consider the most frequently applied evaluation criteria and appraise the values in the applications. This book discusses as well the frequency domain estimators and provides insight into problems of estimating the disturbance–covariance matrix through the use of the disturbance spectrum. The final chapter deals with the main objective of the treatment of personality to formulate and estimate econometric models. This book is a valuable resource for economists and econometricians who have knowledge of econometrics at an advanced undergraduate or graduate level.

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 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.

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.

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:

Download or read book Unemployment Insurance Statistics written by and published by . This book was released on 1979 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Labor management Cooperation written by Allyson Sherman Grossman and published by . This book was released on 1982 with total page 652 pages. Available in PDF, EPUB and Kindle. Book excerpt: