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:

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 1978 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Model Based Seasonal Extraction with Both Deterministic and Stochastic Seasonality written by Katarina Juselius and published by . This book was released on 1988 with total page 49 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Distinguishing Stochastic from Deterministic Seasonality in Time Series Analysis written by Wing-kuen Tam and published by . This book was released on 1996 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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:

Download or read book Deterministic and stochastic seasonality written by Antoni Espasa and published by . This book was released on 1983 with total page 57 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An Introduction to Time Series Analysis and Forecasting written by Robert A. Yaffee and published by Academic Press. This book was released on 2000-04-27 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: A time series is a set of repeated measurements of the same phenomenon taken sequentially over time. Capturing the data creates a time series "memory" to document correlations or lack, and to help them make decisions based on this data.

Download or read book The Econometric Analysis of Seasonal Time Series written by Eric Ghysels and published by Cambridge University Press. This book was released on 2001-06-18 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic distribution theory for linear nonstationary seasonal stochastic processes. They also cover the latest contributions to the theory and practice of seasonal adjustment, together with its implications for estimation and hypothesis testing. Moreover, a comprehensive analysis of periodic models is provided, including stationary and nonstationary cases. The book concludes with a discussion of some nonlinear seasonal and periodic models. The treatment is designed for an audience of researchers and advanced graduate students.

Download or read book Deterministic and Stochastic Seasonality written by Antoni Espasa Terrades and published by . This book was released on 1983 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: El indice de produccion industrial español (IPI) ha registrado recientemente un cambio estacional debido a una concentracion mayor de las vacaciones de verano en el mes de agosto. En el documento se emplea el analisis de intervencion para captar dicho efecto y se utilizan sus resultados para obtener una serie del IPI ajustada de estacionalidad.

Download or read book Deterministic and Stochastic Methods for Estimation of Intra Day Seasonal Components with High Frequency Data written by Claudio Morana and published by . This book was released on 2013 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: We introduce a model for the analysis of intraday volatility of exchange rates returns, based on the structural time series methodology. The stochastic seasonal component is useful to model intra-day effects which may be different from one day to the other. The model is estimated with high frequency data for the Deutsche mark-U.S. dollar exchange rates for 1993 and 1996. The structural time series model performs well in terms of coherence with the theoretical aggregation properties of GARCH models, it is effective both in terms of one-period and multi-period forecasting ability and in terms of describing reactions to announcements of US employment reports.

Download or read book Testing Against Stochastic Trend and Seasonality in the Presence of Unattended Breaks and Unit Roots written by Fabio Busetti and published by . This book was released on 2003 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Deterministic versus Stochastic Seasonal Fractional Integration Structural Breaks written by and published by . This book was released on 2007 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

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.

Download or read book Deterministic Versus Stochastic Seasonal Fractional Integration and Structural Breaks written by Guglielmo Maria Caporale and published by . This book was released on 2007 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Time Series Econometrics written by John D. Levendis and published by Springer. This book was released on 2019-01-31 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by step fashion, using the popular Stata software system. Students then test for stationarity, while replicating the actual results from hugely influential papers such as those by Granger and Newbold, and Nelson and Plosser. Readers will learn about structural breaks by replicating papers by Perron, and Zivot and Andrews. They then turn to models of conditional volatility, replicating papers by Bollerslev. Finally, students estimate multi-equation models such as vector autoregressions and vector error-correction mechanisms, replicating the results in influential papers by Sims and Granger. The book contains many worked-out examples, and many data-driven exercises. While intended primarily for graduate students and advanced undergraduates, practitioners will also find the book useful.

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.