Download or read book Joint Seasonal Adjustment of Economic Time Series written by Eric J. Bartelsman and published by . This book was released on 1993 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book On the Seasonal Adjustment of Economic Time Series Aggregates written by Estela Bee Dagum and published by . This book was released on 1979 with total page 60 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 Spectral Analysis and Parametric Methods for Seasonal Adjustment of Economic Time Series written by Harry Myer Rosenblatt and published by . This book was released on 1965 with total page 60 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 Analysis of Economic Time Series written by Marc Nerlove and published by Academic Press. This book was released on 2014-05-10 with total page 495 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analysis of Economic Time Series: A Synthesis integrates several topics in economic time-series analysis, including the formulation and estimation of distributed-lag models of dynamic economic behavior; the application of spectral analysis in the study of the behavior of economic time series; and unobserved-components models for economic time series and the closely related problem of seasonal adjustment. Comprised of 14 chapters, this volume begins with a historical background on the use of unobserved components in the analysis of economic time series, followed by an Introduction to the theory of stationary time series. Subsequent chapters focus on the spectral representation and its estimation; formulation of distributed-lag models; elements of the theory of prediction and extraction; and formulation of unobserved-components models and canonical forms. Seasonal adjustment techniques and multivariate mixed moving-average autoregressive time-series models are also considered. Finally, a time-series model of the U.S. cattle industry is presented. This monograph will be of value to mathematicians, economists, and those interested in economic theory, econometrics, and mathematical economics.
Download or read book Modeling of Transport Demand written by V.A Profillidis and published by Elsevier. This book was released on 2018-10-23 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modeling of Transport Demand explains the mechanisms of transport demand, from analysis to calculation and forecasting. Packed with strategies for forecasting future demand for all transport modes, the book helps readers assess the validity and accuracy of demand forecasts. Forecasting and evaluating transport demand is an essential task of transport professionals and researchers that affects the design, extension, operation, and maintenance of all transport infrastructures. Accurate demand forecasts are necessary for companies and government entities when planning future fleet size, human resource needs, revenues, expenses, and budgets. The operational and planning skills provided in Modeling of Transport Demand help readers solve the problems they face on a daily basis. Modeling of Transport Demand is written for researchers, professionals, undergraduate and graduate students at every stage in their careers, from novice to expert. The book assists those tasked with constructing qualitative models (based on executive judgment, Delphi, scenario writing, survey methods) or quantitative ones (based on statistical, time series, econometric, gravity, artificial neural network, and fuzzy methods) in choosing the most suitable solution for all types of transport applications. - Presents the most recent and relevant findings and research - both at theoretical and practical levels - of transport demand - Provides a theoretical analysis and formulations that are clearly presented for ease of understanding - Covers analysis for all modes of transportation - Includes case studies that present the most appropriate formulas and methods for finding solutions and evaluating results
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 Monthly Labor Review written by and published by . This book was released on 2005 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: Publishes in-depth articles on labor subjects, current labor statistics, information about current labor contracts, and book reviews.
Download or read book Monthly Catalogue United States Public Documents written by and published by . This book was released on 1979 with total page 1256 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Monthly Catalog of United States Government Publications written by United States. Superintendent of Documents and published by . This book was released on 1979 with total page 1250 pages. Available in PDF, EPUB and Kindle. Book excerpt: February issue includes Appendix entitled Directory of United States Government periodicals and subscription publications; September issue includes List of depository libraries; June and December issues include semiannual index
Download or read book Census Bureau Methodological Research written by United States. Bureau of the Census and published by . This book was released on 1979 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 Empirical Economic and Financial Research written by Jan Beran and published by Springer. This book was released on 2014-11-07 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical economic and financial research, including analysis of time series and the business cycle; different forecasting methods; new models for volatility, correlation and of high-frequency financial data and new approaches to panel regression, as well as a number of case studies. Most of the contributions reflect the state-of-art on the respective subject. The book offers a valuable reference work for researchers, university instructors, practitioners, government officials and graduate and post-graduate students, as well as an important resource for advanced seminars in empirical economic and financial research.
Download or read book Proceedings of the Business and Economic Statistics Section written by American Statistical Association. Business and Economic Statistics Section and published by . This book was released on 1989 with total page 712 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Dynamic Econometrics written by David F. Hendry and published by . This book was released on 1995 with total page 918 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. The primary aim of this book is to develop an operational econometric approach which allows constructive modelling. Professor Hendry deals with methodological issues (model discovery, data mining, and progressive research strategies); with major tools for modelling (recursive methods, encompassing, super exogeneity, invariance tests); and with practical problems (collinearity, heteroscedasticity, and measurement errors). He also includes an extensive study of US money demand. The book is self-contained, with the technical background covered in appendices. It is thus suitable for first year graduate students, and includes solved examples and exercises to facilitate its use in teaching. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
Download or read book Measuring Business Cycles in Economic Time Series written by Regina Kaiser and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book outlines and demonstrates problems with the use of the HP filter, and proposes an alternative strategy for inferring cyclical behavior from a time series featuring seasonal, trend, cyclical and noise components. The main innovation of the alternative strategy involves augmenting the series forecasts and back-casts obtained from an ARIMA model, and then applying the HP filter to the augmented series. Comparisons presented using artificial and actual data demonstrate the superiority of the alternative strategy.
