Download or read book On Concurrent Seasonal Adjustment written by David A. Pierce and published by . This book was released on 1985 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book CONCURRENT SEASONAL ADJUSTMENT WITH CENSUS X 11 written by and published by . This book was released on 1984 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Trend Estimation with Concurrent Seasonal Adjustment written by Holly B. Shulman and published by . This book was released on 1984 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent studies have shown the advantages of calculating the most recent month's seasonal adjustment by using data up through that month (con-current adjustment) over the traditional procedure of using projected year-ahead seasonal factors. The trend estimates produced by the X-11 procedure are partially determined by the type of seasonal factors used. Since an under-lying motive for performing seasonal adjustment is to obtain an idea of the trend, it is of interest to compare the trend estimates produced using con-current seasonal factors with those obtained via projected factors. The accuracy of concurrent trend estimates is examined on a set of Census Bureau economic time series using the Census X-11 methodology. Comparisons are noted in terms of month-to-month percentage changes and mean absolute deviations from historical estimates. The results indicate that the concurrent adjustment procedure leads in many cases to an improved trend estimation.
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 Information Paper written by and published by Australian Bureau of Agricultural and Resource Economics. This book was released on 1999-01-01 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt: Summarises investigations into improving the Retail Trade seasonally adjusted series by replacing annually derived forward factors with factors derived each month (this is known as concurrent seasonal adjustment). Recommendations for implementing the change for Retail Trade are presented and the implications for other ABS collections are discussed.
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 EVALUATION OF CONCURRENT ADJUSTMENT ON CENSUS BUREAU TIME SERIES written by and published by . This book was released on 1982 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Effects of Forcasting on the Revisions of Concurrent Seasonally Adjusted Data Using the X 11 Seasonal Adjustment Procedure written by Larry G. Bobbitt and published by . This book was released on 1990 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Three ARIMA forecast extension procedures for Census Bureau X-11 concurrent seasonal adjustment were empirically tested. Forecasts were obtained from fitted seasonal ARIMA models augmented with regression terms for outliers, trading day effects, and Easter effects.
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 Introduction of Concurrent Seasonal Adjustment Into the Retail Trade Series written by and published by . This book was released on with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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:
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 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 Seasonal Adjustment of Labour Force Series During Recession and Non recession Periods written by Estela Bee Dagum and published by . This book was released on 1985 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The main purpose of this study is to assess whether the use of X-ll-ARIMA with concurrent seasonal factors still produces the smallest revisions during recession years when compared to other three feasible alternative procedures"--Introduction, p. 1.
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 of Bank Deposits and Loans written by Andrea Silvestrini and published by . This book was released on 2009 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper illustrates the seasonal adjustment procedure for bank deposits and loans, focusing on the policy for the revision of seasonally adjusted data. Seasonal adjustment is semi-automatic when the commonly used software package, TRAMO-SEATS, is used to produce seasonally adjusted series. With reference to the frequency of seasonally adjusted data revisions, three alternative methods (current adjustment, concurrent adjustment, partial concurrent adjustment) are tested according to a quantitative criterion. A simulation study measures the speed of convergence of the estimates, obtained with these three updating methods, to reach a “final" estimate to be used as a benchmark. The results favour the use of the partial concurrent adjustment method, that suggests identifying the ARIMA model and the effects of the deterministic components once a year, and updating the corresponding coefficients once a month.
