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 Without Revisions written by Barend Abeln and published by Springer. This book was released on 2023-03-23 with total page 0 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 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 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 Tests and Revisions of Bureau of the Census Methods of Seasonal Adjustments written by Julius Shiskin and published by . This book was released on 1961 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt: This report is a reissue of a paper entitled, "Electronic computer seasonal adjustments--tests and revisions of U.S. census methods" [by Julius Shiskin]. The paper was presented at a conference on the use of electronic computers for seasonal adjustments held in Paris, November 28-30, 1960, under the auspices of the Organization for European Economic Cooperation.
Download or read book Journal of Business Economic Satistics written by and published by . This book was released on 1983 with total page 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 Annual Report of the Board of Governors of the Federal Reserve System Covering Operations for the Year written by Board of Governors of the Federal Reserve System (U.S.) and published by . This book was released on 1928 with total page 1494 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Annual Report of the Federal Reserve Board for the Period Ending December 31 written by United States. Federal Reserve Board and published by . This book was released on 1927 with total page 1714 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Journal of Official Statistics written by and published by . This book was released on 2004 with total page 168 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 Monthly Labor Review written by United States. Bureau of Labor Statistics and published by . This book was released on 2003-03 with total page 100 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 Federal Reserve Bulletin written by and published by . This book was released on 1928 with total page 984 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Seasonal Adjustment on Electronic Computers written by and published by . This book was released on 1961 with total page 494 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Monthly Labor Review written by and published by . This book was released on 1996 with total page 590 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 Survey of Current Business written by and published by . This book was released on 2003 with total page 764 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents current statistical data on economic activity.
Download or read book Seasonality in Human Mortality written by Roland Rau and published by Springer Science & Business Media. This book was released on 2006-11-24 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt: Seasonal fluctuations in mortality are a persistent phenomenon, but variations from culture to culture pose fascinating questions. This book investigates whether sociodemographic and socioeconomic factors play a role as important for seasonal mortality as they do for mortality in general. Using modern statistical methods, the book shows, for example, that in the United States the fluctuations between winter and summer mortality are smaller the more years someone has spent in school.
