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 PPI Detailed Report written by and published by . This book was released on 2000 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Export and Import Price Index Manual Theory and Practice written by OECD and published by OECD Publishing. This book was released on 2010-04-06 with total page 705 pages. Available in PDF, EPUB and Kindle. Book excerpt: A joint production by six international organizations, this manual explores the conceptual and theoretical issues that national statistical offices should consider in the daily compilation of export and import price indices. Intended for use by both ...
Download or read book Technical Bulletin written by Aaron C. Johnson and published by . This book was released on 1973 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Federal Register written by and published by . This book was released on 1967-03 with total page 848 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Indian Oilseed Complex written by and published by Allied Publishers. This book was released on 1998-12 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Government Price Statistics written by United States. Congress. Joint Economic Committee and published by . This book was released on 1961 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Seasonality of the Cattle Market written by John T. Larsen and published by . This book was released on 1971 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Seasonality written by Jake Bernstein and published by John Wiley & Sons. This book was released on 1998-03-30 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: a groundbreaking look at trading the markets with one of the most important forecasting tools available . . . "If you've ever wondered about the validity of seasonals or how to trade them, buy this book now!" --Glen Larson, Genesis Data Services "Jake does it again. This time his extensive research really leaps out as he makes seasonal trading easy to understand and a very useful tool for any commodity trader." --Jeffrey H. Fox, Fox Investments. Is there a "holy grail" of price prediction? Traders have long been in pursuit of one, and while a handful of strategies, techniques, and methodologies have proven noteworthy, the search continues for the ultimate forecasting instrument --if one does indeed exist. The theory and methods of seasonality may well prove to be a step in the right direction to this goal. In this unique new book, a leading seasonal trading analyst examines seasonality in-depth, elucidating the concise principles, numerous advantages, and enormous potential that make it one of the most important --and effective --methods currently available for targeting futures price trends. Over the years, considerable attention has been paid to the effects of interest rates, money supply, earnings, inflation, and other key factors on stock and commodity prices. Yet, the immense impact of seasonal price tendencies has been either grossly underestimated or completely ignored. Often overlooked, but equally significant, seasonality is based on the assumption that seasonal influences cause biases in the movement of market prices. Among its many advantages, seasonality allows the trader to formulate objective decisions founded on a logical, verifiable, and operational methodology, creating a backdrop of probable market trends in most time frames and in most markets, and providing historically valid input for use as an adjunct to other analytical methods and timing indicators. The essence of seasonality is found in its lengthy history and statistically testable methodologies. However, seasonal correlations are not 100 percent foolproof. Using seasonal data to time the market involves an unavoidable degree of subjectivity --unless you have a firm grasp of seasonal timing concepts and techniques. Now, in the first resource devoted exclusively to the subject, Jake Bernstein gives you the foundation necessary to implement this powerful tool effectively and with confidence. Balancing theory and practice, Bernstein provides a thorough, real-world understanding of seasonal timing concepts and techniques. Along with results of his own extensive research, he integrates the work of numerous market analysts, such as W. D. Gann, Art Merrill, Burton Pugh, Samuel Benner, and Yale Hirsch, among others, to create a pragmatic and highly functional analytical framework. With his accessible, comprehensive coverage of significant concepts such as seasonal spread relationships, key dates, and cash tendencies, you'll be able to discern seasonal patterns in monthly and daily cash and futures data. Once the basics are firmly in place, Bernstein leads you step by step through the essential process of formulating a seasonal trading program that incorporates important timing strategies and risk management tools. An ideal overview for any trader, investor, or analyst, this lucidly written and clearly organized resource emphasizes the validity and significance of seasonality. Jake Bernstein has compiled a comprehensive guide to the effective use of seasonal concepts and methods in the futures markets. This is a major work that belongs on the shelves of all serious traders.
Download or read book Seasonal Variations in Virginia Farm Prices written by Floy Lee Underwood and published by . This book was released on 1945 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Technical Bulletin written by Virginia Agricultural Experiment Station and published by . This book was released on 1924 with total page 1212 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Seasonal Patterns of Prices and Production for Louisiana Farm Products written by Lonnie L. Fielder and published by . This book was released on 1963 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Seasonal Health and Wellness written by Melina Meza and published by . This book was released on 2019-08-26 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Farm Economics written by and published by . This book was released on 1923 with total page 840 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Seasonal Price Movements of Corn in Thai Export Markets written by Buranee Korchitmet and published by . This book was released on 1972 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Union Boot and Shoe Worker written by and published by . This book was released on 1920 with total page 938 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Supplement to Producer Price Indexes Data for written by and published by . This book was released on 2004 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt:
