Download or read book On Trend cycle seasonal Interactions written by Irma Hindrayanto and published by . This book was released on 2014 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Trend Cycle Seasonal Interactions written by Irma Hindrayanto and published by . This book was released on 2017 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economists typically use seasonally adjusted data in which the assumption is imposed that seasonality is uncorrelated with trend and cycle. The importance of this assumption has been highlighted by the Great Recession. The paper examines an unobserved components model that permits non-zero correlations between seasonal and nonseasonal shocks. Identification conditions for estimation of the parameters are discussed from the perspectives of both analytical and simulation results. Applications to UK household consumption expenditures and US employment reject the zero correlation restrictions and also show that the correlation assumptions imposed have important implications about the evolution of the trend and cycle in the post-Great Recession period.
Download or read book On Trend cycle seasonal Interactions written by Jan Jacobs and published by . This book was released on 2014 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Seasonality with Trend and Cycle Interactions in Unobserved Components Models written by Siem Jan Koopman and published by . This book was released on 2008 with total page 22 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 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 Filtering None Linear State Space Models Methods and Economic Applications written by Kai Ming Lee and published by Rozenberg Publishers. This book was released on 2010 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Foundations of Modern Time Series Analysis written by Terence C. Mills and published by Springer. This book was released on 2011-06-29 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication in 1970, showing how these methods laid the foundations for the modern techniques of Time Series analysis that are in use today.
Download or read book Seasonal Adaptations of Insects written by Maurice J. Tauber and published by Oxford University Press, USA. This book was released on 1986 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: This balanced comprehensive account traces the alterations in body form undergone by insects as they adapt to seasonal change, exploring both theoretical aspects and practical issues. Topics explored include natural history, genetics, evolution, and management of insect adaptations.
Download or read book Interactions Between the Seasonal and Business Cycles in Production and Inventories written by Stephen Giovanni Cecchetti and published by . This book was released on 1997 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Statistical Methods for Trend Detection and Analysis in the Environmental Sciences written by Richard Chandler and published by John Wiley & Sons. This book was released on 2011-03-25 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: The need to understand and quantify change is fundamental throughout the environmental sciences. This might involve describing past variation, understanding the mechanisms underlying observed changes, making projections of possible future change, or monitoring the effect of intervening in some environmental system. This book provides an overview of modern statistical techniques that may be relevant in problems of this nature. Practitioners studying environmental change will be familiar with many classical statistical procedures for the detection and estimation of trends. However, the ever increasing capacity to collect and process vast amounts of environmental information has led to growing awareness that such procedures are limited in the insights that they can deliver. At the same time, significant developments in statistical methodology have often been widely dispersed in the statistical literature and have therefore received limited exposure in the environmental science community. This book aims to provide a thorough but accessible review of these developments. It is split into two parts: the first provides an introduction to this area and the second part presents a collection of case studies illustrating the practical application of modern statistical approaches to the analysis of trends in real studies. Key Features: Presents a thorough introduction to the practical application and methodology of trend analysis in environmental science. Explores non-parametric estimation and testing as well as parametric techniques. Methods are illustrated using case studies from a variety of environmental application areas. Looks at trends in all aspects of a process including mean, percentiles and extremes. Supported by an accompanying website featuring datasets and R code. The book is designed to be accessible to readers with some basic statistical training, but also contains sufficient detail to serve as a reference for practising statisticians. It will therefore be of use to postgraduate students and researchers both in the environmental sciences and in statistics.
Download or read book Seasonal Climate Forecasting and Managing Risk written by Alberto Troccoli and published by Springer Science & Business Media. This book was released on 2008-01-29 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally formed around a set of lectures presented at a NATO Advanced Study Institute (ASI), this book has grown to become organised and presented rather more as a textbook than as a standard "collection of proceedings". This therefore is the first unified reference ‘textbook’ in seasonal to interannual climate predictions and their practical uses. Written by some of the world’s leading experts, the book covers a rapidly-developing science of prime social concern.
Download or read book Interacting Climates of Ocean Basins written by Carlos R. Mechoso and published by Cambridge University Press. This book was released on 2020-11-26 with total page 359 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive review of interactions between the climates of different ocean basins and their key contributions to global climate variability and change. Providing essential theory and discussing outstanding examples as well as impacts on monsoons, it a useful resource for graduate students and researchers in the atmospheric and ocean sciences.
Download or read book Economic Data written by Fouad Sabry and published by One Billion Knowledgeable. This book was released on 2024-04-07 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt: What is Economic Data Economic data are data describing an actual economy, past or present. These are typically found in time-series form, that is, covering more than one time period or in cross-sectional data in one time period. Data may also be collected from surveys of for example individuals and firms or aggregated to sectors and industries of a single economy or for the international economy. A collection of such data in table form comprises a data set. How you will benefit (I) Insights, and validations about the following topics: Chapter 1: Economic data Chapter 2: Econometrics Chapter 3: International Monetary Fund Chapter 4: Developed country Chapter 5: Business cycle Chapter 6: Monetary economics Chapter 7: Economic statistics Chapter 8: Economic model Chapter 9: Macroeconomic model Chapter 10: Economic forecasting Chapter 11: National accounts Chapter 12: International economics Chapter 13: JEL classification codes Chapter 14: System of National Accounts Chapter 15: Economic methodology Chapter 16: International Encyclopedia of the Social & Behavioral Sciences Chapter 17: Methodology of econometrics Chapter 18: Edward E. Leamer Chapter 19: Economic efficiency Chapter 20: Agustín Maravall Chapter 21: Denise R. Osborn (II) Answering the public top questions about economic data. (III) Real world examples for the usage of economic data in many fields. Who this book is for Professionals, undergraduate and graduate students, enthusiasts, hobbyists, and those who want to go beyond basic knowledge or information for any kind of Economic Data.
Download or read book The Beginning Forecaster written by Hans Levenbach and published by . This book was released on 1981 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: Approaching a forecasting problem; Solving a forecasting problem; Managing the forecasting function.
Download or read book Thriving on Our Changing Planet A Decadal Strategy for Earth Observation from Space written by National Academies of Sciences, Engineering, and Medicine and published by National Academies Press. This book was released on 2019-06-18 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: We live on a dynamic Earth shaped by both natural processes and the impacts of humans on their environment. It is in our collective interest to observe and understand our planet, and to predict future behavior to the extent possible, in order to effectively manage resources, successfully respond to threats from natural and human-induced environmental change, and capitalize on the opportunities â€" social, economic, security, and more â€" that such knowledge can bring. By continuously monitoring and exploring Earth, developing a deep understanding of its evolving behavior, and characterizing the processes that shape and reshape the environment in which we live, we not only advance knowledge and basic discovery about our planet, but we further develop the foundation upon which benefits to society are built. Thriving on Our Changing Planet: A Decadal Strategy for Earth Observation from Space (National Academies Press, 2018) provides detailed guidance on how relevant federal agencies can ensure that the United States receives the maximum benefit from its investments in Earth observations from space, while operating within realistic cost constraints. This short booklet, designed to be accessible to the general public, provides a summary of the key ideas and recommendations from the full decadal survey report.
Download or read book Global and Regional Climate Interaction The Caspian Sea Experience written by S. Rodionov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Caspian Sea is the world's largest inland body of water both in area and volume. Its drainage area is approximately 3. 5 million square kilometers, extending 2500 km in length, 35°N to 600N, and on average 1000 km wide, 400E 0 to 60E (Fig. 1). Located in a large continental depression about 27 m below sea level and with no surface outlets, the Caspian Sea is particularly sensitive to climatic variations. As with other closed-basin lakes, its level depends on the balance between precipitation and evaporation, which is directly linked to atmospheric circulation. Because of its large area and volume of water, the Caspian Sea effectively. filters climatic noise, and as such may serve as a good indicator of climatic changes through observed changes in its water level. Recently, the Caspian Sea has come under increased attention from physical and social scientists owing to its unique natural characteristics as well as the' very important role it plays in the ecoriomil:!s of such countries as Azerbaijan" Russia, Kazakhstan, Turkmenistan and Iran. Dissolution of the Soviet Union and creation of new independent states resulted in difficult negotiations to divide the wealth of the Caspian Sea and to establish new economic zones. According to one assessment (Ratkovich, 1988), the Caspian Sea basin accounted for about one-third of the total economic output, one-fifth of the agricultural production, and one-third of the hydroelectric production of the former Soviet Union.
