Author: Regina KaiserPublisher:
ISBN:
Category : Business cycles
Languages : en
Pages : 50
Book Description
An Application of TRAMO-SEATS
Author: Regina KaiserPublisher:
ISBN:
Category : Business cycles
Languages : en
Pages : 50
Book Description
An Application of TRAMO-SEATS
Author: Agustín MaravallPublisher:
ISBN:
Category : Consumer price indexes
Languages : en
Pages : 44
Book Description
An Application of TRAMO and SEATS
Author: Agustín MaravallPublisher:
ISBN:
Category : Monographic series
Languages : en
Pages : 146
Book Description
An Application of the Tramo-seats Automatic Procedure : Direct Versus Indirect Adjustment
Author: Agustín MaravallAN APPLICATION OF TRAMO-SEATS
Author: Regina KaiserAn Application of the TRAMO-SEATS Automatic Procedure
Author: Agustín Maravall HerreroPublisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
COMPSTAT
Author: Jelke G. BethlehemPublisher: Springer Science & Business Media
ISBN: 9783790813265
Category : Business & Economics
Languages : en
Pages : 556
Book Description
This book contains the keynote, invited and full contributed papers presented at COMPSTAT 2000, held in Utrecht. The papers range over all aspects of the link between statistical theory and applied statistics, with special attention for developments in the area of official statistics. The papers have been thoroughly refereed.
AN APPLICATION OF TRAMO AND SEATS: REPORT FOR THE "SEASONAL ADJUSTMENT RESEARCH APPRAISAL" PROJECT
Author: Agustín MARAVALLSeasonal Adjustment Methods and Real Time Trend-Cycle Estimation
Author: Estela Bee DagumPublisher: Springer
ISBN: 3319318225
Category : Business & Economics
Languages : en
Pages : 293
Book Description
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.
Programs TRAMO Ans SEATS
Author: Víctor GómezPublisher:
ISBN: 9788477935131
Category : Box-Jenkins forecasting
Languages : en
Pages : 124
Book Description