Author: S.C. HILLMERPublisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
AN ARIMA MODEL BASED APPROACH TO SEASONAL ADJUSTMENT
Author: S.C. HILLMERAn ARIMA-model-based Approach to Seasonal Adjustment
Author: S. C. HillmerPublisher:
ISBN:
Category : Seasonal variations (Economics)
Languages : en
Pages : 8
Book Description
Structural and Reduced-form Approaches of ARIMA Model Based Seasonal Adjustment Methods
Author: Estela Bee DagumPublisher:
ISBN:
Category : Seasonal variations (Economics)
Languages : en
Pages : 22
Book Description
"Two strategies have been followed for the development of model-based seasonal adjustment methods. One, where each of the unobserved components, trend-cycle, seasonal and irregular is assumed to follow a normal stochastic process of the ARIMA class and the other, where the observed data are assumed to follow an ARIMA process and from it similar kind of models are derived for the components. The first approach is known as "structural" and the second, as the "reduced-form" given their similarities to the problems of identification of structures from the data in econometrics. This paper discusses the major properties and operational limitations of these two approaches. It also analyses the salient characteristics of the empirical comparisons made between model-based seasonal adjustment methods and the X-11-ARIMA which is used by the majority of government statistical agencies"--Abstract.
Seasonal 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.
Seasonal Adjustment with the X-11 Method
Author: Dominique LadirayPublisher: Springer Science & Business Media
ISBN: 1461301750
Category : Computers
Languages : en
Pages : 245
Book Description
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.
The X-II-ARIMA Seasonal Adjustment Method
Author: Estela Bee DagumPublisher: Statistics Canada
ISBN:
Category : Seasonal variations (Economics)
Languages : en
Pages : 132
Book Description
Economic Time Series
Author: William R. BellPublisher: CRC Press
ISBN: 1439846588
Category : Mathematics
Languages : en
Pages : 544
Book Description
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
Modelling Seasonality
Author: Svend HyllebergPublisher: Oxford University Press, USA
ISBN:
Category : Business & Economics
Languages : en
Pages : 494
Book Description
This volume brings together leading papers on the existing standard economic theory of seasonality as well as papers which apply newer statistical tools to the modelling of seasonal phenomena. It includes a discussion of the X-11 method of seasonal adjustment, as well as an assessment ofrecent developments in the field.
Seasonal Adjustment in Economic Time Series
Author: Alberto CabreroPublisher:
ISBN:
Category : Seasonal variations (Economics)
Languages : en
Pages : 64
Book Description
A Comparison and Assessment of Seasonal Adjustment Methods for Employment and Unemployment Statistics
Author: Estela Bee DagumPublisher:
ISBN:
Category : Government publications
Languages : en
Pages : 134
Book Description