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Program TRAMO "Time Series Regression with ARIMA Noise, Missing Observations, and Outliers" Instructions for the User

Program TRAMO Author: Víctor Gómez
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 48

Book Description


Program TRAMO "Time Series Regression with ARIMA Noise, Missing Observations, and Outliers" Instructions for the User

Program TRAMO Author: Víctor Gómez
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 48

Book Description


COMPSTAT

COMPSTAT PDF Author: Jelke G. Bethlehem
Publisher: 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.

Applied Time Series Analysis

Applied Time Series Analysis PDF Author: Terence C. Mills
Publisher: Academic Press
ISBN: 0128131179
Category : Business & Economics
Languages : en
Pages : 354

Book Description
Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others.

Monetary and Financial Statistics Manual and Compilation Guide

Monetary and Financial Statistics Manual and Compilation Guide PDF Author: Mr.Jose M Cartas
Publisher: International Monetary Fund
ISBN: 1513582720
Category : Business & Economics
Languages : en
Pages : 450

Book Description
This edition of Monetary and Financial Statistics Manual and Compilation Guide (Manual) updates and merges into one volume methodological and practical aspects of the compilation process of monetary statistics. The Manual is aimed at compilers and users of monetary data, offering guidance for the collection and analytical presentation of monetary statistics. The Manual includes standardized report forms, providing countries with a tool for compiling and reporting harmonized data for the central bank, other depository corporations, and other financial corporations.

Program SEATS "Signal Extraction in ARIMA Time Series"

Program SEATS Author: Agustín Maravall
Publisher:
ISBN:
Category : Box-Jenkins forecasting
Languages : en
Pages : 52

Book Description


Time-Series Forecasting

Time-Series Forecasting PDF Author: Chris Chatfield
Publisher: CRC Press
ISBN: 1420036203
Category : Business & Economics
Languages : en
Pages : 281

Book Description
From the author of the bestselling "Analysis of Time Series," Time-Series Forecasting offers a comprehensive, up-to-date review of forecasting methods. It provides a summary of time-series modelling procedures, followed by a brief catalogue of many different time-series forecasting methods, ranging from ad-hoc methods through ARIMA and state-space

The Foundations of Modern Time Series Analysis

The Foundations of Modern Time Series Analysis PDF Author: Terence C. Mills
Publisher: Springer
ISBN: 0230305024
Category : Business & Economics
Languages : en
Pages : 476

Book Description
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.

Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation

Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation PDF Author: Estela Bee Dagum
Publisher: 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.

An Application of TRAMO-SEATS

An Application of TRAMO-SEATS PDF Author: Agustín Maravall
Publisher:
ISBN:
Category : Japan
Languages : en
Pages : 52

Book Description
Se aplican los programas TRAMO-SEATS a series temporales de comercio exterior japonés.

Essays on Port Economics

Essays on Port Economics PDF Author: Pablo Coto-Millán
Publisher: Springer Science & Business Media
ISBN: 3790824259
Category : Business & Economics
Languages : en
Pages : 347

Book Description
The aim of this book is to offer a comprehensive overview of the economics of ports for scientists, students and professionals. The text is divided into five self-contained parts: the first chapter defines the demand for port services using an econometric approach. The second part analyzes the provision of port services using the production, cost, investment and profit functions of various ports. The third part combines the two previous parts in order to propound a general equilibrium approach. The fourth part looks at regulation, efficiency and the existence of ports as natural monopolies. Finally, the fifth part uses Cost Benefit Analysis for an economic evaluation of the feasibility of building new ports or enlarging existing ones.