Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation

• Κύριοι συγγραφείς: Bee Dagum, Estela (Συγγραφέας), Bianconcini, Silvia (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Σειρά: Statistics for Social and Behavioral Sciences,
• Θέματα: Statistics.; Probabilities.; Econometrics.; Macroeconomics.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Statistical Theory and Methods.; Statistics for Social Science, Behavorial Science, Education, Public Policy, and Law.; Macroeconomics/Monetary Economics//Financial Economics.; Probability Theory and Stochastic Processes.

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 ca...