Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation

• Main Authors: Bee Dagum, Estela (Author), Bianconcini, Silvia (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Series: Statistics for Social and Behavioral Sciences,
• Subjects: 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...