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...

Πίνακας περιεχομένων:

• Introduction
• Time Series Components
• Part I: Seasonal Adjustment Methods
• Seasonal Adjustment: Meaning, Purpose and Methods
• Linear Filters Seasonal Adjustment Methods: Census Method II and its Variants
• Seasonal Adjustment Based on ARIMA Decomposition: TRAMO-SEATS.- Seasonal Adjustment Based on Structural Time Series Models
• Part II: Trend-Cycle Estimation.- Trend-Cycle Estimation.- Further Developments on the Henderson Trend-Cycle Filter.- A Unified View of Trend-Cycle Predictors in Reproducing Kernel Hilbert Spaces (RKHS).- Real Time Trend-Cycle Prediction.- The Effect of Seasonal Adjustment on Real-Time Trend-Cycle Prediction
• Glossary.