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Seasonal Adjustment with the X-11 Method by Dominique Ladiray,Benoit Quenneville Pdf
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.
Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation by Estela Bee Dagum,Silvia Bianconcini Pdf
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.
Forecasting: principles and practice by Rob J Hyndman,George Athanasopoulos Pdf
Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Economic Time Series by William R. Bell,Scott H. Holan,Tucker S. McElroy Pdf
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
SAS for Forecasting Time Series, Third Edition by John C. Brocklebank, Ph.D.,David A. Dickey, Ph.D.,Bong Choi Pdf
To use statistical methods and SAS applications to forecast the future values of data taken over time, you need only follow this thoroughly updated classic on the subject. With this third edition of SAS for Forecasting Time Series, intermediate-to-advanced SAS users—such as statisticians, economists, and data scientists—can now match the most sophisticated forecasting methods to the most current SAS applications. Starting with fundamentals, this new edition presents methods for modeling both univariate and multivariate data taken over time. From the well-known ARIMA models to unobserved components, methods that span the range from simple to complex are discussed and illustrated. Many of the newer methods are variations on the basic ARIMA structures. Completely updated, this new edition includes fresh, interesting business situations and data sets, and new sections on these up-to-date statistical methods: ARIMA models Vector autoregressive models Exponential smoothing models Unobserved component and state-space models Seasonal adjustment Spectral analysis Focusing on application, this guide teaches a wide range of forecasting techniques by example. The examples provide the statistical underpinnings necessary to put the methods into practice. The following up-to-date SAS applications are covered in this edition: The ARIMA procedure The AUTOREG procedure The VARMAX procedure The ESM procedure The UCM and SSM procedures The X13 procedure The SPECTRA procedure SAS Forecast Studio Each SAS application is presented with explanation of its strengths, weaknesses, and best uses. Even users of automated forecasting systems will benefit from this knowledge of what is done and why. Moreover, the accompanying examples can serve as templates that you easily adjust to fit your specific forecasting needs. This book is part of the SAS Press program.
United States. Congress. Joint Economic Committee. Subcommittee on Priorities and Economy in Government,United States. Congress. Joint Economic Committee
Author : United States. Congress. Joint Economic Committee. Subcommittee on Priorities and Economy in Government,United States. Congress. Joint Economic Committee Publisher : Unknown Page : 128 pages File Size : 43,5 Mb Release : 1993 Category : Labor supply ISBN : PURD:32754074705546
Employment-unemployment by United States. Congress. Joint Economic Committee. Subcommittee on Priorities and Economy in Government,United States. Congress. Joint Economic Committee Pdf
United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry. Subcommittee on Production and Price Competitiveness
Author : United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry. Subcommittee on Production and Price Competitiveness Publisher : Unknown Page : 410 pages File Size : 43,6 Mb Release : 2004 Category : Crop diversification ISBN : MINN:31951D02406455C
The Necessity of a Tobacco Quota Buyout by United States. Congress. Senate. Committee on Agriculture, Nutrition, and Forestry. Subcommittee on Production and Price Competitiveness Pdf
Author : F. A. G. den Butter,M. M. G. Fase Publisher : North Holland Page : 236 pages File Size : 46,8 Mb Release : 1991 Category : Seasonal variations (Economics) ISBN : UCAL:B4355225
Seasonal Adjustment as a Practical Problem by F. A. G. den Butter,M. M. G. Fase Pdf
Presented in this book is the theory and the practice of seasonal adjustment of economic series from the viewpoint of economic policy design. The book offers the economist and practical statistician the opportunity to acquire new and important analytical insights as well as practical tools. Moreover, it discusses the historical development of the practice of seasonal adjustment as applied for policy analysis with Persons in the early twenties, via Zaycoff and Mendershausen in the thirties, through present day modelling with the aid of Kalman filters. Each method treated is empirically illustrated while a comparative analysis is made to assess the appropriateness of the various methods.
