Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation

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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Bee Dagum, Estela (Auteur), Bianconcini, Silvia (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: Cham : Springer International Publishing : Imprint: Springer, 2016.
Édition:1st ed. 2016.
Collection:Statistics for Social and Behavioral Sciences,
Sujets:
Statistics .
Social sciences-Statistical methods.
Macroeconomics.
Probabilities.
Econometrics.
Statistics in Business, Management, Economics, Finance, Insurance.
Statistical Theory and Methods.
Statistics in Social Sciences, Humanities, Law, Education, Behavorial Sciences, Public Policy.
Macroeconomics and Monetary Economics.
Probability Theory.
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