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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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Bee Dagum, Estela (Author), Bianconcini, Silvia (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edition:1st ed. 2016.
Series:Statistics for Social and Behavioral Sciences,
Subjects:
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.
Online Access:Texto Completo
Table of Contents:
  • 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.

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