The Resource Seasonal adjustment methods and real time trend-cycle estimation, Estela Bee Dagum, Silvia Bianconcini

Seasonal adjustment methods and real time trend-cycle estimation, Estela Bee Dagum, Silvia Bianconcini

Label
Seasonal adjustment methods and real time trend-cycle estimation
Title
Seasonal adjustment methods and real time trend-cycle estimation
Statement of responsibility
Estela Bee Dagum, Silvia Bianconcini
Creator
Contributor
Author
Subject
Genre
Language
eng
Summary
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
Member of
Cataloging source
N$T
http://library.link/vocab/creatorName
Dagum, Estela Bee
Dewey number
338.5/4
Illustrations
illustrations
Index
no index present
LC call number
HB137
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Bianconcini, Silvia
Series statement
Statistics for social and behavioral sciences,
http://library.link/vocab/subjectName
  • Seasonal variations (Economics)
  • Estimation theory
  • BUSINESS & ECONOMICS
  • Estimation theory
  • Seasonal variations (Economics)
  • Probability & statistics
  • Social research & statistics
  • Macroeconomics
  • Econometrics
Label
Seasonal adjustment methods and real time trend-cycle estimation, Estela Bee Dagum, Silvia Bianconcini
Link
https://ezproxy.lib.ou.edu/login?url=http://link.springer.com/10.1007/978-3-319-31822-6
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Dimensions
unknown
Extent
1 online resource (xvi, 283 pages)
File format
unknown
Form of item
online
Isbn
9783319318226
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Note
SpringerLink
Other control number
10.1007/978-3-319-31822-6
Other physical details
illustrations (some color).
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)952108480
  • (OCoLC)ocn952108480
Label
Seasonal adjustment methods and real time trend-cycle estimation, Estela Bee Dagum, Silvia Bianconcini
Link
https://ezproxy.lib.ou.edu/login?url=http://link.springer.com/10.1007/978-3-319-31822-6
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Dimensions
unknown
Extent
1 online resource (xvi, 283 pages)
File format
unknown
Form of item
online
Isbn
9783319318226
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Note
SpringerLink
Other control number
10.1007/978-3-319-31822-6
Other physical details
illustrations (some color).
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)952108480
  • (OCoLC)ocn952108480

Library Locations

  • Architecture LibraryBorrow it
    Gould Hall 830 Van Vleet Oval Rm. 105, Norman, OK, 73019, US
    35.205706 -97.445050
  • Bizzell Memorial LibraryBorrow it
    401 W. Brooks St., Norman, OK, 73019, US
    35.207487 -97.447906
  • Boorstin CollectionBorrow it
    401 W. Brooks St., Norman, OK, 73019, US
    35.207487 -97.447906
  • Chinese Literature Translation ArchiveBorrow it
    401 W. Brooks St., RM 414, Norman, OK, 73019, US
    35.207487 -97.447906
  • Engineering LibraryBorrow it
    Felgar Hall 865 Asp Avenue, Rm. 222, Norman, OK, 73019, US
    35.205706 -97.445050
  • Fine Arts LibraryBorrow it
    Catlett Music Center 500 West Boyd Street, Rm. 20, Norman, OK, 73019, US
    35.210371 -97.448244
  • Harry W. Bass Business History CollectionBorrow it
    401 W. Brooks St., Rm. 521NW, Norman, OK, 73019, US
    35.207487 -97.447906
  • History of Science CollectionsBorrow it
    401 W. Brooks St., Rm. 521NW, Norman, OK, 73019, US
    35.207487 -97.447906
  • John and Mary Nichols Rare Books and Special CollectionsBorrow it
    401 W. Brooks St., Rm. 509NW, Norman, OK, 73019, US
    35.207487 -97.447906
  • Library Service CenterBorrow it
    2601 Technology Place, Norman, OK, 73019, US
    35.185561 -97.398361
  • Price College Digital LibraryBorrow it
    Adams Hall 102 307 West Brooks St., Norman, OK, 73019, US
    35.210371 -97.448244
  • Western History CollectionsBorrow it
    Monnet Hall 630 Parrington Oval, Rm. 300, Norman, OK, 73019, US
    35.209584 -97.445414
Processing Feedback ...