Seasonal Adjustment with the X-11 Method PDF Download
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Author: Dominique Ladiray
Publisher: Springer Science & Business Media
ISBN: 1461301750
Category : Computers
Languages : en
Pages : 245
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Book Description
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.
Author: Dominique Ladiray
Publisher: Springer Science & Business Media
ISBN: 1461301750
Category : Computers
Languages : en
Pages : 245
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Book Description
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.
Author: John F. Stinson
Publisher:
ISBN:
Category : Government publications
Languages : en
Pages : 20
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Book Description
Author: Estela Bee Dagum
Publisher: Springer
ISBN: 3319318225
Category : Business & Economics
Languages : en
Pages : 293
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Book Description
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.
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Category : Prices
Languages : en
Pages : 434
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Category : Oil industries
Languages : en
Pages : 414
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Category : Hours of labor
Languages : en
Pages : 1068
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Author: United States. Office of Management and Budget. Statistical Policy Division
Publisher:
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Category : United States
Languages : en
Pages : 508
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Author:
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Category : United States
Languages : en
Pages : 390
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Author:
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Category : Commercial statistics
Languages : en
Pages : 392
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Author: United States. Bureau of Economic Analysis
Publisher:
ISBN:
Category : Commercial statistics
Languages : en
Pages : 404
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Book Description
