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Cookie akzeptierenSilvia Bianconcini / Estela Bee Dagum
Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation
- Springer International Publishing
- 2018
- Taschenbuch
- 300 Seiten
- ISBN 9783319811277
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
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