Seasonal Adjustment of Daily Data with Special Reference to the U.S. Money Supply
Title | Seasonal Adjustment of Daily Data with Special Reference to the U.S. Money Supply PDF eBook |
Author | David A. Pierce |
Publisher | |
Pages | 52 |
Release | 1979 |
Genre | Money supply |
ISBN |
A Survey of Recent Developments in Seasonal Adjustment
Title | A Survey of Recent Developments in Seasonal Adjustment PDF eBook |
Author | David A. Pierce |
Publisher | |
Pages | 56 |
Release | 1978 |
Genre | Seasonal variations (Economics) |
ISBN |
Data Revisions with Moving Average Seasonal Adjustment Procedures
Title | Data Revisions with Moving Average Seasonal Adjustment Procedures PDF eBook |
Author | David A. Pierce |
Publisher | |
Pages | 50 |
Release | 1979 |
Genre | Time-series analysis |
ISBN |
Seasonal Adjustment Without Revisions
Title | Seasonal Adjustment Without Revisions PDF eBook |
Author | Barend Abeln |
Publisher | Springer Nature |
Pages | 94 |
Release | 2023-02-13 |
Genre | Business & Economics |
ISBN | 3031228456 |
Seasonality in economic time series can "obscure" movements of other components in a series that are operationally more important for economic and econometric analyses. In practice, one often prefers to work with seasonally adjusted data to assess the current state of the economy and its future course. This book presents a seasonal adjustment program called CAMPLET, an acronym of its tuning parameters, which consists of a simple adaptive procedure to extract the seasonal and the non-seasonal component from an observed series. Once this process is carried out, there will be no need to revise these components at a later stage when new observations become available. The authors describe the main features of CAMPLET, evaluate the outcomes of CAMPLET and X-13ARIMA-SEATS in a controlled simulation framework using a variety of data generating processes, and illustrate CAMPLET and X-13ARIMA-SEATS with three time series: US non-farm payroll employment, operational income of Ahold and real GDP in the Netherlands. Furthermore they show how CAMPLET performs under the COVID-19 crisis, and its attractiveness in dealing with daily data. This book appeals to scholars and students of econometrics and statistics, interested in the application of statistical methods for empirical economic modeling.
Estimating Current Trend and Growth Rates in Seasonal Time Series
Title | Estimating Current Trend and Growth Rates in Seasonal Time Series PDF eBook |
Author | George E. P. Box |
Publisher | |
Pages | 44 |
Release | 1981 |
Genre | Mathematics |
ISBN |
The importance of appropriate stochastic models in choosing efficient methods of statistical analysis is discussed. The fitting to data of Seasonal Autoregressive Moving Average models is described and it is shown how trend may be estimated in an appropriate class of models of this kind. The procedure is illustrated for a model fitted to a money supply series published by the Federal Reserve Board. Error limits are calculated. In a series of appendices the properties of the adaptive coefficients which determine the trend estimates are derived. (Author).
The Foundations of Econometrics
Title | The Foundations of Econometrics PDF eBook |
Author | Swamy. P. A. V. B. |
Publisher | |
Pages | 64 |
Release | 1984 |
Genre | Econometrics |
ISBN |
An Examination of Distributed Lag Model Coefficients Estimated with Smoothness Priors
Title | An Examination of Distributed Lag Model Coefficients Estimated with Smoothness Priors PDF eBook |
Author | S. S. Thurman |
Publisher | |
Pages | 46 |
Release | 1984 |
Genre | Econometrics |
ISBN |