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Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation

Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation

Hardcover

Series: Statistics for Social and Behavioral Sciences

Business GeneralGeneral SociologyProbability & Statistics

ISBN10: 3319318209
ISBN13: 9783319318202
Publisher: Springer Nature
Published: Jun 27 2016
Pages: 283
Weight: 1.31
Height: 0.69 Width: 6.14 Depth: 9.21
Language: English

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.

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Business General