Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation

Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation by Estela Bee Dagum, Silvia Bianconcini.

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 ca...

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Bibliographic Details
Main Authors: Bee Dagum, Estela (Author), Bianconcini, Silvia (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edition:1st ed. 2016.
Series:Statistics for Social and Behavioral Sciences,
Springer eBook Collection.
Subjects:
Statistics .
Macroeconomics.
Probabilities.
Econometrics.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of 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.

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