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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 filt ...

DETAILS

  • Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation
  • Bee Dagum, Estela, Bianconcini, Silvia
  • Kartoniert, xvi, 283 S.
  • XVI, 283 p. 52 illus., 10 illus. in color.
  • Sprache: Englisch
  • 235 mm
  • ISBN-13: 978-3-319-81127-7
  • Titelnr.: 72756538
  • Gewicht: 458 g
  • Springer, Berlin (2018)
  • Herstelleradresse

    Springer Heidelberg

    Tiergartenstr. 17

    69121 - DE Heidelberg

    E-Mail: buchhandel-buch@springer.com

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