Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation
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Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation
Bee Dagum, Estela; Bianconcini, Silvia
Springer International Publishing AG
05/2018
283
Mole
Inglês
9783319811277
15 a 20 dias
4569
Descrição não disponível.
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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62G08, 62M10, 62P20, 62P25;STAMP;TRAMO-SEATS;X12ARIMA;real time trend-cycle prediction;seasonal adjustment;signal extraction;time series;reproducing kernel Hilbert space;nonparametric linear filters;Census Method II
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.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
