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Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation

Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation( )
Author: Bee Dagum, Estela
Bianconcini, Silvia
Series title:Statistics for Social and Behavioral Sciences Ser.
ISBN:978-3-319-31822-6
Publication Date:Jul 2016
Publisher:Springer
Book Format:Ebook
List Price:USD $129.00
Book Description:

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...
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