Time Series Analysis and Adjustment - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Time Series Analysis and Adjustment write by Haim Y. Bleikh. This book was released on 2016-02-24. Time Series Analysis and Adjustment available in PDF, EPUB and Kindle. In Time Series Analysis and Adjustment the authors explain how the last four decades have brought dramatic changes in the way researchers analyze economic and financial data on behalf of economic and financial institutions and provide statistics to whomsoever requires them. Such analysis has long involved what is known as econometrics, but time series analysis is a different approach driven more by data than economic theory and focused on modelling. An understanding of time series and the application and understanding of related time series adjustment procedures is essential in areas such as risk management, business cycle analysis, and forecasting. Dealing with economic data involves grappling with things like varying numbers of working and trading days in different months and movable national holidays. Special attention has to be given to such things. However, the main problem in time series analysis is randomness. In real-life, data patterns are usually unclear, and the challenge is to uncover hidden patterns in the data and then to generate accurate forecasts. The case studies in this book demonstrate that time series adjustment methods can be efficaciously applied and utilized, for both analysis and forecasting, but they must be used in the context of reasoned statistical and economic judgment. The authors believe this is the first published study to really deal with this issue of context.
Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation
Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation write by Estela Bee Dagum. This book was released on 2016-06-20. Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation available in PDF, EPUB and Kindle. 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. Seasonal adjustment and real time trend-cycle prediction play an essential part at all levels of activity in modern economies. They are used by governments to counteract cyclical recessions, by central banks to control inflation, by decision makers for better modeling and planning and by hospitals, manufacturers, builders, transportation, and consumers in general to decide on appropriate action. This book appeals to practitioners in government institutions, finance and business, macroeconomists, and other professionals who use economic data as well as academic researchers in time series analysis, seasonal adjustment methods, filtering and signal extraction. It is also useful for graduate and final-year undergraduate courses in econometrics and time series with a good understanding of linear regression and matrix algebra, as well as ARIMA modelling.
Economic Time Series
Economic Time Series - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Economic Time Series write by William R. Bell. This book was released on 2018-11-14. Economic Time Series available in PDF, EPUB and Kindle. Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals. This compilation of 21 chapters showcases the cross-fertilization between the fields of time s
Forecasting: principles and practice
Forecasting: principles and practice - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Forecasting: principles and practice write by Rob J Hyndman. This book was released on 2018-05-08. Forecasting: principles and practice available in PDF, EPUB and Kindle. Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Analysis of Economic Time Series
Analysis of Economic Time Series - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Analysis of Economic Time Series write by Marc Nerlove. This book was released on 2014-05-10. Analysis of Economic Time Series available in PDF, EPUB and Kindle. Analysis of Economic Time Series: A Synthesis integrates several topics in economic time-series analysis, including the formulation and estimation of distributed-lag models of dynamic economic behavior; the application of spectral analysis in the study of the behavior of economic time series; and unobserved-components models for economic time series and the closely related problem of seasonal adjustment. Comprised of 14 chapters, this volume begins with a historical background on the use of unobserved components in the analysis of economic time series, followed by an Introduction to the theory of stationary time series. Subsequent chapters focus on the spectral representation and its estimation; formulation of distributed-lag models; elements of the theory of prediction and extraction; and formulation of unobserved-components models and canonical forms. Seasonal adjustment techniques and multivariate mixed moving-average autoregressive time-series models are also considered. Finally, a time-series model of the U.S. cattle industry is presented. This monograph will be of value to mathematicians, economists, and those interested in economic theory, econometrics, and mathematical economics.
