Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation

by Silvia Bianconcini and Estela Bee Dagum

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 3319811274
• ISBN13: 9783319811277
• Release Date: May 2018
• Publisher: Springer
• Length: 283 Pages
• Weight: 0.93 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"