語系:
繁體中文
English
說明(常見問題)
回圖書館首頁
手機版館藏查詢
登入
回首頁
到查詢結果
[ subject:"Seasonal variations (Economics)- Data processing." ]
切換:
標籤
|
MARC模式
|
ISBD
Seasonal adjustment without revision...
~
Abeln, Barend.
FindBook
Google Book
Amazon
博客來
Seasonal adjustment without revisions = a real-time approach /
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Seasonal adjustment without revisions/ by Barend Abeln, Jan P. A. M. Jacobs.
其他題名:
a real-time approach /
作者:
Abeln, Barend.
其他作者:
Jacobs, Jan P. A. M.
出版者:
Cham :Springer International Publishing : : 2023.,
面頁冊數:
xiii, 86 p. :ill., digital ;24 cm.
內容註:
Chapter 1. Introduction -- Chapter 2. CAMPLET: Seasonal adjustment without revisions -- Chapter 3. Seasonal adjustment of economic tendency survey data -- Chapter 4. Residual Seasonality: A Comparison of X13 and CAMPLET -- Chapter 5. COVID-19 and Seasonal Adjustment -- Chapter 6. Seasonal adjustment of daily data with CAMPLET -- Chapter 7. Conclusion.
Contained By:
Springer Nature eBook
標題:
Seasonal variations (Economics) -
電子資源:
https://doi.org/10.1007/978-3-031-22845-2
ISBN:
9783031228452
Seasonal adjustment without revisions = a real-time approach /
Abeln, Barend.
Seasonal adjustment without revisions
a real-time approach /[electronic resource] :by Barend Abeln, Jan P. A. M. Jacobs. - Cham :Springer International Publishing :2023. - xiii, 86 p. :ill., digital ;24 cm. - SpringerBriefs in economics,2191-5512. - SpringerBriefs in economics..
Chapter 1. Introduction -- Chapter 2. CAMPLET: Seasonal adjustment without revisions -- Chapter 3. Seasonal adjustment of economic tendency survey data -- Chapter 4. Residual Seasonality: A Comparison of X13 and CAMPLET -- Chapter 5. COVID-19 and Seasonal Adjustment -- Chapter 6. Seasonal adjustment of daily data with CAMPLET -- Chapter 7. Conclusion.
Seasonality in economic time series can "obscure" movements of other components in a series that are operationally more important for economic and econometric analyses. In practice, one often prefers to work with seasonally adjusted data to assess the current state of the economy and its future course. This book presents a seasonal adjustment program called CAMPLET, an acronym of its tuning parameters, which consists of a simple adaptive procedure to extract the seasonal and the non-seasonal component from an observed series. Once this process is carried out, there will be no need to revise these components at a later stage when new observations become available. The authors describe the main features of CAMPLET, evaluate the outcomes of CAMPLET and X-13ARIMA-SEATS in a controlled simulation framework using a variety of data generating processes, and illustrate CAMPLET and X-13ARIMA-SEATS with three time series: US non-farm payroll employment, operational income of Ahold and real GDP in the Netherlands. Furthermore they show how CAMPLET performs under the COVID-19 crisis, and its attractiveness in dealing with daily data. This book appeals to scholars and students of econometrics and statistics, interested in the application of statistical methods for empirical economic modeling.
ISBN: 9783031228452
Standard No.: 10.1007/978-3-031-22845-2doiSubjects--Topical Terms:
2016020
Seasonal variations (Economics)
LC Class. No.: HB137 / .A24 2023
Dewey Class. No.: 338.54
Seasonal adjustment without revisions = a real-time approach /
LDR
:02709nmm a2200337 a 4500
001
2315810
003
DE-He213
005
20230222202308.0
006
m d
007
cr nn 008maaau
008
230902s2023 sz s 0 eng d
020
$a
9783031228452
$q
(electronic bk.)
020
$a
9783031228445
$q
(paper)
024
7
$a
10.1007/978-3-031-22845-2
$2
doi
035
$a
978-3-031-22845-2
040
$a
GP
$c
GP
041
0
$a
eng
050
4
$a
HB137
$b
.A24 2023
072
7
$a
KCH
$2
bicssc
072
7
$a
BUS021000
$2
bisacsh
072
7
$a
KCH
$2
thema
082
0 4
$a
338.54
$2
23
090
$a
HB137
$b
.A141 2023
100
1
$a
Abeln, Barend.
$3
3628493
245
1 0
$a
Seasonal adjustment without revisions
$h
[electronic resource] :
$b
a real-time approach /
$c
by Barend Abeln, Jan P. A. M. Jacobs.
260
$a
Cham :
$b
Springer International Publishing :
$b
Imprint: Springer,
$c
2023.
300
$a
xiii, 86 p. :
$b
ill., digital ;
$c
24 cm.
490
1
$a
SpringerBriefs in economics,
$x
2191-5512
505
0
$a
Chapter 1. Introduction -- Chapter 2. CAMPLET: Seasonal adjustment without revisions -- Chapter 3. Seasonal adjustment of economic tendency survey data -- Chapter 4. Residual Seasonality: A Comparison of X13 and CAMPLET -- Chapter 5. COVID-19 and Seasonal Adjustment -- Chapter 6. Seasonal adjustment of daily data with CAMPLET -- Chapter 7. Conclusion.
520
$a
Seasonality in economic time series can "obscure" movements of other components in a series that are operationally more important for economic and econometric analyses. In practice, one often prefers to work with seasonally adjusted data to assess the current state of the economy and its future course. This book presents a seasonal adjustment program called CAMPLET, an acronym of its tuning parameters, which consists of a simple adaptive procedure to extract the seasonal and the non-seasonal component from an observed series. Once this process is carried out, there will be no need to revise these components at a later stage when new observations become available. The authors describe the main features of CAMPLET, evaluate the outcomes of CAMPLET and X-13ARIMA-SEATS in a controlled simulation framework using a variety of data generating processes, and illustrate CAMPLET and X-13ARIMA-SEATS with three time series: US non-farm payroll employment, operational income of Ahold and real GDP in the Netherlands. Furthermore they show how CAMPLET performs under the COVID-19 crisis, and its attractiveness in dealing with daily data. This book appeals to scholars and students of econometrics and statistics, interested in the application of statistical methods for empirical economic modeling.
650
0
$a
Seasonal variations (Economics)
$3
2016020
650
0
$a
Seasonal variations (Economics)
$x
Data processing.
$3
3628495
650
1 4
$a
Econometrics.
$3
542934
650
2 4
$a
Statistics in Business, Management, Economics, Finance, Insurance.
$3
3538572
650
2 4
$a
Macroeconomics and Monetary Economics.
$3
3538569
700
1
$a
Jacobs, Jan P. A. M.
$3
3628494
710
2
$a
SpringerLink (Online service)
$3
836513
773
0
$t
Springer Nature eBook
830
0
$a
SpringerBriefs in economics.
$3
1567438
856
4 0
$u
https://doi.org/10.1007/978-3-031-22845-2
950
$a
Economics and Finance (SpringerNature-41170)
筆 0 讀者評論
館藏地:
全部
電子資源
出版年:
卷號:
館藏
1 筆 • 頁數 1 •
1
條碼號
典藏地名稱
館藏流通類別
資料類型
索書號
使用類型
借閱狀態
預約狀態
備註欄
附件
W9452060
電子資源
11.線上閱覽_V
電子書
EB HB137 .A24 2023
一般使用(Normal)
在架
0
1 筆 • 頁數 1 •
1
多媒體
評論
新增評論
分享你的心得
Export
取書館
處理中
...
變更密碼
登入