Seasonal adjustment methods and real time tren-cycle estimation /
Estela Bee Dagum, Silvia Bianconcini.
- xvi, 283 páginas : ilustraciones, gráficas ; 24 cm.
- Statistics for social and behavioral sciences .
Incluye bibliografías.
1 Introduction -- 2 Time series components -- Part I Seasonal adjustment methods: 3 Seasonal adjustment: meaning, purpose and methods ; 4 Linear filters seasonal adjustment methods: census method II and its variants ; 5 Seasonal adjustment based on ARIMA decomposition: TRAMO-SEATS ; 6 Seasonal adjustment based on structural time series models -- Part II Trend-cycle estimation: 7 Trend-cycle estimation ; 8 Further developments on the Henderson trend-cycle filter ; 9 A unified view of trend-cycle predictors in reproducing Kernel Hilbert spaces (RKHS) ; 10 Real time trend-cycle prediction ; 11 The effect of seasonal adjustment on Real-Time Trend-Cycle prediction ; Glossary.
9783319318202
Estadística Econometría Macroeconomía Probabilidades Análisis de series de tiempo Pronóstico de la economía