Seasonal adjustment without revisions: a real-time approach
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| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cham
Springer
[2023]
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| Series: | SpringerBriefs in Economics
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | xiii, 86 Seiten Illustrationen, Diagramme |
| ISBN: | 9783031228445 |
| ISSN: | 2191-5512 |
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MARC
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Record in the Search Index
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Contents 1 Introduction . 1.1 1.2 1.3 1.4 2 Seasonality and Seasonal Adjustment . Revisions . Aim . Outline . CAMPLET: Seasonal Adjustment Without Revisions. Introduction . CAMPLET. 2.2.1 Seasonals and Non-seasonals . 2.2.2 Seasonal Adjustment in CAMPLET . 2.2.3 Initialization . 2.2.4 Outliers and Change in Seasonal Pattern. 2.2.5 Automatic Parameter Adjustment for Volatile Series . 2.2.6 CAMPLET Parameters . 2.3 Simulations. 2.3.1 Design . 2.3.2 X-13ARIMA-SEATS
. 2.3.3 Quality Measures . 2.3.4 Current Vintage Comparison. 2.3.5 Quasi-Real-Time Comparison Experiment. 2.3.6 Discussion . 2.4 Illustrations. 2.4.1 U.S. Non-farm Payroll Employment . 2.4.2 Ahold . 2.4.3 Real GDP in the Netherlands . 2.5 Concluding Remarks. 2.1 2.2 3 Seasonal Adjustment of Economic Tendency Survey Data . 3.1 Introduction . 3.2 Seasonal Adjustment: Census and CAMPLET . 3.3 The KOF Barometer . 1 1 2 3 4 7 7 8 8 9 11 11 12 13 14 14 15 16 17 17 22 22 22 24 27 27 31 31 32 33 vii
viü Contents 3.4 Empirical Illustration . 3.4.1 Comparison of KOF-Census and CAMPLET Seasonally Adjusted Variables . 36 3.4.2 Implications for the KOF Barometer . 3.5 Concluding Remarks. 36 4 Residual Seasonality: A Comparison of X13 and CAMPLET . 4.1 Introduction . 4.2 Measuring Seasonality . 4.3 Data. 4.4 Seasonality and Residual SeasonalityOutcomes . 4.5 Concluding Remarks. 43 43 44 45 45 49 5 COVID-19 and Seasonal Adjustment. 5.1 Introduction . 5.2 Seasonal Adjustment Methodology . 5.2.1 Seasonal Decomposition . 5.2.2 Description of Methods Used in This Chapter . 5.2.3 Adjustments Because of the COVID-19 Crisis. 5.3
Illustrations. 5.3.1 Data and Settings of Seasonal Adjustment Methods . 5.3.2 Results . 5.3.3 Discussion . 5.4 Concluding Remarks. 53 53 55 55 55 57 58 58 58 61 61 6 Seasonal Adjustment of Daily Data with CAMPLET . 6.1 Introduction . 6.2 Seasonal Adjustment of Daily Data . 6.3 Adjustments in CAMPLET for Daily Data . 6.4 Comparisons. 6.5 Gas Consumption and Production in the Netherlands . 6.5.1 Seasonal Cycles . 6.5.2 Gas Consumption and Production, and Mean Temperature. 77 6.6 Concluding Remarks. 63 63 64 65 67 71 74 Conclusion . 79
Bibliography. 83 7 38 39 77 |
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| illustrated | Illustrated |
| indexdate | 2024-11-25T15:02:36Z |
| institution | BVB |
| isbn | 9783031228445 |
| issn | 2191-5512 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-035154983 |
| oclc_num | 1454741949 |
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| owner_facet | DE-473 DE-BY-UBG |
| physical | xiii, 86 Seiten Illustrationen, Diagramme |
| publishDate | 2023 |
| publishDateSearch | 2023 |
| publishDateSort | 2023 |
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| series2 | SpringerBriefs in Economics |
| spelling | Abeln, Barend Verfasser (DE-588)1338396536 aut Seasonal adjustment without revisions a real-time approach Barend Abeln, Jan P. A. M. Jacobs Cham Springer [2023] xiii, 86 Seiten Illustrationen, Diagramme txt rdacontent n rdamedia nc rdacarrier SpringerBriefs in Economics 2191-5512 Econometrics Statistics in Business, Management, Economics, Finance, Insurance Macroeconomics and Monetary Economics Statistics Macroeconomics Jacobs, Jan 1960- Verfasser (DE-588)170660273 aut Erscheint auch als Online-Ausgabe 978-3-031-22845-2 Digitalisierung UB Bamberg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=035154983&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Abeln, Barend Jacobs, Jan 1960- Seasonal adjustment without revisions a real-time approach Econometrics Statistics in Business, Management, Economics, Finance, Insurance Macroeconomics and Monetary Economics Statistics Macroeconomics |
| title | Seasonal adjustment without revisions a real-time approach |
| title_auth | Seasonal adjustment without revisions a real-time approach |
| title_exact_search | Seasonal adjustment without revisions a real-time approach |
| title_full | Seasonal adjustment without revisions a real-time approach Barend Abeln, Jan P. A. M. Jacobs |
| title_fullStr | Seasonal adjustment without revisions a real-time approach Barend Abeln, Jan P. A. M. Jacobs |
| title_full_unstemmed | Seasonal adjustment without revisions a real-time approach Barend Abeln, Jan P. A. M. Jacobs |
| title_short | Seasonal adjustment without revisions |
| title_sort | seasonal adjustment without revisions a real time approach |
| title_sub | a real-time approach |
| topic | Econometrics Statistics in Business, Management, Economics, Finance, Insurance Macroeconomics and Monetary Economics Statistics Macroeconomics |
| topic_facet | Econometrics Statistics in Business, Management, Economics, Finance, Insurance Macroeconomics and Monetary Economics Statistics Macroeconomics |
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