Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation (Statistics for Social and Behavioral Sciences) by Estela Bee Dagum
English | 28 Jun. 2016 | ISBN: 3319318209 | 300 Pages | PDF (True) | 4.53 MB
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.