Time Series Analysis and Adjustment: Measuring, Modelling and Forecasting for Business and Economics
- ISBN-10
- 140944192X
- ISBN-13
- 9781409441922
- Category
- Business & Economics
- Pages
- 149
- Language
- English
- Published
- 2014-07-01
- Publisher
- Ashgate Publishing, Ltd.
- Authors
- Haim Y Bleikh, Professor Warren L Young
Description
In Time Series Analysis and Adjustment the authors explain how the last four decades have brought dramatic changes in the way researchers analyze economic and financial data on behalf of economic and financial institutions and to provide statistics. An understanding of time series and the application and knowledge of related time series adjustment procedures is essential in areas such as risk management, business cycle analysis, and forecasting. The case studies in this book demonstrate that time series adjustment methods can be efficaciously applied and utilized, for both analysis and forecasting, but they must be used in the context of reasoned statistical and economic judgment -- this is the first known published study to really deal with this issue of context.
Get the book
Other editions
-
- 2016-02-24
- 148 pages
- Ebook
- CRC Press
-
- 2016-02-24
- 148 pages
- Ebook
- CRC Press
Similar books
-
Economic Time Series: Modeling and Seasonality
By William R. Bell, Scott H. Holan, Tucker S. McElroyThis compilation of 21 chapters showcases the cross-fertilization between the fields of time s
-
Analysis of Economic Time Series: A Synthesis
By Marc Nerlove, David M. Grether, José L. CarvalhoSome recent suggestions forestimation in the frequency domain (Hannan, 1969; Hannan and Nicholls, 1972; Nicholls, 1973; Nicholls et al., 1975, pp. 123–125; and Pukkila, 1977), however, lead to much simpler procedures for estimation of ...
-
Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation
By Estela Bee Dagum, Silvia BianconciniThe information given by seasonally adjusted series plays a very important role in the analysis of current ... each month over less than 1 year span, e.g., to compare May with April (1-month span) or May with February (3-month span).
-
Time Series Analysis: Forecasting and Control
By George E. P. Box, Gwilym M. Jenkins, Gregory C. ReinselA modernized new edition of one of the most trusted books on time series analysis. Since publication of the first edition in 1970, Time Series Analysis has served as one of the most influential and prominent works on the subject.
-
Forecasting: principles and practice
By Rob J Hyndman, George AthanasopoulosForecasting is required in many situations.
-
Practical Time Series Analysis Using SAS
By Anders MilhojThe book teaches, with numerous examples, how to apply these procedures with very simple coding. In addition, it also gives the statistical background for interested readers.
-
Linear Time Series with MATLAB and OCTAVE
By Víctor GómezThis book presents an introduction to linear univariate and multivariate time series analysis, providing brief theoretical insights into each topic, and from the beginning illustrating the theory with software examples.
-
Time Series Techniques for Economists
By Terence C. MillsDavies , N. and Newbold , P. ( 1979 ) , ' Some Power Studies of a Portmanteau Test of Time Series Model Specification ' , Biometrika , 66 , 153-5 . Davies , N. , Triggs , C. M. and Newbold , P. ( 1977 ) , ' Significance Levels of the ...
-
Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series
By Estela Bee Dagum, Pierre A. CholetteThis book discusses the statistical methods most often applied for such adjustments, ranging from ad hoc procedures to regression-based models. The latter are emphasized, because of their clarity, ease of application, and superior results.
-
Modelling Seasonality
By Svend HyllebergThe realization among econometricians and applied economists that seasonal variation in many time series is often larger and less regular than has been supposed, has recently led to an increased...