| Título : |
Seasonal adjustment methods and real time trend-cycle estimation |
| Tipo de documento: |
TEXTO IMPRESO |
| Autores: |
Estela María Bee de Dagum ; Silvia Bianconcini |
| Editorial: |
Suiza : Springer |
| Fecha de publicación: |
2016 |
| Colección: |
Statistics for Social and Behavioral Sciences |
| Número de páginas: |
xvi, 283 p. |
| Dimensiones: |
24 cm. |
| ISBN/ISSN/DL: |
978-3-319-31820-2 |
| Idioma : |
Inglés (eng) |
| Descriptores: |
Álgebra ; Análisis de regresión ; ESTADISTICA ; Series temporales
|
| Clasificación: |
519.246.8 Análisis de series temporales o cronológicas. Autocorrelación. Regresión |
| Nota de contenido: |
1. Introducción - 2. Time series components - 3. Seasonal adjustment: Meaning, Purpose, and methods - 4. Linear filters seasonal adjustment methods: Census method II and its variants - 5. Seasonal adjuntment based on ARIMA model decomposition: TRAMO-SEATS - 6. Seasonal adjuntment based on structural time series models - 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 efect of seasonal adjustment on Real- time trend-cycle prediction |
| Link: |
https://biblioeco.unsa.edu.ar/pmb/opac_css/index.php?lvl=notice_display&id=43905 |
| Ubicación : |
519.246.8 B414 |
