Estela Bee Dagum: 1 book

Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation

by Estela Bee Dagum, Silvia Bianconcini
Language: English
Release Date: June 20, 2016

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. Several real-world...

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