| 书目名称 | Seasonal Adjustment Without Revisions |
| 副标题 | A Real-Time Approach |
| 编辑 | Barend Abeln,Jan P. A. M. Jacobs |
| 视频video | |
| 概述 | Compares CAMPLET to the industry standard, X13-ARIMASEATS, in a controlled simulation experiment.Investigates residual seasonality of X13 and CAMPLET for US real GDP.Studies the impact of COVID-19 on |
| 丛书名称 | SpringerBriefs in Economics |
| 图书封面 |  |
| 描述 | .Seasonality in economic time series can "obscure" movements of other components in a series that are operationally more important for economic and econometric analyses. In practice, one often prefers to work with seasonally adjusted data to assess the current state of the economy and its future course...This book presents a seasonal adjustment program called CAMPLET, an acronym of its tuning parameters, which consists of a simple adaptive procedure to extract the seasonal and the non-seasonal component from an observed series. Once this process is carried out, there will be no need to revise these components at a later stage when new observations become available...The authors describe the main features of CAMPLET, evaluate the outcomes of CAMPLET and X-13ARIMA-SEATS in a controlled simulation framework using a variety of data generating processes, and illustrate CAMPLET and X-13ARIMA-SEATS with three time series: US non-farm payroll employment, operational income of Ahold and real GDP in the Netherlands. Furthermore they show how CAMPLET performs under the COVID-19 crisis, and its attractiveness in dealing with daily data...This book appeals to scholars and students of econometri |
| 出版日期 | Book 2023 |
| 关键词 | Seasonal adjustment of daily data; Revisions; Simulation experiment; COVID-19; Econometrics; Statistics f |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-031-22845-2 |
| isbn_softcover | 978-3-031-22844-5 |
| isbn_ebook | 978-3-031-22845-2Series ISSN 2191-5504 Series E-ISSN 2191-5512 |
| issn_series | 2191-5504 |
| copyright | The Author(s), under exclusive license to Springer Nature Switzerland AG 2023 |
发表于 2025-3-21 17:40:46
