Seasonal adjustment as a practical problem
著者
書誌事項
Seasonal adjustment as a practical problem
North-Holland , Distributors for the U.S. and Canada, ElsevierScience Pub., 1991
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Seizoenanalyse en beleidsdiagnose
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注記
Translation of: Seizoenanalyse en beleidsdiagnose
Translation by H.C. de Vries and C. Collee
Includes bibliographical references (p. 213-220) and indexes
内容説明・目次
内容説明
Presented in this book is the theory and the practice of seasonal adjustment of economic series from the viewpoint of economic policy design. The book offers the economist and practical statistician the opportunity to acquire new and important analytical insights as well as practical tools. Moreover, it discusses the historical development of the practice of seasonal adjustment as applied for policy analysis with Persons in the early twenties, via Zaycoff and Mendershausen in the thirties, through present day modelling with the aid of Kalman filters. Each method treated is empirically illustrated while a comparative analysis is made to assess the appropriateness of the various methods.
目次
Seasonal adjustment as a practical problem. Prolegomena to actual seasonal adjustment. Mechanical seasonal adjustment methods. ARIMA models and seasonal adjustment. Structural time series models and seasonal adjustment. The adding up problem and seasonally adjusted monetary analysis. Causal methods of seasonal adjustment. Concluding observations. Annex. References. Indexes.
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