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1
Seasonal Adjustment With the X-11 Method
While these software packages integrate, to varying degrees, parametric methods, and especially the ARIMA models popularized by Box and Jenkins, they remain in essence very close to the initial X-11 method, and it is this "core" that ...
Dominique Ladiray, Benoît Quenneville, 2001
2
Spectral Analysis and Parametric Methods for
Seasonal ...
BACKGROUND The problem of seasonal adjustment of economic time series
has a long history, over 50 years, and is familiar to economists and statisticians
working in this area. The early methods of smoothing curves by eye and hand
were ...
Harry Myer Rosenblatt, 1965
3
The X-11 Variant of the Census Method II
Seasonal Adjustment ...
References which deal with the problem of seasonal adjustment as it relates to
the analysis of current economic conditions are 9, 14, and 15. Early works on
seasonality and seasonal adjustment methods are l, 6, and 7. Works dealing with
the ...
Julius Shiskin, Allan H. Young, John C. Musgrave, 1965
4
Quarterly National Accounts Manual: Concepts, Data Sources, ...
A. Introduction 125 B. The Main Principles of Seasonal Adjustment 126 C. Basic
Features of the X-l 1 Family of Seasonal Adjustment Programs 129 1. Main
Aspects of the Core X-l 1 Moving Average Seasonal Adjustment Filters 130 2.
Adriaan M. Bloem, Robert Dippelsman, Nils Øyvind Mæhle, 2001
5
Seasonal Adjustment when Both Deterministic and Stochastic ...
Debate continues on how best to model seasonality, what constraints (
information) should be imposed (utilized) in seasonally adjusting series, and
whether one should attempt seasonal adjustment at all. Against this background
most ...
6
The Econometric Analysis of
Seasonal Time Series
4.6 Seasonal Adjustment and Other Data Transformations To conclude this
chapter we consider an issue not often dealt with in discussions regarding
seasonal adjustment. In applied research, seasonal adjustment is rarely the only
data ...
Eric Ghysels, Denise R. Osborn, 2001
7
1995 Annual Research Conference and
Seasonal Adjustment ...
Estimation of Moving Trading Day Variations with Application to the Canadian
Retail Trade Series Marietta Morry and Pierre A. Cholette (Statistics Canada)
Experiences of Statistics New Zealand in Trend and Seasonal Adjustment Judith
...
United States. Bureau of the Census, 1995
8
Time Series Analysis and Macroeconometric Modelling: The ...
[10] Seasonal Adjustment and Relations Between Variables 121 Seasonal
Adjustment and Relations Between Variables A. ... KENNETH F. WALLIS* This
article studies the effect of official seasonal adjustment procedures on the
relations ...
Kenneth Frank Wallis, 1995
9
Seasonal Analysis of Economic Time Series
THE. TEMPORAL. AND. SECTORAL. AGGREGATION. OF. SEASONALLY.
ADJUSTED. TIME. SERIES. John Geweke University of Wisconsin ABSTRACT
Procedures for the optimal seasonal adjustment of economic time series and
their ...
Arnold Zellner, National Bureau of Economic Research, United States. Bureau of the Census, 1978
10
Monetary and Financial Statistics: Compilation Guide
6.65 Many countries apply seasonal adjustment procedures to price statistics,
GDP and other national accounts statistics, exports/imports and other balance of
payments statistics, monetary and financial statistics, and other macroeconomic ...
International Monetary Fund, 2008
WIADOMOŚCI, KTÓRE ZAWIERAJĄ SŁOWO «SEASONAL ADJUSTMENT»
Sprawdź, o czym dyskutuje się w prasie krajowej i zagranicznej oraz jak jest stosowane słowo
seasonal adjustment w wiadomościach.
Alternative seasonal adjustments match official jobs totals
The approach for this seasonal adjustment that is presently used by the Bureau of Labor Statistics (BLS) puts very heavy weight on the current and last two years ... «Brookings Institution, Lip 15»
The Economy: Fake It Till It Makes It
Which is why our government is now doing its best to artificially inflate things via a “double seasonal adjustment.” What's that, you ask? Well, typically seasonal ... «FITSNews, Maj 15»
The Puzzle of Weak First-Quarter GDP Growth
Applying a second round of seasonal adjustment corrects this residual seasonality. After this correction, aggregate output grew much faster in the first quarter ... «Federal Reserve Bank of San Francisco, Maj 15»
Fed clash over seasonal adjustment impact on GDP numbers
It found “no firm evidence” of inadequate seasonal adjustments that might be ... even though they are adjusted to try to account for seasonal patterns,” write San ... «MarketWatch, Maj 15»
Alternative seasonal adjustments confirm BLS's numbers
There are massive seasonal patterns in employment data. For example, in July, it is typical for the U.S. economy to lose over a million jobs. Adjusting for this ... «Brookings Institution, Maj 15»
Why You Can't Put Faith in Reports of First-Quarter Economic Slumps
But the government's economic statistics are meant to adjust for these predictable seasonal swings, through a process known as seasonal adjustment. «New York Times, Kwi 15»
Alternative seasonal adjustments suggest an even larger slowdown …
There are massive seasonal patterns in employment data. For example, in July, it is typical for the U.S. economy to lose over a million jobs. Adjusting for this ... «Brookings Institution, Kwi 15»
Seasonal Adjustment: How Job Losses Can Actually Be Job Gains
Show Me In a given month, the jobs report could be both a win and a loss for the economy. To make sense of it all, the Bureau of Labor applies a formula that ... «NBCNews.com, Mar 15»
ISM Makes Annual Adjustments to Seasonal Factors for ISM …
Seasonal adjustment factors are used to allow for the effects of repetitive intra-year variations resulting primarily from normal differences in weather conditions, ... «PR Newswire, Sty 15»
December 'Tis the Season for Huge U.S. Retail Sales Adjustments
Today's retail-sales data reflected the harshest December seasonal adjustment in three years for the figures used to calculate gross domestic product, which ... «Bloomberg, Sty 15»
