Time series decomposition and seasonal adjustment
Auteur :
Zong, Ping
Éditeur :
Taylor & Francis Ltd
ISBN :
9781041204619
Date de publication :
31 mars 2026
Dimensions :
25,4 x 17,8 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book provides an in-depth examination of time series decomposition and seasonal adjustment, focusing on the X-13ARIMA-SEATS and TRAMO-SEATS methods. Seasonal adjustment removes distortions such as seasonal fluctuations and holiday effects from economic indicators, enabling clearer insights into underlying trends, cycles, and shocks.