أعرض تسجيلة المادة بشكل مبسط

dc.creator Arz, Stephanus
dc.date 2006
dc.date.accessioned 2013-10-16T07:06:14Z
dc.date.available 2013-10-16T07:06:14Z
dc.date.issued 2013-10-16
dc.identifier http://hdl.handle.net/10419/19676
dc.identifier ppn:523083610
dc.identifier RePEc:zbw:bubdp1:5196
dc.identifier.uri http://koha.mediu.edu.my:8181/xmlui/handle/10419/19676
dc.description Usually, seasonal adjustment is based on time series models which decompose an unadjusted series into the sum or the product of four unobservable components (trendcycle, seasonal, working-day and irregular components). In the case of clearly weatherdependent output in the west German construction industry, traditional considerations lead to an additive model. However, this results in an over-adjustment of calendar effects. An alternative is a multiplicative-additive mixed model, the estimation of which is illustrated using X-12-ARIMA. Finally, the relevance of the new model is shown by analysing selected time series for different countries.
dc.language eng
dc.publisher
dc.relation Discussion paper Series 1 / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank 2006,47
dc.rights http://www.econstor.eu/dspace/Nutzungsbedingungen
dc.subject C22
dc.subject ddc:330
dc.subject Seasonal adjustment
dc.subject calendar adjustment
dc.subject over-adjustment
dc.subject multiplicative-additive model
dc.subject X-12-ARIMA
dc.subject Saisonbereinigung
dc.subject ARMA-Modell
dc.subject Zeitreihenanalyse
dc.subject Theorie
dc.title A new mixed multiplicative-additive model for seasonal adjusment
dc.type doc-type:workingPaper


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أعرض تسجيلة المادة بشكل مبسط