Overview

Time series play a crucial role in modern economies at all levels of activity and are used by decision makers to plan for a better future. Before publication time series are subject to statistical adjustments and this is the first statistical book to systematically deal with the methods most often applied for such adjustments. Regression-based models are emphasized because of their clarity, ease of application, and superior results. Each topic is illustrated with real case examples. In order to facilitate understanding of their properties and limitations of the methods discussed a real data example is followed throughout the book.

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9780387511665

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<p>From the reviews: <p> It is an excellent reference book for people working in this area. B. Abraham for Short Book Reviews of the ISI, December 2006<p> The book 's intended audience is students in graduate and final-year undergraduate courses in econometrics and time series analysis, who could use it as a textbook, as well as researchers and practitioners in governments and business, who could use it as a reference book. This book provides a good, detailed discussion of the statistical methods used by statistical agencies for adjusting time series data from official statistics. The chapters are quite self-contained, facilitating the book 's use as a reference. (Andreas Karlsson, Technometrics, Vol. 49 (4), 2007)<p> This book is a very detailed course on statistical methods for such adjustments, focused on bench marking, interpolation, temporal distribution, calendarization, and reconciliation. Each chapter of the book is self-contained and illustrates the methods discussed with a

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