Time Series Decomposition and Seasonal Adjustment

By: Zong, Ping

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.

• Format: Hardcover
• Language: English
• ISBN: 1041204612
• ISBN13: 9781041204619
• Release Date: March 2026
• Publisher: CRC Press
• Length: 362 Pages
• Weight: 2.00 lbs.
• Dimensions: 0.9" x 7.0" x 10.0"