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ESS guidelines on seasonal adjustment : 2024 edition

European Commission / Statistical Office of the … - 2024 - 2024 edition

The establishment of common guidelines for seasonal adjustment within the European Statistical System is an essential step towards a better harmonisation and comparability of infra-annual statistics. Following the 2009 and 2015 editions which were widely accepted and implemented, the 2024...

Persistent link: https://www.econbiz.de/10015276078

Seasonal adjustment of the Spanish sales daily data

Cuevas, Ángel; Ledo, Ramiro; Quilis, Enrique M. - In: SERIEs : Journal of the Spanish Economic Association 12 (2021) 4, pp. 687-708

We present a procedure to perform seasonal adjustment over daily sales data. The model adjusts daily information from the Immediate Supply of Information System for Value Added Tax declaration forms compiled by the Spanish Tax Agency. The procedure performs signal extraction and forecasting at...

Persistent link: https://www.econbiz.de/10012694357

Modelling the dynamics of stock market in the Gulf Cooperation Council countries : evidence on persistence to shocks

Boubaker, Heni; Saidane, Bassem; Zorgati, Mouna Ben Saad - In: Financial innovation : FIN 8 (2022), pp. 1-22

-linearity, and multiple seasonality or time-varying correlations. Our study indicates that the joint dual long-memory process can …

Persistent link: https://www.econbiz.de/10013272684

Optimal time series forecasting through the GARMA model

Gadhi, Adel Hassan A.; Peiris, Shelton; Allen, David E.; … - In: Econometrics : open access journal 13 (2025) 1, pp. 1-23

This paper examines the use of machine learning methods in modeling and forecasting time series with long memory through GARMA. By employing rigorous model selection criteria through simulation study, we find that the hybrid GARMA-LSTM model outperforms traditional approaches in forecasting...

Persistent link: https://www.econbiz.de/10015408216

Modeling and forecasting time-series data with multiple seasonal periods using periodograms

Chudo, Solomon Buke; Terdik, Gyorgy - In: Econometrics : open access journal 13 (2025) 2, pp. 1-19

-series forecasting characterized by complex seasonality. Recognizing prevailing seasonal trends continues to be difficult, given that the …

Persistent link: https://www.econbiz.de/10015437130

Estimating poverty for refugee populations : can cross-survey imputation methods substitute for data scarcity?

Dang, Hai-Anh; Verme, Paolo - 2019

The increasing growth of forced displacement worldwide has led to the stronger interest of various stakeholders in measuring poverty among refugee populations. However, refugee data remain scarce, particularly in relation to the measurement of income, consumption, or expenditure. This paper...

Persistent link: https://www.econbiz.de/10012167998

An application of a complex measure to model-based imputation in business statistics

Młodak, Andrzej - In: Statistics in transition : an international journal of … 22 (2021) 1, pp. 1-28

When faced with missing data in a statistical survey or administrative sources, imputation is frequently used in order to fill the gaps and reduce the major part of bias that can affect aggregated estimates as a consequence of these gaps. This paper presents research on the efficiency of...

Persistent link: https://www.econbiz.de/10012487043

Forecasting the total non-coincidental monthly system peak demand in the Philippines : a comparison of seasonal autoregressive integrated moving average models and artificial neural networks

Parreno, Samuel John - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 5, pp. 544-552

Persistent link: https://www.econbiz.de/10014384462

Using trigonometric seasonal models in forecasting the size of withdrawals from automated teller machines

Gurgul, Henryk; Lach, Łukasz; Suder, Marcin; Szpyt, Karol - In: Entrepreneurial business and economics review : EBER 11 (2023) 3, pp. 181-204

-called trigonometric seasonality, the Box-Cox transformation, ARMA errors, trend, and seasonal components (TBATS) models to forecast … models is that it allows just one single seasonality pattern to be taken into account, e.g., weekly seasonality. At the same … time, cash withdrawals from ATMs display overlapping multi-seasonality. Therefore, the goal of this article is to compare …

Persistent link: https://www.econbiz.de/10014429270

Use of neural networks to accommodate seasonal fluctuations when equalizing time series for the CZK/RMB exchange rate

Rowland, Zuzana; Lazaroiu, Gheorghe; Podhorská, Ivana - In: Risks : open access journal 9 (2021) 1/1, pp. 1-21

The global nature of the Czech economy means that quantitative knowledge of the influence of the exchange rate provides useful information for all participants in the international economy. Systematic and academic research show that the issue of estimating the Czech crown/Chinese yuan exchange...

Persistent link: https://www.econbiz.de/10012422880