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Berlin Procedure
The Berlin procedure (BV) is a mathematical procedure for time series decomposition and seasonal adjustment of monthly and quarterly economic time series. The mathematical foundations of the procedure were developed in 1960's at the Technical University of Berlin and the German Institute for Economic Research (DIW). The most important user of the procedure is the Federal Statistical Office of Germany. For the latest version 4.1 of BV a BV4.1 software is available as freeware Freeware is software, most often proprietary, that is distributed at no monetary cost to the end user. There is no agreed-upon set of rights, license, or EULA that defines ''freeware'' unambiguously; every publisher defines its own rules for the ... for non-commercial purposes. Specific features of the procedure The latest version 4.1 of the Berlin procedure is distinguished from other commonly used decomposition and seasonal adjustment methods (i.e. X-12-ARIMA) by the following characteristic ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Time Series
In mathematics, a time series is a series of data points indexed (or listed or graphed) in time order. Most commonly, a time series is a sequence taken at successive equally spaced points in time. Thus it is a sequence of discrete-time data. Examples of time series are heights of ocean tides, counts of sunspots, and the daily closing value of the Dow Jones Industrial Average. A time series is very frequently plotted via a run chart (which is a temporal line chart). Time series are used in statistics, signal processing, pattern recognition, econometrics, mathematical finance, weather forecasting, earthquake prediction, electroencephalography, control engineering, astronomy, communications engineering, and largely in any domain of applied science and engineering which involves temporal measurements. Time series ''analysis'' comprises methods for analyzing time series data in order to extract meaningful statistics and other characteristics of the data. Time series ''fore ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Seasonal Adjustment
Seasonal adjustment or deseasonalization is a statistical method for removing the seasonal component of a time series. It is usually done when wanting to analyse the trend, and cyclical deviations from trend, of a time series independently of the seasonal components. Many economic phenomena have seasonal cycles, such as agricultural production, (crop yields fluctuate with the seasons) and consumer consumption (increased personal spending leading up to Christmas). It is necessary to adjust for this component in order to understand underlying trends in the economy, so official statistics are often adjusted to remove seasonal components. Typically, seasonally adjusted data is reported for unemployment rates to reveal the underlying trends and cycles in labor markets. Time series components The investigation of many economic time series becomes problematic due to seasonal fluctuations. Time series are made up of four components: *S_t: The seasonal component *T_t: The trend componen ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Technical University Of Berlin
The Technical University of Berlin (official name both in English and german: link=no, Technische Universität Berlin, also known as TU Berlin and Berlin Institute of Technology) is a public research university located in Berlin, Germany. It was the first German university to adopt the name "Technische Universität" (Technical University). The university alumni and professor list includes several US National Academies members, two National Medal of Science laureates and ten Nobel Prize laureates. TU Berlin is a member of TU9, an incorporated society of the largest and most notable German institutes of technology and of the Top International Managers in Engineering network, which allows for student exchanges between leading engineering schools. It belongs to the Conference of European Schools for Advanced Engineering Education and Research. The TU Berlin is home of two innovation centers designated by the European Institute of Innovation and Technology. The university is labe ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
German Institute For Economic Research
The German Institute for Economic Research (german: Deutsches Institut für Wirtschaftsforschung), or, more commonly DIWBerlin, is a economic research institute in Germany, involved in basic research and policy advice. It is a non-profit academic institution, financed with public grants from the Berlin Senate Department for Economics, Technology and Research and the Federal Department for Economics and Technology. DIW Berlin was founded in 1925 as the Institute for Business Cycle Research and was later renamed. DIW Berlin presents its research results in science journals, within the scope of national and international scientific events as well as at workshops, symposia and colloquia. Current economic and structural data, forecasts and advice as well as services in the area of quantitative economics are provided to decision makers in economics and policy and the broad public. Furthermore, the research results often meet with a major response in the news media. Leadership an ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Federal Statistical Office Of Germany
The Federal Statistical Office (german: Statistisches Bundesamt, shortened ''Destatis'') is a federal authority of Germany. It reports to the Federal Ministry of the Interior. The Office is responsible for collecting, processing, presenting and analysing statistical information concerning the topics economy, society and environment. The purpose is providing objective, independent and highly qualitative statistical information for the whole public. About 2300 staff members are employed in the departments in Wiesbaden, Bonn and Berlin. The department in Wiesbaden is the main office and runs the largest library specialised in statistical literature in Germany. It is also the Office of the President who is also by tradition, but not by virtue of the office, the Federal Returning Officer. In this position, they are the supervisor of the elections of the German Parliament ("Bundestag") and of the European Parliament. The Berlin Information Point is the service centre of the Federal ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Freeware
Freeware is software, most often proprietary, that is distributed at no monetary cost to the end user. There is no agreed-upon set of rights, license, or EULA that defines ''freeware'' unambiguously; every publisher defines its own rules for the freeware it offers. For instance, modification, redistribution by third parties, and reverse engineering are permitted by some publishers but prohibited by others. Unlike with free and open-source software, which are also often distributed free of charge, the source code for freeware is typically not made available. Freeware may be intended to benefit its producer by, for example, encouraging sales of a more capable version, as in the freemium and shareware business models. History The term ''freeware'' was coined in 1982 by Andrew Fluegelman, who wanted to sell PC-Talk, the communications application he had created, outside of commercial distribution channels. Fluegelman distributed the program via a process now termed '' sharewa ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
X-12-ARIMA
X-13ARIMA-SEATS, successor to X-12-ARIMA and X-11, is a set of statistical methods for seasonal adjustment and other descriptive analysis of time series data that are implemented in the U.S. Census Bureau's software package. These methods are or have been used by Statistics Canada, Australian Bureau of Statistics, and the statistical offices of many other countries. X-12-ARIMA can be used together with many statistical packages, such as SAS in its econometric and time series (ETS) package, R in its (seasonal) package, Gretl or EViews which provides a graphical user interface for X-12-ARIMA, and NumXL which avails X-12-ARIMA functionality in Microsoft Excel. There is also a version for Matlab. Notable statistical agencies presently using X-12-ARIMA for seasonal adjustment include Statistics Canada, the U.S. Bureau of Labor Statistics and Census and Statistics Department (Hong Kong). The Brazilian Institute of Geography and Statistics uses X-13-ARIMA. X-12-ARIMA was the suc ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linear Regression
In statistics, linear regression is a linear approach for modelling the relationship between a scalar response and one or more explanatory variables (also known as dependent and independent variables). The case of one explanatory variable is called '' simple linear regression''; for more than one, the process is called multiple linear regression. This term is distinct from multivariate linear regression, where multiple correlated dependent variables are predicted, rather than a single scalar variable. In linear regression, the relationships are modeled using linear predictor functions whose unknown model parameters are estimated from the data. Such models are called linear models. Most commonly, the conditional mean of the response given the values of the explanatory variables (or predictors) is assumed to be an affine function of those values; less commonly, the conditional median or some other quantile is used. Like all forms of regression analysis, linear regression focuse ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
