X-12-ARIMA
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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 ...
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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 ...
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Seasonality
In time series data, seasonality is the presence of variations that occur at specific regular intervals less than a year, such as weekly, monthly, or quarterly. Seasonality may be caused by various factors, such as weather, vacation, and holidays and consists of periodic, repetitive, and generally regular and predictable patterns in the levels of a time series. Seasonal fluctuations in a time series can be contrasted with cyclical patterns. The latter occur when the data exhibits rises and falls that are not of a fixed period. Such non-seasonal fluctuations are usually due to economic conditions and are often related to the "business cycle"; their period usually extends beyond a single year, and the fluctuations are usually of at least two years. Organisations facing seasonal variations, such as ice-cream vendors, are often interested in knowing their performance relative to the normal seasonal variation. Seasonal variations in the labour market can be attributed to the entrance of ...
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CSPro
CSPro, short for the Census and Survey Processing System, is a public domain data processing software package developed by the U.S. Census Bureau and ICF International. Serpro S.A. was involved in past development. Funding for development comes primarily from the U.S. Agency for International Development. The main purpose of this software framework is to design an application for data collection and processing. CSPro was designed and implemented through a joint effort by the developers of two earlier software packages that were used to capture, edit, and tabulate census and survey data on DOS-based machines: the Integrated Microcomputer Processing System (IMPS), developed by the U.S. Census Bureau, and the Integrated System for Survey Analysis (ISSA), developed by Serpro S.A. As a result, CSPro is founded on more than 30 years of development. The software can be run on Windows-based OS (Vista, 7, 8, and 10—Linux and IOS operating systems are not supported) to design applic ...
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Autoregressive Integrated Moving Average
In statistics and econometrics, and in particular in time series analysis, an autoregressive integrated moving average (ARIMA) model is a generalization of an autoregressive moving average (ARMA) model. Both of these models are fitted to time series data either to better understand the data or to predict future points in the series (forecasting). ARIMA models are applied in some cases where data show evidence of non-stationarity in the sense of mean (but not variance/ autocovariance), where an initial differencing step (corresponding to the "integrated" part of the model) can be applied one or more times to eliminate the non-stationarity of the mean function (i.e., the trend). When the seasonality shows in a time series, the seasonal-differencing could be applied to eliminate the seasonal component. Since the ARMA model, according to the Wold's decomposition theorem, is theoretically sufficient to describe a regular (a.k.a. purely nondeterministic) wide-sense stationary time se ...
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Brazilian Institute Of Geography And Statistics
The Brazilian Institute of Geography and Statistics ( pt, Instituto Brasileiro de Geografia e Estatística; IBGE) is the agency responsible for official collection of statistical, geographic, cartographic, geodetic and environmental information in Brazil. IBGE performs a decennial national census; questionnaires account for information such as age, household income, literacy, education, occupation and hygiene levels. IBGE is a public institute created in 1936 under the name ''National Institute of Statistics''. Its founder and chief proponent was statistician Mário Augusto Teixeira de Freitas. The current name dates from 1938. Its headquarters are located in Rio de Janeiro, and its current president is Eduardo Rios Neto. It was made a federal agency by Decree-Law No. 161 on February 13, 1967, and is linked to the Ministry of the Economy, inside the Secretariat of Planning, Budget and Management. Structure IBGE has a network of national research and dissemination co ...
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Microsoft Windows
Windows is a group of several Proprietary software, proprietary graphical user interface, graphical operating system families developed and marketed by Microsoft. Each family caters to a certain sector of the computing industry. For example, Windows NT for consumers, Windows Server for servers, and Windows IoT for embedded systems. Defunct Windows families include Windows 9x, Windows Mobile, and Windows Phone. The first version of Windows was released on November 20, 1985, as a graphical operating system shell for MS-DOS in response to the growing interest in graphical user interfaces (GUIs). Windows is the most popular desktop operating system in the world, with Usage share of operating systems, 75% market share , according to StatCounter. However, Windows is not the most used operating system when including both mobile and desktop OSes, due to Android (operating system), Android's massive growth. , the most recent version of Windows is Windows 11 for consumer Personal compu ...
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Bureau Of Labor Statistics
The Bureau of Labor Statistics (BLS) is a unit of the United States Department of Labor. It is the principal fact-finding agency for the U.S. government in the broad field of labor economics and statistics and serves as a principal agency of the U.S. Federal Statistical System. The BLS collects, processes, analyzes, and disseminates essential statistical data to the American public, the U.S. Congress, other Federal agencies, State and local governments, business, and labor representatives. The BLS also serves as a statistical resource to the United States Department of Labor, and conducts research measuring the income levels families need to maintain a satisfactory quality of life. BLS data must satisfy a number of criteria, including relevance to current social and economic issues, timeliness in reflecting today's rapidly changing economic conditions, accuracy and consistently high statistical quality, impartiality in both subject matter and presentation, and accessibility ...
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Science Software For Linux
Science is a systematic endeavor that builds and organizes knowledge in the form of testable explanations and predictions about the universe. Science may be as old as the human species, and some of the earliest archeological evidence for scientific reasoning is tens of thousands of years old. The earliest written records in the history of science come from Ancient Egypt and Mesopotamia in around 3000 to 1200 BCE. Their contributions to mathematics, astronomy, and medicine entered and shaped Greek natural philosophy of classical antiquity, whereby formal attempts were made to provide explanations of events in the physical world based on natural causes. After the fall of the Western Roman Empire, knowledge of Greek conceptions of the world deteriorated in Western Europe during the early centuries (400 to 1000 CE) of the Middle Ages, but was preserved in the Muslim world during the Islamic Golden Age and later by the efforts of Byzantine Greek scholars who brought Greek ...
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Science Software For Windows
Science is a systematic endeavor that builds and organizes knowledge in the form of testable explanations and predictions about the universe. Science may be as old as the human species, and some of the earliest archeological evidence for scientific reasoning is tens of thousands of years old. The earliest written records in the history of science come from Ancient Egypt and Mesopotamia in around 3000 to 1200 BCE. Their contributions to mathematics, astronomy, and medicine entered and shaped Greek natural philosophy of classical antiquity, whereby formal attempts were made to provide explanations of events in the physical world based on natural causes. After the fall of the Western Roman Empire, knowledge of Greek conceptions of the world deteriorated in Western Europe during the early centuries (400 to 1000 CE) of the Middle Ages, but was preserved in the Muslim world during the Islamic Golden Age and later by the efforts of Byzantine Greek scholars who brought Greek man ...
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Public-domain Software With Source Code
The public domain (PD) consists of all the creative work to which no exclusive intellectual property rights apply. Those rights may have expired, been forfeited, expressly waived, or may be inapplicable. Because those rights have expired, anyone can legally use or reference those works without permission. As examples, the works of William Shakespeare, Ludwig van Beethoven, Leonardo da Vinci and Georges Méliès are in the public domain either by virtue of their having been created before copyright existed, or by their copyright term having expired. Some works are not covered by a country's copyright laws, and are therefore in the public domain; for example, in the United States, items excluded from copyright include the formulae of Newtonian physics, cooking recipes,Copyright Protection Not ...
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Free Statistical Software
Free statistical software is a practical alternative to commercial packages. Many of the free to use programs aim to be similar in function to commercial packages, in that they are general statistical packages that perform a variety of statistical analyses. Many other free to use programs were designed specifically for particular functions, like factor analysis, power analysis in sample size calculations, classification and regression trees, or analysis of missing data. Many of the free to use packages are fairly easy to learn, using menu systems. Many others are command-driven. Still others are meta-packages or statistical computing environments, which allow the user to code completely new statistical procedures. These packages come from a variety of sources, including governments, universities, and private individuals. This article is primarily a review of the general statistical packages. Brief history of free statistical software SAS (software) was among the first commerci ...
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Free Econometrics Software
Free may refer to: Concept * Freedom, having the ability to do something, without having to obey anyone/anything * Freethought, a position that beliefs should be formed only on the basis of logic, reason, and empiricism * Emancipate, to procure political rights, as for a disenfranchised group * Free will, control exercised by rational agents over their actions and decisions * Free of charge, also known as gratis. See Gratis vs libre. Computing * Free (programming), a function that releases dynamically allocated memory for reuse * Free format, a file format which can be used without restrictions * Free software, software usable and distributable with few restrictions and no payment * Freeware, a broader class of software available at no cost Mathematics * Free object ** Free abelian group ** Free algebra ** Free group ** Free module ** Free semigroup * Free variable People * Free (surname) * Free (rapper) (born 1968), or Free Marie, American rapper and media person ...
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