'Seasonal component' presentation slideshows

Dr. Jorge A. Prozzi The University of Texas at Austin Valparaiso, Chile, 10 November 2010

1.54k views • 124 slides

Financial Analysis, Planning and Forecasting Theory and Application

Financial Analysis, Planning and Forecasting Theory and Application. Chapter 25. Time-Series: Analysis, Model, and Forecasting. By Cheng F. Lee Rutgers University, USA John Lee Center for PBBEF Research, USA. Outline. 25.1 Introduction 25.2 The Classical Time-Series Component Model

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Time Series

Math 419/592 Winter 2009 Prof. Andrew Ross Eastern Michigan University. Time Series. Overview of Stochastic Models. Take Math 560 (Optimization) this fall! Sign up soon or it will disappear. But first, a word from our sponsor. Outline. Look at the data! Common Models

1.08k views • 56 slides

Time Series

Time Series. A time series is a sequence of measurements of a variable that is a function of time. Components of a time series. Trend Seasonal Cyclical Random or irregular. trend. the long term movement in a time series. seasonal variation.

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765 views • 41 slides

CHAPTER SIXTEEN

CHAPTER SIXTEEN. DIVIDENDS AND EARNINGS. STOCK VALUATION BASED ON EARNINGS. THE DIVIDEND vs. EARNINGS CONTROVERSY How important is the dividend decision made by management?. THE DIVIDEND V EARNINGS CONTROVERSY.

447 views • 29 slides

Analysis of Time Series

Analysis of Time Series. For AS90641 Part 2 Extra for Experts. Contents. This resource is designed to suggest some ways students could meet the requirements of AS 90641. It shows some common practices in New Zealand schools and suggests other simplified statistical methods.

337 views • 27 slides

Analysis of Time Series

Analysis of Time Series. For AS90641 Part 2 Extra for Experts. Contents. This resource is designed to suggest some ways students could meet the requirements of AS 90641. It shows some common practices in New Zealand schools and suggests other simplified statistical methods.

364 views • 27 slides

ISQA 459/559 Advanced Forecasting

ISQA 459/559 Advanced Forecasting. Mellie Pullman. Recall Forecast Error Measurements. MFE: mean forecast error MAD: mean absolute deviation. 30. Best Error Measurement (What it the problem with the MAD calculation as an error measurement for long histories?). 365 days Averaged ?.

538 views • 27 slides

Lecture 6: Topic #1 Forecasting trend and seasonality

Lecture 6: Topic #1 Forecasting trend and seasonality. Features common to firm level time series data. Trend The series appears to be dependent on time. There are several types of trend that are possible Linear trend Quadratic trend Exponential trend Seasonality

499 views • 19 slides

Financial Forecasting

Financial Forecasting. FIL 341 Prepared by Keldon Bauer. Definitions. Financial Planning (Financial Statement Forecasting): Using the understanding of the financial system to project sales, income and assets needed based on production and marketing strategies.

450 views • 17 slides

Time series Decomposition Additive Model

Time series Decomposition Additive Model. Farideh Dehkordi-Vakil. Classical Decomposition. Additive Decomposition We assume that the time series is additive. A classical decomposition can be carried out using the following steps.

584 views • 16 slides

Time Series Analysis of Standard and Poors Price to Earnings Ratio from 1900 to 2008: Monthly Data

Time Series Analysis of Standard and Poors Price to Earnings Ratio from 1900 to 2008: Monthly Data. Presenter: Jane Doe. Price to Earnings Ratio (P/E). Benchmark statistic for single company Low P/E means either stock is undervalued or company on decline

259 views • 16 slides

Testing Seasonal Adjustment with Demetra+

Testing Seasonal Adjustment with Demetra+. Ariunbold Shagdar National Statistical Office, Mongolia. The original series, real GDP by 2005 price. We used the data of GDP (quarterly nominal and real GDP at 2005 constant price). accuracy, From 2000 to 2011, by quarter

273 views • 16 slides

Testing seasonal adjustment of the Index of industrial production for 2000-2010, using Demetra+

Testing seasonal adjustment of the Index of industrial production for 2000-2010, using Demetra+. Ermurachi Galina National Bureau of Statistics , Republic of Moldova. Check the original time series. Properties of the original time series. Spectral analysis of the original series.

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Unobserved components model

373 views • 14 slides

Testing Seasonal Adjustment of the Price Index for tomatoes with Demetra+

Testing Seasonal Adjustment of the Price Index for tomatoes with Demetra+. Kumpeisova Dinara Agency of Statistics of the Republic of Kazakhstan , Kazakhstan. The approach T RAMO/SEATS was used ; - Specification RSA5 was used ; - The calendar of national holidays was used. Pre-treatment.

127 views • 12 slides

UNECE Workshop on Consumer Price Indices Istanbul, Turkey,10-13 October 2011

UNECE Workshop on Consumer Price Indices Istanbul, Turkey,10-13 October 2011. Session 12: Core inflation measurement methods Presentation by Carsten Boldsen, UNECE. Overview. What is core inflation Exclusion based methods Trend estimates Limited influence estimators Conclusion.

111 views • 11 slides