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PureBytes Links
Trading Reference Links
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The Seasonal Adjustment (SA) course (Acrobat) at G.G.'s site is free and
well supported by other papers. Certainly much cheaper than VBA textbooks
<G>
http://europa.eu.int/en/comm/eurostat/research/index.htm?http://europa.eu.in
t/en/comm/eurostat/research/noris4/&1
At the bottom is the following:
"4. Training in seasonal adjustment
Eurostat has developed an internal course on seasonal adjustment.
Title:
Applied Time Series Analysis: Modeling, Forecasting, Unobserved Components
Analysis and the Wiener-Kolmogorov Filter: Christophe Planas - April 1997,
Internal Eurostat Course
Summary:
The general purpose of this textbook is to provide analysts in statistical
institutes with a unified view of applied analysis of time series as can be
conducted in the framework of linear stochastic models of the ARIMA-type.
The issues discussed are modeling and forecasting, filtering, signal
extraction and Unobserved Components analysis, and regression in time series
models. The main concern is to help the readers in understanding some
important tools that progress in statistical theory has made available.
Emphasis is thus put on practical aspects, and the readers will find
implementations of the techniques described in software like SEATS-TRAMO
(see Gomez and Maravall, 1996) and X-12-ARIMA (see Findley and al., 1996).
Keywords: Course on Time Series Analysis, Pre-adjustment, ARIMA Modelling,
Forecasting, Seasonal Adjustment
To download the document click here (2.6 MB) ..."
================
The on-line textbook from STATISTICA is complete and helpful for an
introduction.
http://www.statsoft.com/textbook/stathome.html
You can download it to your hard drive for easy access
Go to the "Time Series / Forecasting" button near the bottom of the list on
the right side of your screen.
==================
Components from the seasonal adjustment process are useful individually.
For example you can use the seasonal component of each time series expressed
as a percentage (100% = 1.00) to produce a ribbon chart in XL. The ribbon
chart in XL for Crude indicates good seasonals to trade however the ribbon
chart for CBOT and KCBT Wheat is all over the place implying that past
seasonality as a predictor of future seasonality for wheat and the wheat
spreads is questionable in a trading model.
Best regards
Walter
----- Original Message -----
From: "G. G." <GiancarloGaydou@xxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Tuesday, January 25, 2000 5:25 AM
Subject: Re: stuff
| Hi, probably you have it already, but this link contains a lot of
| interesting stuff.
|
|
http://europa.eu.int/en/comm/eurostat/research/index.htm?http://europa.eu.in
t/en/comm/eurostat/research/noris4/&1
|
| Best regards
| G.G.
|
| Walter Lake wrote:
|
| > Sorry
| >
| > I forgot to include the "G" List (General question and information List)
| > archives
| >
| > http://peach.ease.lsoft.com/archives/excel-g.html
| >
| > Best regards
| >
| > Walter
| >
| > ----- Original Message -----
| > From: <Wooglinx@xxxxxxx>
| > To: <metastock@xxxxxxxxxxxxx>
| > Sent: Monday, January 24, 2000 12:07 PM
| > Subject: Re: stuff
| >
| > | "Incredible" may be an understatement. Thanks for the input.
| > |
| > | Jim Barone
| > |
|
| --
| --End--
|
| A bus station is where a bus stops. A train station is where a train
| stops. On my desk, I have a work station...GO FIGURE! ;-)
|
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