JSM 2005 Online Program

Abstract #303430

This is the preliminary program for the 2005 Joint Statistical Meetings in Minneapolis, Minnesota. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2005); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

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Activity Number:	399
Type:	Contributed
Date/Time:	Wednesday, August 10, 2005 : 10:30 AM to 12:20 PM
Sponsor:	Business and Economics Statistics Section
Abstract - #303430
Title:	An Empirical Comparison of Methods for Benchmarking Seasonally Adjusted Series to Annual Totals
Author(s):	Catherine H. Hood*+
Companies:	U.S. Census Bureau
Address:	6723 Newington Rd, Lorton, VA, 22079, United States
Keywords:	benchmark ; seasonal adjustment ; time series
Abstract:	For benchmarking monthly and quarterly series to annual series and the Economic Census every five years, the U.S. Census Bureau uses an iterative, nonlinear method known as the Causey-Trager method. However, the U.S. Census Bureau's X-12-ARIMA seasonal adjustment program uses a modified Denton procedure to benchmark the seasonally adjusted series to the annual totals of the unadjusted series, which can result in distortions in the benchmarked seasonally adjusted series. Statistics Canada recently proposed several methods, including a regression procedure, to replace the modified Denton method for benchmarking in X-12-ARIMA. Using a large sample of time series, this paper investigates the properties of the benchmarks from the current procedure in X-12-ARIMA, the new methods proposed by Statistics Canada, and the Causey-Trager method for benchmarking both to annual totals of the raw data for seasonally adjusted series and to data from annual surveys.

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