JSM 2005 - Toronto

Abstract #303643

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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Legend: = Applied Session, = Theme Session, = Presenter
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 - #303643
Title: Experiences with Indirect Seasonal Adjustment
Author(s): Kathleen M. McDonald-Johnson*+ and Catherine H. Hood and Roxanne Feldpausch
Companies: U.S. Census Bureau and U.S. Census Bureau and U.S. Census Bureau
Address: 301 Highview Rd, Tracys Landing, MD, 20779, United States
Keywords: RegARIMA model ; Time series
Abstract:

Many published seasonally adjusted series are composites of individual seasonally adjusted series. For instance, subcategories sum to main categories and regions sum to the U.S. total. Most seasonal adjusters who publish these indirect totals use seasonal adjustment programs to adjust the individual series and then combine them using separate software. The U.S. Census Bureau uses X-12-ARIMA to perform seasonal adjustment. X-12-ARIMA, like X-11-ARIMA before it, has the capability to combine adjusted series and provide indirect adjustment diagnostics not available when the individual adjustments are combined using outside programs. We investigated the issues involved when performing indirect seasonal adjustments under different circumstances, including subjective prior adjustments for individual series and totals with mixed decomposition types (multiplicative vs. additive and semiparametric vs. model-based adjustments). From our experiences, we describe what X-12-ARIMA users should know before performing indirect seasonal adjustment.


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Revised March 2005