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Activity Number: 128
Type: Topic Contributed
Date/Time: Monday, August 3, 2009 : 8:30 AM to 10:20 AM
Sponsor: Business and Economic Statistics Section
Abstract - #304107
Title: Constructing an Easter Regressor for a Stock Series in X-12-ARIMA
Author(s): Julian Chow and Begona Martin*+ and Kevin Moore
Companies: Office for National Statistics and Office for National Statistics
Address: , , ,
Keywords:
Abstract:

Currently in X-12-ARIMA or TRAMO/SEATS there is no way to implement an Easter regressor for a stock series, and there is gap in the literature. ONS have previous developed a method for constructing a stock Easter regressor for the claimant count series. In this paper we propose an extension to this method, and discuss results from implementation on the UK Public Sector Employment series.

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