Abstract #300824

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JSM 2002 Abstract #300824
Activity Number: 407
Type: Contributed
Date/Time: Thursday, August 15, 2002 : 10:30 AM to 12:20 PM
Sponsor: Business & Economics Statistics Section*
Abstract - #300824
Title: Results from the TRAMO Automatic Modeling Procedure and the X-11-ARIMA Model Selection Procedure for a Large Number of Labor Force Series
Author(s): Thomas Evans*+
Affiliation(s): U.S. Bureau of Labor Statistics
Address: Room 4985, 2 Massachusetts Ave., NE, Washington, District of Columbia, 20212, USA
Keywords: Time Series ; Outliers ; X-12-ARIMA
Abstract:

Labor force data are often modeled using standard ARIMA techniques for general time-series analysis, forecasting, and seasonal adjustment. Unfortunately, sample autocorrelation functions are often distorted by outliers, calendar effects, and/or correlated sampling error that can confound the traditional modeling selection process. Thus, it is helpful to utilize automatic modeling software to speed up the process and to reduce dependence upon interpreting various correlograms. This study compares model selections and fits from the Bank of Spain's TRAMO procedure and those from the X-11-ARIMA procedure, as implemented in the Bureau of the Census' X-12-ARIMA program. Data consist of almost 4,900 employment and unemployment series from sub-state labor market areas.

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