JSM Activity #204

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Activity ID:  204
Title
* ! Seasonal Time Series
Date / Time / Room Sponsor Type
08/13/2002
10:30 AM - 12:20 PM
Room: S-Riverside Ballroom 		Business & Economics Statistics Section*, Section on Survey Research Methods* Topic Contributed
Organizer: William Bell, U.S. Census Bureau
Chair: Ka Sing Man, Syracuse University
Discussant:  
Floor Discussion 12:15 PM
Description

Two papers discuss models and model identification. One presents an algorithm for signal extraction, useful for concurrent seasonal adjustment. The remaining papers compare X-11 and model-based seasonal adjustment, with many applications.
  301327  By:  Donald E.K. Martin 10:35 AM 08/13/2002
On A Generalization of the Box-Jenkins Airline Model

  301958  By:  Kathleen  McDonald-Johnson 10:55 AM 08/13/2002
Improving the Automatic RegARIMA Model Selection Procedures of X-12-ARIMA Version 0.3

  301878  By:  William  Bell 11:15 AM 08/13/2002
Computation of Asymmetric Signal Extraction Filters for ARIMA Component Models

  301959  By:  Catherine C. Hood 11:35 AM 08/13/2002
Comparison of Time Series Characteristics for Seasonal Adjustments from SEATS and X-12-ARIMA

  301041  By:  Thuy Trang T. Nguyen 11:55 AM 08/13/2002
Investigating Model-Based Time Series Methods to Improve Unadjusted and Seasonally Adjusted Estimates from Monthly Value of Construction Put-in-Place Surveys

JSM 2002

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Revised March 2002