JSM Activity #407

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Activity ID:  407
Title
* Seasonal Adjustment
Date / Time / Room Sponsor Type
08/15/2002
10:30 AM - 12:20 PM
Room: H-Concourse E 		Business & Economics Statistics Section*, Section on Survey Research Methods* Contributed
Organizer: n/a
Chair: Amit Sen, University of Missouri, Rolla
Discussant:  
Floor Discussion 12:05 PM
Description

The session deals with methods to improve the usefulness of seasonally adjusted data. One paper discusses intraday patterns in financial data.
  300441  By:  Estela  B. Dagum 10:35 AM 08/15/2002
Smoothing Seasonally Adjusted Time Series

  300824  By:  Thomas D. Evans 10:50 AM 08/15/2002
Results from the TRAMO Automatic Modeling Procedure and the X-11-ARIMA Model Selection Procedure for a Large Number of Labor Force Series

  301989  By:  Kirk  Mueller 11:05 AM 08/15/2002
Concurrent Seasonal Adjustment for Industry Employment Statistics

  300855  By:  Richard B. Tiller 11:20 AM 08/15/2002
Seasonal Adjustment of CPS Time Series with Large Survey Errors

  301874  By:  William P. Cleveland 11:35 AM 08/15/2002
Estimated Variance of Seasonally Adjusted Series

  301473  By:  Tak D. Cheung 11:50 AM 08/15/2002
Intraday Stock Return Distribution for Black-Scholes Option Pricing

JSM 2002

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Revised March 2002