Abstract #301695

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JSM 2003 Abstract #301695
Activity Number: 75
Type: Topic Contributed
Date/Time: Monday, August 4, 2003 : 8:30 AM to 10:20 AM
Sponsor: Business & Economics Statistics Section
Abstract - #301695
Title: Diagnostics for ARIMA Model-Based Seasonal Adjustment
Author(s): David F. Findley*+ and John Aston and Catherine C. Hood and Kellie C. Wills and Roxanne Feldpausch
Companies: U.S. Census Bureau and NISS/U.S. Census Bureau and U.S. Census Bureau and U.S. Census Bureau and U.S. Census Bureau
Address: Room 3000-4 (SRD), Washington, DC, 20233-9100,
Keywords: SEATS ; sliding spans ; frequency response functions
Abstract:

We present analyses that demonstrate the usefulness of a variety of diagnostics for the Hillmer-Tiao model-based approach to seasonal adjustment. The diagnostics considered include adaptations of the sliding spans diagnostic of X-12-ARIMA, frequency domain filter diagnostics, and diagnostics or modification of diagnostics of the SEATS seasonal adjustment program. We also demonstrate the inutility of some diagnostics in current use.

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