JSM 2004 - Toronto

Abstract #301356

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Activity Number: 178
Type: Topic Contributed
Date/Time: Tuesday, August 10, 2004 : 8:30 AM to 10:20 AM
Sponsor: Business and Economics Statistics Section
Abstract - #301356
Title: Analysis of Raking on Seasonally Adjusted Household Gross Flows Data
Author(s): Thomas Evans*+
Companies: Bureau of Labor Statistics
Address: 2 Massachusetts Ave., NE, Washington, DC, 20212,
Keywords: time series ; seasonal factors
Abstract:

For many years, it has been well known that gross flows can provide useful information about month-to-month changes in labor force data from the Current Population Survey (CPS). The X-12-ARIMA program is used to seasonally adjust the flows as seasonal movements can confound the analysis of gross flows. However, after the flows are seasonally adjusted, they are raked to insure additivity to official CPS monthly seasonally adjusted employment and unemployment series. Because of the possibility that a raking procedure can introduce instability in the seasonally adjusted estimates, the final gross flows are reevaluated for residual seasonality and stable seasonal factors. Graphical and spectral tools are used in the analysis.

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