JSM 2004 - Toronto

Abstract #300457

This is the preliminary program for the 2004 Joint Statistical Meetings in Toronto, Canada. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2004); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.


Back to main JSM 2004 Program page



Activity Number: 329
Type: Topic Contributed
Date/Time: Wednesday, August 11, 2004 : 10:30 AM to 12:20 PM
Sponsor: Business and Economics Statistics Section
Abstract - #300457
Title: Further Developments in X-12-SEATS
Author(s): Brian C. Monsell*+
Companies: U. S. Census Bureau
Address: 4700 Silver Hill Road, Stop 9100, Washington, DC, 20233,
Keywords: model-based signal extraction ; outliers ; intervention effects ; seasonal adjustment diagnostics
Abstract:

In collaboration with the current developers of the SEATS seasonal adjustment program, an experimental version of X-12-ARIMA that produces model-based seasonal adjustments from SEATS has recently been made available to users. This program allows users of seasonally adjusted series to generate X-11 and SEATS sesonal adjustments using the same interface, and compare these seasonal adjustments using a common set of diagnostics. This session will demonstrate how SEATS adjustments are integrated into the X-12-ARIMA procedure and give examples of new modeling options such as seasonal outliers and pulse regressors.


  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2004 program

JSM 2004 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2004