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Activity Number: 232
Type: Topic Contributed
Date/Time: Tuesday, August 8, 2006 : 8:30 AM to 10:20 AM
Sponsor: Business and Economics Statistics Section
Abstract - #305676
Title: Computing Tasks Associated with Seasonal Adjustment at Statistics Canada: Methods and Software
Author(s): Susie Fortier*+ and Benoit Quenneville
Companies: Statistics Canada and Statistics Canada
Address: 120 Parkdale Ave., Ottawa, ON, K1A 0Y6, Canada
Keywords: X-12-ARIMA ; raking ; benchmarking ; analytical tools
Abstract:

This paper discusses computing tasks associated with a typical seasonal adjustment process at Statistics Canada. The tasks include importing the data series into the process, preprocessing the series before seasonal adjustment, seasonal adjustment with X-12-ARIMA, post-processing the seasonally adjusted series, benchmarking individual series to annual control totals, raking/reconciliation of a set of series to restore aggregation constraints, trend-cycle estimation, graphs and analytical tools for the release of the seasonally adjusted series, and exporting the data series out of this process. We discuss how these computing tasks are related and illustrate this with the case of Statistics Canada International Travel Survey. We also highlight recent development in the statistical methodology of this overall process.

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