Recent Developments in Seasonal Adjustment Software at the U.S. Census Bureau

• Activity Number: 345
• Type: Contributed
• Date/Time: Tuesday, August 8, 2006 : 2:00 PM to 3:50 PM
• Sponsor: Business and Economics Statistics Section
• Author(s): Brian C. Monsell*+
• Companies: U.S. Census Bureau
• Keywords: model based signal extraction ; seasonal adjustment diagnostics ; accessibility ; automatic model identification

Abstract

Early in 2006, the United States Census Bureau released two seasonal adjustment programs: Version 0.3 of the X-12-ARIMA program, and a beta release of the X-13A-S program, a seasonal adjustment package that optionally produces model based seasonal adjustments from SEATS or X-11 seasonal adjustments. This program, developed in collaboration with the current developers of SEATS, allows users to generate X-11 and SEATS seasonal adjustments using the same interface, and compare these seasonal adjustments using a common set of diagnostics. This session will demonstrate new features of these programs (focusing on X-13A-S) for providing accessible output and also XML output. It will also give results of an evaluation of the revised model identification procedure and diagnostics for model-based seasonal adjustments. Further directions for this work will also be discussed.