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Activity Number:
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129
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Type:
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Topic Contributed
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Date/Time:
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Monday, August 3, 2009 : 8:30 AM to 10:20 AM
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Sponsor:
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Business and Economic Statistics Section
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| Abstract - #303842 |
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Title:
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Recent Developments in Statistics Canada's Time Series Processing System: Transition to SAS® PROC X12
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Author(s):
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Michel Ferland*+ and Susie Fortier
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Companies:
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Statistics Canada and Statistics Canada
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Address:
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150 Tunney's Pasture Driveway, Ottawa, ON, K1A 0T6, Canada
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Keywords:
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Seasonal adjustment ; raking/reconciliation ; revision ; X-12-ARIMA
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Abstract:
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Statistics Canada uses a SAS based production system to implement the different computing tasks associated with the processing of its time series, namely: seasonal adjustment, benchmarking and raking/reconciliation. Recent developments have seen the use of an in-house SAS procedure - PROC TSRAKING part of Statistics Canada's Forillon project - to implement raking/reconciliation and the use of SAS/ETS 9.2 PROC X12 to implement seasonal adjustment. The latter replaced the widely used U.S. Census Bureau X-12-ARIMA program, the only non-SAS part of the processing system. The first set of time series to be produced using the new system will be those of the Canadian Labour Force Survey (LFS) in early 2010. This paper presents the new processing system, putting the emphasis on the transition to PROC X12 and using the LFS experience as an illustrative example.
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