This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 334
Type: Topic Contributed
Date/Time: Tuesday, August 3, 2010 : 10:30 AM to 12:20 PM
Sponsor: Business and Economic Statistics Section
Abstract - #308120
Title: Experience with Trend Revision Limits for Published Series
Author(s): Peter Brian Kenny*+ and Gary Brown and BegoƱa Martin
Companies: PBK Research and Office for National Statistics UK and Office for National Statistics UK
Address: 53 Lindal Crescent, Enfield, International, EN2 7RP, UK
Keywords: Time series ; Trends ; Seasonal adjustment ; Revisions
Abstract:

This paper reports on a project to create a general-purpose program in R for revision limits, either for trend or seasonally adjusted series, levels or growth rates, which can be applied to any type of series. The methods are based on research presented by Kenny (2006). The program has been applied to a number of series published by the UK Office for National Statistics (ONS); the paper discusses the results for trend revision limits, and the usefulness to policy makers and to the general public of the inclusion of these limits in the published data.


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