The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Online Program Home
Abstract Details
|
Activity Number:
|
406
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Tuesday, July 31, 2012 : 2:00 PM to 3:50 PM
|
|
Sponsor:
|
Business and Economic Statistics Section
|
| Abstract - #304082 |
|
Title:
|
The Quality of Seasonal Adjustment: An Empirical Comparison of Various Methods of Seasonal Adjustment
|
|
Author(s):
|
Raj Jain*+
|
|
Companies:
|
Bureau of Labor Statistics
|
|
Address:
|
7804 Muirfield Court, Potomac, MD, 20854, United States
|
|
Keywords:
|
Intervention Adjusted Series ;
Intervention and Seasonally Adjusted Series ;
Trend ;
Smoothness
|
|
Abstract:
|
Using two basic assumptions of time series analysis, a test is proposed to assess the quality of seasonal adjustment of a series. The test is applied to several seasonally adjusted series of the Consumer Price Index (CPI) using three methods of seasonal adjustment: State Space Model Based Method (SSMB), TRAMO SEATS Method and X12ARIMA method. The empirical results are presented along with comparative graphs.
|
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 2012 program
|
2012 JSM Online Program Home
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.