JSM 2012 Online Program

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406 !	Tue, 7/31/2012, 2:00 PM - 3:50 PM	CC-Room 29C
Seasonal Time Series, Goodness-of-Fit, and Unit Root — Contributed Papers
Business and Economic Statistics Section
Chair(s): Barbara J. Robles, Board of Governors of the Federal Reserve System
2:05 PM	Detecting Hidden 'Peaks' in ARMA Spectral Estimators — Wayne Woodward, Southern Methodist University ; Henry L Gray, Southern Methodist University ; Alan C Elliott, The University of Texas Southwestern Medical Center at Dallas
2:20 PM	Weighted Portmanteau Statistics — Colin Gallagher, Clemson University ; Thomas Fisher, University of Missouri-Kansas City
2:35 PM	Time Series Goodness-of-Fit Testing Using a Weighted Portmanteau Statistic — Thomas Fisher, University of Missouri-Kansas City ; Colin Gallagher, Clemson University
2:50 PM	New Results on Linear Filters Minimizing Phase-Shift for Seasonal Adjustment — Fabien Guggemos, Insee ; Dominique Ladiray, INSEE ; Michel Grun-Rehomme
3:05 PM	The Quality of Seasonal Adjustment: An Empirical Comparison of Various Methods of Seasonal Adjustment — Raj Jain, Bureau of Labor Statistics
3:20 PM	A Note on Mean Squared Prediction Error Under the Unit Root Model with Deterministic Trend — Shu-Hui Yu
3:35 PM	Prediction Intervals for ARIMA Processes: A Sieve Bootstrap Approach — Maduka Rupasinghe, Ashland University ; V A Samaranayake, Missouri University of Science and Technology

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