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Activity Number:
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241
- SPEED: Statistics in Social Sciences and Survey Research Part 1
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Type:
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Contributed
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Date/Time:
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Tuesday, August 9, 2022 : 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 #322393
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Title:
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Using R Packages for Weekly Seasonal Adjustment
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Author(s):
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Brian Carl Monsell*
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Companies:
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Bureau of Labor Statistics
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Keywords:
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High-frequency time series;
Signal extraction;
Outlier identification
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Abstract:
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This talk details my work at the Bureau of Labor Statistics evaluating a series of packages for modeling high-dimensional time series data developed by the creators of JDemetra+, specifically implementing a canonical decomposition of a fractional airline model. My presentation will include details of a package I have developed called airutilities which uses the R packages developed by the JDemetra+ team to simplify modeling and displaying analysis of weekly time series. Examples using the Unemployment Insurance series published by the Employment and Training Administration of the Department of Labor will be shown.
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Authors who are presenting talks have a * after their name.
