Final Report to Asa/Census Special Program for Time Series Methods Developments

By Raveh, Adi

Description
Statistical Reference Document

Excerpt
Excerpt: The ASA Fellowship presented a unique opportunity for the author to work on - the topic ?Data Analysis of Time Series.? This report is an attempt to summarize the author?s work on the ASA Special Project for Time Series methods development at the Bureau of the Census. This report consists of four main parts. The first two deal with Seasonal Adjustment and Forecasting quantitative series, based mainly on nonmetric filters. Analysis and Prediction by various types of examples, mainly economic data, are presented as well as a brief description of X-11 and a comparison of our approach to X-11. The third part deals mainly with analysis and forecasting qualitatives series. In the final part, we deal mainly with graphical methods in order to study relationships among a given set of empirical series. I would like to thank Louis Guttman, Ingram Olkin and Arnold Zellner for their outstanding comments and for encouraging me before and during my fellowship period. My gratitude is extended to Estella B. Dagum, Charles Tap ...

Table of Contents
TABLE OF CONTENTS PREFACE PAGE 1. Introduction . . . . . . . . . . . . . ............................................................. 1 Part 1 DECOMPOSITION OF QUANTITATIVE SERIES . . . . . . . . . . . . . . . .................... 6 2. 3. 4. 5. 6. 7. 8. 9. Seasonal Adjustment of Quantitative Series ........................... 6 Nonmetric Filters for Fixed Seasonality ............................. 18 (a) Estimate Period's length ........................................ 33 (b) Choose the type of Seasonality .................................. 35 (c) Very Short Series and Missing Data .............................. 41 (d) Series with Discontinuous Trend ................................. 43 (e) Series with Zero-Value Observation .............................. 46 Filters for Moving Seasonality ...................................... 49 (a) Fixed Seasonality That Changed Over Time ........................ 50 (b) Change of the Amplitude ......................................... 52 Complex Seasonality ................................................. 53 Perfectly Monotone Series ........................................... 62 (a) Convex (concave) series ......................................... 62 (b) Rotating Time Axis .............................................. 64 X-11: Short description and some notes .............................. 65 Some comparisons between LPTA and X-11 .............................. 77 A Demographic Example: Measurement and Corrections of the Tendency to Round-Off Age Return ............................................. 82

Book Id: WPLBN0000602360
Format Type: PDF eBook
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Reproduction Date: 2005
Full Text

Title:

Final Report to Asa/Census Special Program for Time Series Methods Developments

Author:

Raveh, Adi

Volume:

Language:

English

Subject:

Government publications, Census., Census report

Collection:

U.S. Census Bureau Collection

Subcollection:

Historic
Publication Date:

Publisher:

U.S. Census Bureau Department

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