Skip Main Navigation Skip To Navigation Content

X-13ARIMA-SEATS Seasonal Adjustment Program

You are here: Census.govSubjects A to ZX-13ARIMA-SEATSSeasonal Adjustment PapersPapers by Year › Abstract of Feldpausch, Hood, and Wills (2004)
Skip top of page navigation

Diagnostics for Model-Based Seasonal Adjustment

Roxanne M. Feldpausch (1), Catherine C. H. Hood (2) and Kellie C. Wills (3)

ABSTRACT:

Progress in seasonal adjustment depends on the development not only of methods that better account for the various components of time series, but also the development of better diagnostics. A successful seasonal adjustment can depend as much on the diagnostics as on the methods. In this paper, we try to identify promising diagnostics for model-based seasonal adjustment.

KEYWORDS:

revisions, sliding spans, seasonal adjustment diagnostics





(1) Roxanne M. Feldpausch is Mathematical Statistican, Office of Statistical Methods and Research for Economic Programs, U. S. Census Bureau, 4600 Silver Hill Road, Washington, DC 20233. email : Roxanne.Feldpausch@census.gov

(2) Catherine C. H. Hood is currently a consultant. email : cath@catherinechhood.net

(3) Kellie C. Wills is currently a doctoral student.



[PDF] or PDF denotes a file in Adobe’s Portable Document Format. To view the file, you will need the Adobe® Reader® Off Site available free from Adobe.

This symbol Off Site indicates a link to a non-government web site. Our linking to these sites does not constitute an endorsement of any products, services or the information found on them. Once you link to another site you are subject to the policies of the new site.

Source: U.S. Census Bureau | Center for Statistical Research and Methodology | (301) 763-1649 (or x12@census.gov) |  Last Revised: November 19, 2012