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 qualitative series. In the final part, we deal mainly with graphical methods in order to study relationships among a given set of empirical series.