I am posting this for someone who contacted me. please contact him directly. this posting is "as is" and I know nothing more about this than the info below.
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SouthBay Research LLC wants to hire a consultant to compute seasonal adjustment factors for BLS Non Farm payroll. BLS provides input specification files for X-12-ARIMA and data on their web site. Need someone with experience in running X-12-ARIMA models and with the BLS input specification files.
ARIMA X-12 is used by the Bureau of Labor Statistics (BLS) to seasonally adjust nonfarm payrolls.
The BLS provides input files and directions for users to compute seasonal factors at various levels of detail.
The objective of this project is to take the BLS provided data and, using ARIMA, produce a table of seasonal factors for the top job categories for each of the next 15 months.
The objectives for this project include the following:Using data and input specification files from BLS, project the future monthly seasonal factors for nonfarm employment, including all major sectors and some of the minor sectors (as defined below)
Methodology and Project Details
To duplicate the results from BLS, use their files from the BLS web site. The data files, as mentioned by the BLS, need some work because they contain the annual data that needs to be deleted before running the data in X-12-ARIMA.
The main issue is at what level of detail to produce the estimates.
A list of all job series can be found here http://www.bls.gov/ces/cesseriespub.htm
1 digit series: Of the 5 "1-digit" level series, seasonally adjust for Total Private and Total Goods Producing
4-digit series: seasonally adjust for the 30 "4-digit" series. Use some of the lower level series to get adjustments for
- Mining & Logging
- Construction
- Manufacturing
- Durable Goods
- Non Durable Goods
- Trade Transportation & Utilities
- Wholesale Trade
- Retail Trade
- Transportation & Warehousing
- Utilities
- Information
- Financial Activities
- Professional & Business Services
- Education & Health Services
- Education Services
- Healthcare and social assistance
- Leisure & Hospitality
- Arts, entertainment and Recreation
- Accommodation & Food Services
- Accommodation
- Food Services & Drinking Places
- Other Services
- Government
The BLS adjusts the lower level series and sums them as necessary to get the totals. If we use X-12-ARIMA to do the summing, then X-12-ARIMA will output the seasonal adjustments and the forecasts for the totals.
Compute direct adjustments for the other four "1-digit" series that do not have any 4-digit components.
Deliverables:
Excel table showing seasonal factors by month for the next 15 months for the indicated series.
Those factors multiplied against the current month not-seasonally adjusted payrolls would compute the seasonally adjusted figures.
CONTACT:
Andrew Zatlin
azatlin@gmail.com
650-787-9816