SAPW 2016

1st Seasonal Adjustment Practitioners Workshop
2016 November 4

1st Seasonal Adjustment Practitioners Workshop - Program

Many of the speakers have provided their slides for downloading - the links are provided below.

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Keynote Speakers

Some Historical Perspectives on Seasonal Adjustment
  William R. Bell, U. S. Census Bureau

The Evolution of Seasonal Adjustment at BLS: From the Ratio-to-Moving Average to Model Based Methods
  Dick Tiller, Bureau of Labor Statistics
Quality Assurance of Seasonal Adjustment Process
  Susie Fortier, Statistics Canada
Seasonal Adjustment in the Private Sector
  Catherine Hood, Catherine Hood Consulting

Afternoon Concurrent Session 1a: Advanced Topics in Seasonal Adjustment and Time Series Modeling

An Introduction to Weekly Seasonal Adjustment
  Thomas D. Evans, Bureau of Labor Statistics

Modeling and Seasonal Adjustment of Daily Retail Series
  Tucker McElroy, Brian Monsell, Rebecca Hutchinson, Daniel Fernandez
  U. S. Census Bureau and Palantir
Model-Based and Semi-Parametric Estimation of Time Series Components and Mean Square Error of Estimators
  Michael Sverchkov, Bureau of Labor Statistics

Afternoon Concurrent Session 1b: Working With Time Series at a Federal Agency

Annual Seasonal Adjustment Process for the Value of Construction Put In Place Survey
Courtney Harris (U.S. Census Bureau)

Benchmarking Two Sets of Time Series
Lynn Imel (U.S. Census Bureau)

Seasonal Adjustment Review: An Analyst's Perspective
Rebecca Hutchinson (U.S. Census Bureau)

The Seasonal Adjustment of Federal Judiciary Data
John Golmant (Administrative Office of the US Courts)

Afternoon Concurrent Sessions 1c: Modeling and Adjusting for Weather and Other Effects

Smoothing away Residual Seasonality in Indirect Series
  Steve Matthews, Statistics Canada

Seasonal Adjustment of Water Quality Trends in Chesapeake Bay
Rebecca Murphy and Elgin Perry (University of Maryland Center for Environmental Science at the Chesapeake Bay Program)

Highway Crash Data Seasonal Adjustment Applications
  Roya Amjadi, Federal Highway Administration

Accommodating Weather Effects in Seasonal Adjustment
  Osbert Pang, Brian Monsell, William Bell, James Livsey, U. S. Census Bureau

Afternoon Concurrent Session 2a: Residual Seasonality and Related Topics

Residual Seasonality in GDP and GDI: Findings and Next Steps
Brent R. Moulton and Benjamin D. Cowan (Bureau of Economic Analysis)

Detecting Residual Seasonality in Seasonally Adjusted Monthly Series
David F. Findley (Consultant) and Demetra P. Lytras (U.S. Census Bureau)

The Effects of Seasonal Heteroskedasticity in Time Series on Trend Estimation and Seasonal Adjustment
Thomas M. Trimbur and William R. Bell (U.S. Census Bureau)

Afternoon Concurrent Session 2b: New Software, Utilities and Techniques

Editing Spec Files with X-13-SAM

Demetra Lytras (U.S. Census Bureau)

Generating Reports from X-13ARIMA-SEATS Diagnostic Output, A Beginning

Kathleen M. McDonald-Johnson (U.S. Census Bureau)

Learning and Discussing Seasonal Adjustment with R

James Livsey (U.S. Census Bureau)

So You Just Got 300 New Series You Need to Seasonally Adjust...

Brian Monsell and Osbert Pang (U.S. Census Bureau)

Afternoon Concurrent Sessions 2c: Calendar Effects and Moving Holidays

Transportation Data and Holiday Regressors
Theresa Firestine (Department of Transportation)

Calendar Effects and Omitted Variables in Employment Time Series
Steven M. Mance (Bureau of Labor Statistics)

It's All Foreign to Me: The Trials and Tribulations of Seasonally Adjusting Foreign Trade Data by Country Grouping
Elizabeth Marra and Samantha Nguyen (U.S. Census Bureau)