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.
For more information, contact esmd.seasonal.workshop@census.gov.
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)