SAPW 2019

3rd Seasonal Adjustment Practitioners Workshop (SAPW)
2019 November 20

3rd 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 Address

Seasonal Adjustment of NIPA Data: Model-Based and Moving Average-Based Approaches

Jonathan Wright (Johns Hopkins University)


William R. Bell (U.S. Census Bureau)


Seasonal Adjustment Tutorial: The Basics

Catherine C. H. Hood (Catherine Hood Consulting) and Brian Monsell (U.S. Bureau of Labor Statistics)

Morning Session – Topics in Time Series

On Borrowing Information Over Time in Small Area Estimation

William R. Bell (U.S. Census Bureau)

Estimating Refitting Frequencies for Short-term Energy Models

Janice Lent and Rebecca George (U.S. Energy Information Administration)


Demystifying Seasonal Adjustment – a visual tool to help users understand the process

Steve Matthews, Nada Habli, and François Verret (Statistics Canada)


Afternoon Session 1a – Seasonality Detection and Applications

 A Diagnostic for Seasonality Based Upon Autoregressive Roots

Tucker McElroy (U.S. Census Bureau)


Seasonal Adjustment Subject to Frequency Aggregation Constraints

Osbert Pang (U.S. Census Bureau)


The Dark Side of the Moon: An Alternative Perspective on Detecting Seasonality

Gary Cornwall (U.S. Bureau of Economic Analysis)


Understanding the Relationship Between the Seasonal Regression Model-based F Test and a Diagnosis of Residual Seasonality

Kathleen McDonald-Johnson and Demetra Lytras (U.S. Census Bureau)


 Afternoon Session 1b – Topics in Modeling

 Reference Week Adjustment of Employment Insurance Statistics

Lorcan Mischler (Statistics Canada)


Comparison of Methods to Estimate Holiday Effects in Weekly Data

Thomas D. Evans and Michael Sverchkov (U.S. Bureau of Labor Statistics)


Seasonal Adjustment of Tricky Time Series

Demetra Lytras (U.S. Census Bureau)


Extreme Value Modeling with a Look Towards Outlier Detection and Adjustment in Time Series

Anindya Roy and Tucker McElroy (U.S. Census Bureau)


 Afternoon Session 2a – New Adjustments at the Census Bureau

 Quarterly Services Survey Seasonal Adjustment Expansion

Karlesha G. LeGrier and Eric Valentine (U.S. Census Bureau)


A Plan for Examining Signal Extraction of the Manufacturers’ Shipments, Inventories, and Orders (M3) Survey

James Livsey and Colt Viehdorfer (U.S. Census Bureau)


The New Kid on the Block: Introduction to Business Formation Statistics

Samantha Nguyen and Erin Wrona (U.S. Census Bureau)


Afternoon Session 2b – Topics in Official Statistics

 Seasonal Adjustment in Statistics New Zealand (StatsNZ)

Richard Penny and Erin Mansell (Statistics New Zealand)


Constrained Seasonal Adjustment for Correlated Series: How the Fed Seasonally Adjusts Liquid Bank Deposits

Mary-Frances Styczynski and Brian Preslopsky (Federal Reserve Board)


Showdown at the SAPW! – Forecasts versus Published Data

Elijah L. Hood and Catherine C. H. Hood (Catherine Hood Consulting)