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.
For more information, contact esmd.seasonal.workshop@census.gov.
Keynote Address
Seasonal Adjustment of NIPA Data: Model-Based and Moving Average-Based Approaches
Jonathan Wright (Johns Hopkins University)
Discussion
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)