SAPW 2018

2nd Seasonal Adjustment Practitioners Workshop (SAPW)
2018 April 26

2rd 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
To Adjust or Not to Adjust: A Users’ Perspective on Analysis of Economic Trends with Seasonal Data

Dr. Ataman Ozyildirim (The Conference Board)


Dr. Brent Moulton

Morning Concurrent Sessions 1: Alternate Methods of Seasonal Adjustment

Seasonal Adjustment without Revisions

Barend Abeln


Applying the EM Algorithm to Multivariate Signal Extraction

James Livsey (U. S. Census Bureau)


Automatic Detection of Seasonality and Seasonal Adjustment Using Wavelets

Rebecca Killick (University of Lancaster)


Morning Concurrent Sessions 2: Practical Issues in Seasonal Adjustment Production

How Long Is Too Long: Shortening International Trade Time Series

Rachel Von Bargen and Samantha Nguyen (U. S. Census Bureau)


Seasonal Adjustment of the Quarterly Summary of State and Local Government Tax Revenue (QTax)

Eric Valentine (U. S. Census Bureau)


Revision Span Length of Construction Spending Series

Demetra Lytras (U. S. Census Bureau)


Afternoon Concurrent Sessions 1a: Seasonal Adjustment Diagnostics and Quality Assurance

A Diagnostic for Seasonality Based upon Autoregressive Roots

Tucker McElroy (U. S. Census Bureau)


Examining the Performance of Seasonality Diagnostics for Detecting Residual Seasonality

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


Current Challenges with Quality Assurance of Seasonal Adjustment

Steve Matthews (Statistics Canada)


Afternoon Concurrent Sessions 1b: The Human Side of Seasonal Adjustment

Private Sector Seasonal Adjustment in the Age of Trump

Catherine Hood and Miriam Hood (Catherine Hood Consulting)


Using R to Teach User-defined Holiday Effects

Miriam Hood, Catherine C. Harvill Hood, and Roxanne Feldpausch (Catherine Hood Consulting)


Seasonal Adjustment Training, Considerations and Strategies

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


Afternoon Concurrent Sessions 2a: Cycle and Variance Estimation

A Review of the Problem of Seasonal Adjustment Variances

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


A Modelled Approximation to the Ideal Filter for Nonstationary Time Series with Application to Business Cycle Fluctuations

Thomas Trimbur and Tucker McElroy (U. S. Census Bureau)


Multiyear Cycles: the Case of International Sport Events

Andreas Bachmann (State Secretariat of Economic Affairs, Switzerland)


Concurrent Sessions 2b: Practical Issues in Seasonal Adjustment Production (II)

Outlier Review during Concurrent Seasonal Adjustment of CES State and Area Series

Jonathan Creem (Bureau of Labor Statistics)


Some Discussions on Calendar Effects in X-12-ARIMA

Francois Verret and Steve Matthews (Statistics Canada)


X-13 Stuff You Should Know

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


Predicting Full Year Outcome of Vulnerable Road User Crashes from Partial Year Data

Wei Zhang (FHWA/Office of Safety R&D) and Lin Xiao (National Research Council)