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