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Techniques for Determining If a Seasonal Time Series Can Be Seasonally Adjusted Reliably by a Given Seasonal Adjustment Methodology
Techniques for Determining If a Seasonal Time Series Can Be Seasonally Adjusted Reliably by a Given Seasonal Adjustment Methodology
RR84-14
Abstract
Some new techniques are presented for analyzing the revisions which occur when the seasonal (and/or calendar) adjustment of a given month of a "seasonal" time series is recalculated based on additional data for the series. By analyzing these revisions, the analyst can see how stable the estimates are of the seasonal factors and, therefore, gain information about how reliable the seasonal adjustment method is in estimating the factors. These new techniques are applied to a Census Bureau series, and the conclusions are compared with those drawn from more traditional techniques.
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Related Information
WORKING PAPER
Statistical Research Reports and Studies
Page Last Revised - October 28, 2021
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