Computing Tasks Associated with Seasonal Adjustment at 计算任务在相关的季节性调整.pptVIP

Computing tasks associated with Time Series Processing Extract from a presentation by Fortier and Quenneville Statistics Canada -TSRAC BSMD Seminar -- October 11th, 2006 Time series analysis package Computing tasks associated with a typical seasonal adjustment process at STC New Time Series Generalised System: Switching to X-12-ARIMA. Updating our benchmarking and reconciliation methodologies and softwares. Modules of the Prototype Simplified diagram of the prototype Mostly SAS?-based Programmed by computer experts in system development For production purpose Modules of the Prototype The SA is done through X-12-ARIMA Pre and Post steps mainly to validate inputs and verify outputs. Some pre/post adjustment capabilities as safeguard With the Benchmarking module: SA data can be benchmarked to annual totals (from original data or external source). Benchmarked could also be applied to original data prior to SA. Modules of the Prototype With the Raking module: aggregation constraints are restored (direct SA) indirect SA ( simple sum) revision strategy implemented Because of possible raking and revision strategy, the trend can not be computed with the initial SA Trend is calculated in a later step on published data (presumably in X12) Modules of the Prototype The Graphs and Analytical Tools helps with the preparation of the analysis that is published with the release of SA data. Growth rate analysis Expert System An Expert System is also in the plans to help us select the SA options for large sets of data. Benchmarking Forillon project A SAS procedure developed at Statistics Canada User-friendly interface (Developped using SAS Enterprise Guide Provide input information to the procedure Mainly for training and demonstration Easy access to results in graphical format Available graphs for Benchmarking Original scale Adjustment scale ( Benchmarked to Indicator ratio) Growth rates For more information please contact Pour plus d’information veuille