Social and Behavioral Sciences Commons^™

The Impact Of Different Rotation Patterns On The Sampling Variance Of Seasonally Adjusted And Trend Estimates, Craig Mclaren, David Steel

Professor David Steel

Many economic and social time series are based on sample surveys which have complex sample designs. The sample design affects the properties of the time series. In particular, the overlap of the sample from period to period affects the variability of the time series of survey estimates, and the seasonally adjusted and trend estimates produced from them. The Census X11 and X11ARIMA packages are commonly used to produce seasonally adjusted estimates and can also be used to produce estimates of trend. This paper considers the implications of different overlap patterns on the sampling variance of seasonally adjusted and trend estimates …