Finally found some time to revisit and review some previous training material that was laying around! The prezi presentation approach is pretty good and a different take on the standard slide packs. Check out a short set of slides on different types of time series.
Any comments or suggestions more than welcome.
There is a lot of good technical and detailed stuff hidden away in the international manuals if you know where to look.
The IMF has a Quarterly National Accounts manual which they are in the process of updating. A full link is available here: http://www.imf.org/external/pubs/ft/qna/.
Chapter 7 has some detail on the specifics relating to seasonal adjustment. Check it out here: http://www.imf.org/external/pubs/ft/qna/pdf/chapter7.pdf.
The Government Statistical Service in the United Kingdom have put out some useful guidance on communicating uncertainty. You can check it out here:
The most interesting part on page 4 is they say
“You should provide sufficient and appropriate information to indicate:
…a longer term view of change (e.g. trend)”
Good to see the trend get an official mention as when it is packaged with a range of other indicators (original and seasonally adjusted estimates), it can give a complete understanding of the nature of the time series. Why settle just for the seasonally adjusted estimates when it still contains the noisy part of the time series?
If you’re a user of R then check out this package that interfaces to the X-13-ARIMA-SEATS executable.
A good source of information related to theoretical and practical issues for seasonal adjustment is the United States Census Bureau website.
Check them all out here: http://www.census.gov/srd/www/sapaper/sapaper.html
I know many of you have been waiting for this and here it is!
New versions of X-13-ARIMA-SEATS have just been released by the United States Bureau of the Census. Check them all out in the following links.
The Bureau of the Census also has a lot of good seasonal adjustment resource information to check out.