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All (5) ((5 results))

  • Articles and reports: 12-001-X199100214505
    Description:

    The X-11-ARIMA seasonal adjustment method and the Census X-11 variant use a standard ANOVA-F-test to assess the presence of stable seasonality. This F-test is applied to a series consisting of estimated seasonals plus irregulars (residuals) which may be (and often are) autocorrelated, thus violating the basic assumption of the F-test. This limitation has long been known by producers of seasonally adjusted data and the nominal value of the F statistic has been rarely used as a criterion for seasonal adjustment. Instead, producers of seasonally adjusted data have used rules of thumb, such as, F equal to or greater than 7. This paper introduces an exact test which takes into account autocorrelated residuals following an SMA process of the (0, q) (0, Q)_s type. Comparisons of this modified F-test and the standard ANOVA test of X-11-ARIMA are made for a large number of Canadian socio-economic series.

    Release date: 1991-12-16

  • Articles and reports: 12-001-X199100114518
    Description:

    This article is a critical review of recent developments in the evaluation of the reliability of provisional national accounts estimates. First, we will sketch a theoretical outline of the process used to produce successive estimates of an aggregate, and will reflect upon its implications regarding the design of the analyses of errors in provisional data. Second, particular attention will be focused upon the choice of elementary measurements of errors and suitable integrative accuracy indices, and the impact of revisions on constant price aggregates and implicit deflationary factors. Finally, the results of some empirical analysis on discordances between provisional and revised estimates will be summarily discussed on the basis of a comparison of national accounts data in Canada, Italy, and the United States.

    Release date: 1991-06-14

  • Articles and reports: 12-001-X199100114521
    Description:

    Marginal and approximate conditional likelihoods are given for the correlation parameters in a normal linear regression model with correlated errors. This general likelihood approach is applied to obtain marginal and approximate conditional likelihoods for the correlation parameters in sampling on successive occasions under both simple random sampling on each occasion and more complex surveys.

    Release date: 1991-06-14

  • Articles and reports: 12-001-X199100114523
    Description:

    Application of recent developments in computer technology allow national statistical offices to produce high quality statistics in an efficient way. At the Netherlands Central Bureau of Statistics (CBS) an increasing use is made of microcomputers in all steps of the statistical production process. This paper discusses the role of software and hardware in data collection, data editing, tabulation, and analysis. To avoid the negative effects of uncontrolled de-centralized data processing, the importance of integration is stressed. This makes the statistical production process easier to manage, and moreover it increases its efficiency. The Blaise System, developed by the CBS, is discussed as a data processing tool that encourages integration. Using a description of the survey questionnaire, this system is able to automatically generate various computer programs for data collection (CAPI or CATI), or data entry and data editing (CADI). The system can also create interfaces to other packages. Particularly, the link between Blaise and the internally developed packages Bascula (for weighting) and Abacus (for tabulation) is described. In this way the Blaise System controls and co-ordinates, and therefore integrates, a large part of the survey process.

    Release date: 1991-06-14

  • Articles and reports: 12-001-X199100114524
    Description:

    The Mitofsky-Waksberg procedure is an efficient method for selecting a self-weighting, random digit dialing (RDD) sample of households. The Mitofsky-Waksberg procedure is sequential, requiring a constant number of households be selected from each cluster. In this article, a modified Mitofsky-Waksberg procedure which is not self-weighting or sequential is described. The bias and variance for estimates derived from the modified procedure are investigated. Suggestions on circumstances which might favor the modified procedure over the standard Mitofsky-Waksberg procedure are provided.

    Release date: 1991-06-14
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Articles and reports (5)

Articles and reports (5) ((5 results))

  • Articles and reports: 12-001-X199100214505
    Description:

    The X-11-ARIMA seasonal adjustment method and the Census X-11 variant use a standard ANOVA-F-test to assess the presence of stable seasonality. This F-test is applied to a series consisting of estimated seasonals plus irregulars (residuals) which may be (and often are) autocorrelated, thus violating the basic assumption of the F-test. This limitation has long been known by producers of seasonally adjusted data and the nominal value of the F statistic has been rarely used as a criterion for seasonal adjustment. Instead, producers of seasonally adjusted data have used rules of thumb, such as, F equal to or greater than 7. This paper introduces an exact test which takes into account autocorrelated residuals following an SMA process of the (0, q) (0, Q)_s type. Comparisons of this modified F-test and the standard ANOVA test of X-11-ARIMA are made for a large number of Canadian socio-economic series.

    Release date: 1991-12-16

  • Articles and reports: 12-001-X199100114518
    Description:

    This article is a critical review of recent developments in the evaluation of the reliability of provisional national accounts estimates. First, we will sketch a theoretical outline of the process used to produce successive estimates of an aggregate, and will reflect upon its implications regarding the design of the analyses of errors in provisional data. Second, particular attention will be focused upon the choice of elementary measurements of errors and suitable integrative accuracy indices, and the impact of revisions on constant price aggregates and implicit deflationary factors. Finally, the results of some empirical analysis on discordances between provisional and revised estimates will be summarily discussed on the basis of a comparison of national accounts data in Canada, Italy, and the United States.

    Release date: 1991-06-14

  • Articles and reports: 12-001-X199100114521
    Description:

    Marginal and approximate conditional likelihoods are given for the correlation parameters in a normal linear regression model with correlated errors. This general likelihood approach is applied to obtain marginal and approximate conditional likelihoods for the correlation parameters in sampling on successive occasions under both simple random sampling on each occasion and more complex surveys.

    Release date: 1991-06-14

  • Articles and reports: 12-001-X199100114523
    Description:

    Application of recent developments in computer technology allow national statistical offices to produce high quality statistics in an efficient way. At the Netherlands Central Bureau of Statistics (CBS) an increasing use is made of microcomputers in all steps of the statistical production process. This paper discusses the role of software and hardware in data collection, data editing, tabulation, and analysis. To avoid the negative effects of uncontrolled de-centralized data processing, the importance of integration is stressed. This makes the statistical production process easier to manage, and moreover it increases its efficiency. The Blaise System, developed by the CBS, is discussed as a data processing tool that encourages integration. Using a description of the survey questionnaire, this system is able to automatically generate various computer programs for data collection (CAPI or CATI), or data entry and data editing (CADI). The system can also create interfaces to other packages. Particularly, the link between Blaise and the internally developed packages Bascula (for weighting) and Abacus (for tabulation) is described. In this way the Blaise System controls and co-ordinates, and therefore integrates, a large part of the survey process.

    Release date: 1991-06-14

  • Articles and reports: 12-001-X199100114524
    Description:

    The Mitofsky-Waksberg procedure is an efficient method for selecting a self-weighting, random digit dialing (RDD) sample of households. The Mitofsky-Waksberg procedure is sequential, requiring a constant number of households be selected from each cluster. In this article, a modified Mitofsky-Waksberg procedure which is not self-weighting or sequential is described. The bias and variance for estimates derived from the modified procedure are investigated. Suggestions on circumstances which might favor the modified procedure over the standard Mitofsky-Waksberg procedure are provided.

    Release date: 1991-06-14
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