Using administrative data for seasonal adjustment of survey time series in the presence of a major measurement change / Xichuan (Mark) Zhang ; Nick Von Sanden

Creator
Zhang, Xichuan (Mark)
Subjects
Seasonal variations (Economics) - Statistical methods.; Surveys - Statistical methods.
Audience
General
Summary
In this research, the authors investigated using time series data sourced from administrative records to estimate the change to seasonal patterns resulting from a methodological change. We illustrate our method using data from an upcoming redesign of the Australian Quarterly Business Indicator Survey; which is being redesigned to introduce a new industry classification. By modelling the survey data and time series information from Business Activity Statements, we show it is possible to measure the structural change in seasonality involved, and reduce the number of periods of parallel runs to a minimum that is needed for establishing the change in level of the time series.
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http://trove.nla.gov.au/work/28356157
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28356157
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Using administrative data for seasonal adjustment of survey time series in the presence of a major measurement change / Xichuan (Mark) Zhang ; Nick Von Sanden. [electronic resource] /
[Canberra] : International Association of Official Statistics, 2008 English Conference Proceedings 1 & Possibly online

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