Intervention analysis in seasonal adjustment
Article Abstract:
Intervention analysis is a technique used by the Bureau of Labor Statistics in the derivation of the Consumer Price Indexes (CPIs) to obtain more accurate seasonal adjustment. Seasonal adjustment is made to most CPI series using the X-11-ARIMA program written by Statistics Canada, however this is augmented by intervention analysis for a number of the indexes. The use of intervention analysis is described and a list is supplied of those series with which it is used.
Publication Name: CPI Detailed Report
Subject: Economics
ISSN: 0095-926X
Year: 1993
User Contributions:
Comment about this article or add new information about this topic:
The Consumer Price Index: its uses and limitations as a cost-of-living proxy
Article Abstract:
The U.S. Bureau of Labor Statistics is conducting research to find measures that will more accurately evaluate the cost of living for the Consumer Price Index (CPI). Methods to measure changes in the quality of goods and services are being considered. New goods and services also pose a quality adjustment problem because of the difficulty involved in comparing their costs. The CPI may slightly exaggerate the change in the cost of living.
Publication Name: CPI Detailed Report
Subject: Economics
ISSN: 0095-926X
Year: 1995
User Contributions:
Comment about this article or add new information about this topic:
Intervention analysis in seasonal adjustment
Article Abstract:
Intervention analysis seasonal adjustment techniques have been used by the Bureau of Labor Statistics to adjust certain series in the Consumer Price Indexes in Jan 1999. The Bureau of Census X-12-ARIMA software has been used to perform the adjustments. A list of level shift periods, identified causes and outliers is given for each series that has been adjusted.
Publication Name: CPI Detailed Report
Subject: Economics
ISSN: 0095-926X
Year: 1999
User Contributions:
Comment about this article or add new information about this topic: