The Impact of Different Rotation Patterns on the Sampling Variance of Seasonally Adjusted and Trend Estimates

Authors

Craig H. McLaren, University of WollongongFollow
David G. Steel, University of WollongongFollow

RIS ID

6723

Publication Details

McLaren, C. H. & Steel, D. G. (2000). The Impact of Different Rotation Patterns on the Sampling Variance of Seasonally Adjusted and Trend Estimates. Survey Methodology, 26 (2), 163-172.

Abstract

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 obtained from time series based on sample surveys.