1. Computing tasks associated with Time Series Processing Extract from a presentation by Fortier and Quenneville Statistics Canada -TSRAC BSMD Seminar -- October 11th, 2006

2. 2 Time series analysis package Computing tasks associated with a typical seasonal adjustment process at STC New Time Series Generalised System: Switching to X-12-ARIMA. Updating our benchmarking and reconciliation methodologies and softwares.

3. 3 Modules of the Prototype pre post Rake Trend Graphs & Tool s X12 Bench Simplified diagram of the prototype Mostly SAS®-based Programmed by computer experts in system development For production purpose Variance

4. 4 Modules of the Prototype pre post Rake Trend Graphs & Tools X12 Bench X-12-ARIMA The SA is done through X-12-ARIMA Pre and Post steps mainly to validate inputs and verify outputs. Some pre/post adjustment capabilities as safeguard Benchmarking With the Benchmarking module: SA data can be benchmarked to annual totals (from original data or external source). Benchmarked could also be applied to original data prior to SA. Bench Variance

5. 5 Modules of the Prototype pre post Rake Trend Graphs & Tools X12 Bench Raking With the Raking module: aggregation constraints are restored (direct SA) indirect SA ( simple sum) revision strategy implemented Because of possible raking and revision strategy, the trend can not be computed with the initial SA Trend Trend is calculated in a later step on published data (presumably in X12) Bench Variance

6. 6 Modules of the Prototype pre post Rake Graphs & Tools X12 Bench Graphs and Analytical Tools The Graphs and Analytical Tools helps with the preparation of the analysis that is published with the release of SA data. Growth rate analysis Bench Variance Variance The Variance module with results from Chen’s research (X11) and considerations for raking and benchmarking. Trend

7. 7 Expert System pre post Rake Graphs & Tools X12 Bench Expert System An Expert System is also in the plans to help us select the SA options for large sets of data. Bench Expert system.spc Variance Trend

8. 8 Benchmarking Forillon Forillon project A SAS procedure developed at Statistics Canada SAS Enterprise Guide User-friendly interface (Developped using SAS Enterprise Guide Provide input information to the procedure Mainly for training and demonstration Easy access to results in graphical format Available graphs for Benchmarking Original scale Adjustment scale ( Benchmarked to Indicator ratio) Growth rates

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10. 10 For more information please contact Pour plus d’information veuillez contacter Susie.Fortier@Statcan.ca Benoit.Quenneville@Statcan.ca