An official website of the United States government
United States Department of Labor
United States Department of Labor
The .gov means it's official.
Federal government websites often end in .gov or .mil. Before sharing sensitive information,
make sure you're on a federal government site.
The site is secure.
The
https:// ensures that you are connecting to the official website and that any
information you provide is encrypted and transmitted securely.
Office of Survey Methods Research
SHARE ON:
More Information
Published Year: 1992
Survey/Program(s): Office of Prices and Living Conditions
Catalog: Economic Working Paper
WP Number: WP-228
Publication Status / Disposition: Available from the Office of Prices and Living Conditions (June 1992).
Download PDF
A State Space Model‐Based Approach to Intervention Analysis in the Seasonal Adjustment of BLS Series: Some Empirical Results
Abstract
The Intervention and Explanatory variables are incorporated in the statistical models of seasonal adjustment of BLS series. The State-Space/Kalman Filter methodology is used to estimate these models. EM algorithm and a quasi-Newton algorithm are employed to estimate the hyper-parameters of those models. Two BLS series are seasonally adjusted using these models and the empirical results relating to the effects of intervention analysis and explanatory variables on seasonal adjustment presented.