Time Series Modeling Software Development Under David Findley and Beyond to RegComponent and the SeasCen Software Platform

Thomas M. Menino Convention & Exhibition Center 

David Findley arrived at the Census Bureau in 1980 to build a staff for research and consulting on seasonal adjustment methods and other time series topics. This, in turn, led to a resurrection of the development of seasonal adjustment software at Census and to the development of new software for time series modeling. I will start with a brief review of time series modeling software developments up through the X-12 and X-13ARIMA-SEATS programs, focusing on some methodological aspects. I will then continue this theme with a discussion and illustration of the modeling capabilities of the RegComponent software which is included in the new SeasCen software platform.

RegARIMA model

ARIMA component model

seasonal adjustment

structural model