Catherine Hood Consulting

Last Update: 1 Dec 2020



Contact information: cath at catherinechhood.net.

Catherine C. Harvill Hood

Curriculum Vita

Professional Experience

Director
Catherine Hood Consulting
May 2006 to present.

Provide consulting expertise and training in the area of time series analysis, particularly in seasonal adjustment and statistical forecasting. Work with clients on a wide range of projects, including:

  • Updating/implementing forecasting procedures, often by improving or adding a seasonal component to the forecasts;
  • Forecasting leading economic indicators and/or seasonal factors that will be published by various government agencies;
  • Providing seasonal adjustments for clients’ time series;
  • Using seasonal adjustment methods to find useful information in data mining of large databases;
  • Giving advice on seasonal adjustment options; and
  • Teaching courses on seasonal adjustment and adjustment software.

Teach a variety of short courses on time series, seasonal adjustment, benchmarking, X-13, SEATS, and seasonal adjustment diagnostics, with a focus on the practical. Maintain a web presence that includes a FAQ section and an on-line introductory course in seasonal adjustment. Answer questions on seasonal adjustment in general and on two leading software packages for seasonal adjustment--the Census Bureau's X-13ARIMA-SEATS and TRAMO/SEATS from the Bank of Spain. Develop and maintain several documentation projects, including a book on seasonal adjustment diagnostics and a set of "Getting Started" guides. Develop, update, and maintain software to interface with X-13ARIMA-SEATS.

Conduct research on a variety of issues related to seasonal estimation and adjustment, calendar effects estimation and adjustment, time series modeling, and diagnostics. Prepare papers and reports for clients, and present research results at international conferences. Responsible for supervising staff and subcontractors, for all budgeting and marketing activities, and for overseeing all final reports. Organize projects to meet all deadlines.


Adjunct Lecturer
Belmont University, Nashville, TN
August 2007 to May 2009 and August 2012 to December 2019.

In the Department of Mathematics and Computer Science, teach sections of Elementary Statistics (using Elementary Statistics by Navidi and Monk or Biostatistics by Triola, Triola, and May), Quantitative Methods for Business (using Introduction to Management Science by Bernard W. Taylor, III), and Quantitative Literacy and Reasoning (using Thinking Quantitatively: Communicating with Numbers by Eric Gaze. The majority of students are business, entrepreneurship, or music business majors.


Statistician, Head of Research and Methodology
Hendyplan, Luxembourg
March 2005 to March 2006.

Conducted research on a variety of issues, mostly related to seasonal adjustment, but also in the areas of modeling, benchmarking, and price indices. Prepared papers and reports, and presented results for customers and at international conferences.

Responsible for organizing and coordinating research and documentation projects for a group of external experts.

Maintained and developed software to interface with X-12-ARIMA and TRAMO/SEATS. Helped resolve statistical issues with other software developed by HENDYPLAN.


Chief, Time Series Methods Staff (Mathematical Statistician)
Economic Statistical Methods and Programming Division, U.S. Census Bureau
November 1999 to February 2005.

Responsible for setting priorities for and supervising a staff of five. Built a staff of seasonal adjustment experts, often with personnel with very limited time series and/or seasonal adjustment experience, starting with only myself. Coordinated software, research, training, and documentation projects and quality assurance programs. Met all deadlines, often with tight time constraints, especially in the area of quality reviews for the production of seasonally adjusted economic indicator series.

Maintained and developed software to interface with X-12-ARIMA, including X-12-Graph, the companion graphics package for X-12-ARIMA. Maintained the Users' Guides for all programs. All software was written with a customer focus, working very hard to deliver quality, tested products that were beyond expectations, anticipating needs and responding to requests when needed.

Conducted research on a variety of issues, including seasonal and calendar effects adjustment for short series, model-based seasonal adjustment procedures, seasonal adjustment for aggregate series, automatic modeling and outlier procedures, and graphical diagnostics for seasonal adjustment. Prepared papers and reports, and presented results at Census Bureau meetings and at international conferences.

Provided seasonal adjustment application expertise, including giving advice on seasonal adjustment options, teaching, and coordinating inter-divisional groups. Provided support for the X-12-ARIMA Users Group at the Census Bureau, including scheduling meetings and speakers. Answered questions from Economic Directorate staff on seasonal adjustment in general and on two leading software packages for seasonal adjustment--the Census Bureau's X-12-ARIMA and TRAMO/SEATS from the Bank of Spain.

Initiated several new documentation projects, including a set of "Getting Started" guides for X-12-ARIMA, expanded web pages, and a Case Studies Manual, communicating difficult technical concepts in a nontechnical way that everyone can understand. Initiated review of training materials and manuals for X-12-ARIMA and developed five different course modules for several different types of users. Taught short courses on time series, seasonal adjustment, benchmarking, X-12-ARIMA, X-12-Graph, SEATS, and seasonal adjustment diagnostics, with a focus on the practical in courses accessible to everyone.

Implemented quality assurance reviews of the seasonal adjustment options and model settings used for seasonal adjustment production at the Census Bureau. Discussed our findings, educated customers, and negotiated for the best possible models.


Important Contributions:

  • Of the six people I had supervised, three of them earned promotions within the U.S. Federal Government in the area of time series statistics or economics.
  • Software products such as X-12-Graph have saved time for production staff by making X-12-ARIMA output, including graphs, easily available. X-12-Write has made it easier for all staff to write production-ready input files for X-12-ARIMA in just a small fraction of the time needed before.
  • Research on the TRAMO automatic modeling package and the SEATS seasonal adjustment package, developed in Spain by Drs. Maravall and Gomez, led to several changes in the software and seasonal adjustment methods used at the Census Bureau. Research on possible residual seasonality led to changes in the methodology at the Census Bureau.
  • A focus on courses for managers and survey statisticians brought seasonal adjustment diagnostics to a new group of users, and enabled more people at the Census Bureau and around the government to participate in the decisions needed for seasonal adjustment production.



Researcher, Time Series and Seasonal Adjustment Staff (Mathematical Statistician)
Statistical Research Division, U.S. Census Bureau
September 1997 to November 1999.

Programmed a graphics package in SAS called X-12-Graph, a companion package to the Census Bureau's X-12-ARIMA seasonal adjustment package. Conducted research on a variety of issues, including seasonal adjustment on U.S. trade series and an empirical evaluation of TRAMO/SEATS. Taught classes on seasonal adjustment, X-12-ARIMA, and seasonal adjustment graphs and diagnostics. Provided support services for X-12-ARIMA users, including advice on options in the program and on appropriate diagnostics.


Important Contribution:

  • X-12-Graph was quickly recognized world-wide as an important tool for seasonal adjustment.



Mathematical Statistician, Quality Assurance and Evaluation Branch
Demographic Statistical Methods Division, U.S. Census Bureau
October 1996 to September 1997.

Worked on a special project to identify interviewers who are falsifying interviews for both the National Health Interview Survey and the Current Population Survey. Used Statistical Process Control methods to identify outlier interviewers using 1990 Census data as covariates. Wrote field procedures and developed a reinterview questionnaire to check outlier interviewers. Wrote programs in SAS to compute the control charts and print the necessary reinterview forms using original interview data.



Mathematical Statistician, Construction Programs Methodology Branch
Manufacturing and Construction Division, U.S. Census Bureau
December 1991 to September 1996.

Provided mathematical statistical assistance for the Survey of Construction (SOC). This included converting the SOC to Computer Assisted Personal Interviewing (CAPI), imputation, seasonal adjustment, price indexes, disclosure analysis, and variances.

Developed new sampling methods for the SOC for use with CAPI. Finalized research and completed all documentation for the cost and variance models for the SOC redesign after the 1990 Census. Instrumental in developing two modifications to the methodology for computing missing data adjustment factors for late reports for New One-Family Homes Sold and For Sale. Wrote programs in SAS and SAS/IML that were used in production for these economic indicator series.

Developed modifications to the Single Family Under Construction Cost Deflator and the Houses Sold Price Index. Responsible for the regression models for these hedonic indexes. Wrote computer programs used in production to compute these indexes for the new base year (1992) indexes and Fisher Ideal Indexes.

With one other person, performed yearly reviews of the seasonal adjustments for more than 100 construction time series and made recommendations for improvements to the seasonal adjustment procedures. Converted Construction Value-Put-In-Place series and Building Permits series from X-11 to X-12-ARIMA, using regARIMA modeling and forecast extension. Provided instruction and guidance to other staff members who were learning X-12-ARIMA.


Important Contributions:

  • Completed the documentation for the SOC redesign after the 1990 population census.
  • Developed the methodology for missing data adjustment factors used for production of New One-Family Homes Sold and For Sale.
  • Developed the regression models used for the Single Family Under Construction Cost Deflator and the Houses Sold Price Index.
  • Converted Construction Value-Put-In-Place and Building Permits series from X-11 to X-12-ARIMA.



Data Analyst
Department of Obstetrics and Gynecology, University of Iowa Hospitals and Clinics
November 1989 to October 1991.

As the only statistician for the department, worked on many different research projects, both clinical trials and designed experiments in the laboratory. Analyzed and interpreted clinical and laboratory data from experiments and surveys. Assisted doctors in planning research, including calculations for sample-size decisions. Prepared graphs and tables for publications, seminars, and lectures.

Established several programmed databases for joint laboratory and clinical programs for the treatment of infertility. Prepared periodic updates from these established databases which summarized success rates and other pertinent information for staff, using categorical data analysis, survival analysis, and regression analysis. Prepared written protocols for organizing, entering, and analyzing data using the established databases that could be interpreted by laboratory and clinical personnel with only general knowledge of statistics. Organized data collection.


Important Contributions:

  • Set up a Local Area Network for the Reproductive Testing Laboratories.
  • Converted years of paper forms to searchable computer databases with reports that could be sent to national organizations overseeing reproductive laboratories.



Software Development

Programs

  • X-12-Graph - the companion package to the Census Bureau's popular X-12-ARIMA seasonal adjustment package. X-12-Graph is now used worldwide as an essential part of the X-12-ARIMA software. Programmed the original in SAS. Developing new versions in other languages such as R. Maintain the program and add features as needed based on existing literature and own research. Wrote and maintained Users Guides.
  • X-12-Write - a program that writes X-12-ARIMA input files and allows for batch editing of input specification files. X-12-Write allows users to write many X-12-ARIMA input files at once, allowing users to complete seasonal adjustment projects very efficiently in a short amount of time. X-12-Write has been especially useful to staff working with new time series and for the production of seasonal adjustments after the attacks on the World Trade Center and the Pentagon.
  • Other software - an interface in Visual Basic for the Causey-Trager Benchmark program used by the Census Bureau, a menu-driven SAS interface to X-12-ARIMA and TRAMO/SEATS for large-scale seasonal adjustment projects (eventually replaced by a version written in Visual Basic), a program in SAS to generate X-12-ARIMA input files from SAS data sets, and X-12-GenReg, a SAS program to generate user-defined trading day and holiday variables for use in X-12-ARIMA.


Short Courses
Developed a set of five modules that can be combined into a variety of short courses for a variety of participants:

  • Introduction to Seasonal Adjustment
  • Seasonal Adjustment with X-12-ARIMA
  • Seasonal Adjustment with TRAMO/SEATS
  • Advanced Diagnostics: Case Studies
  • ARIMA Modeling for Forecasting and Seasonal Adjustment


Since 1999, taught over 35 short courses totaling more than 60 days for the following agencies: Banxico (Central Bank of Mexico), Bank of England, Federal Forecasters Consortium, Institute of Statistical Mathematics (Tokyo, Japan), Instituto Nacional de Estadistica Geografia e Informatica (INEGI, Mexico), International Institute of Forecasters, Secretaria de Hacienda y Credito Publico (Mexico), Statistics Canada, U.S. Census Bureau, U.S. Bureau of Economic Analysis, U.S. Bureau of Labor Statistics, U.S. Bureau of Transportation Statistics, and the Washington Statistical Society.


Software Manuals

  • Hood, C.C. (2004). "Getting Started with X-12-ARIMA Output Files," U.S. Census Bureau: Washington DC.
  • Hood, C.C. and R.M. Feldpausch (2004). "Getting Started with X-12-ARIMA Input Files on Your PC, Windows," U.S. Census Bureau: Washington DC.
  • Hood, C.C. and B.C. Monsell (2004). "Getting Started with X-12-ARIMA Input Files on Your PC, DOS," U.S. Census Bureau: Washington DC.
  • Bell, W.R., D.F. Findley, C.C. Hood, K.M. McDonald-Johnson, M.C. Kramer, B.C. Monsell, M.C. Otto (2004). "X-12-ARIMA User's Manual (ver. 0.2.7)," Center for International Research on the Japanese Economy: Tokyo, Japan.
  • Hood, C.C. (2002). "X-12-Graph: A SAS/GRAPH® Program for X-12-ARIMA Output, User's Guide for X-12-Graph Interactive for PC/Windows, Version 1.2," U.S. Census Bureau: Washington DC.
  • Hood, C.C. (2002). "X-12-Graph: A SAS/GRAPH® Program for X-12-ARIMA Output, User's Guide for X-12-Graph Batch, Version 1.2," U.S. Census Bureau: Washington DC.
  • Hood, C.C. (2002). "X-12-Write: A SAS® Program to Write X-12-ARIMA Input Files, Version 1.0 in SAS Version 8," U.S. Census Bureau: Washington DC.
  • Hood, C.C. (2001). "X-12-Graph: A SAS/GRAPH® Program for X-12-ARIMA Output, User's Guide for X-12-Graph Interactive/Unix, Version 1.2," U.S. Census Bureau: Washington DC.



Publications and Invited Presentations

Proceedings Papers

  • Hood, C.C.H. and R.M. Feldpausch (2011). "Experiences with User-Defined Regressors for Seasonal Adjustment," Proceedings of the American Statistical Association, American Statistical Association: Alexandria, VA.
  • Hood, C.C.H. (2007). "Assessment of Diagnostics for the Presence of Seasonality," in the Proceedings of the International Conference on Establishment Surveys III.
  • McDonald-Johnson, K.M., C.C.H. Hood, B.C. Monsell, and C. Li (2007). "Comparing Automatic Modeling Procedures of TRAMO and X-12-ARIMA, an Update," in the Proceedings of the International Conference on Establishment Surveys III.
  • Hood, C.C.H. (2005). "An Empirical Comparison of Methods for Benchmarking Seasonally Adjusted Series to Annual Totals," in the Proceedings of the American Statistical Association, American Statistical Association: Alexandria, VA.
  • McDonald-Johnson, K.M., C.C.H. Hood, and R.M. Feldpausch (2005). "Experiences With Indirect Seasonal Adjustment," in the Proceedings of the American Statistical Association, American Statistical Association: Alexandria, VA.
  • Dent, A.M., C.C.H. Hood, K.M. McDonald-Johnson, and R.M. Feldpausch (2005). "Comparing the Automatic ARIMA Model Selection Procedures of X-12-ARIMA Versions 0.2 and 0.3," in the Proceedings of the American Statistical Association, American Statistical Association: Alexandria, VA.
  • McDonald-Johnson, K.M. and C.C.H. Hood (2004). "Model Simplification After the Automatic Modeling Procedure of X-12-ARIMA Version 0.3," to appear in the Proceedings of the American Statistical Association, American Statistical Association: Alexandria, VA.
  • Feldpausch, R.M., C.C.H. Hood, and K.C. Wills (2004). "Span Diagnostics for Model Based Seasonal Adjustment," to appear in Proceedings of the American Statistical Association, American Statistical Association: Alexandria, VA.
  • Hood, C.C. and R.M. Feldpausch (2003). "Some Properties of the Seasonal Adjustment Diagnostics in X-12-ARIMA," to appear in the Proceedings of 2003 Statistics Canada Symposium, Statistics Canada: Ottawa, Canada.
  • Hood, C.C. and D.F. Findley (2003). "Comparing Direct and Indirect Seasonal Adjustments of Aggregate Series," Seasonal Adjustment, European Central Bank: Frankfurt Am Main, 9-22.
  • Hood, C.C. (2002). "Comparison of Time Series Characteristics for Seasonal Adjustments from SEATS and X-12-ARIMA," Proceedings of the Business and Economics Section, American Statistical Association: Alexandria, VA
  • McDonald Johnson, K.M., T.T. Nguyen, C.C. Hood, and B.C. Monsell (2002). "Improving the Automatic RegARIMA Model Selection Procedures of X-12-ARIMA Version 0.3," Proceedings of the American Statistical Association, American Statistical Association: Alexandria, VA.
  • Hood, C.C. and D.F. Findley (2001). "Comparing Direct and Indirect Seasonal Adjustments of Aggregate Series," Proceedings of the American Statistical Association, American Statistical Association: Alexandria, VA, CD Paper #98.
  • McDonald Johnson, K.M. and C.C. Hood (2001). "Outlier Selection for RegARIMA Models," Proceedings of the American Statistical Association, American Statistical Association: Alexandria, VA, CD Paper #438.
  • Farooque, G.M., D.F. Findley, and C.C. Hood (2001). "Comparing the Automatic ARIMA Model Selection Procedures of TRAMO and X-12-ARIMA 0.3," Proceedings of the American Statistical Association, American Statistical Association: Alexandria, VA, CD Paper #100.
  • Hood, C.C., J.D. Ashley and D.F. Findley (2000). "An Empirical Evaluation of the Performance of TRAMO/SEATS on Simulated Series," Proceedings of the American Statistical Association, Business and Economic Statistics Section, American Statistical Association: Alexandria, VA, 171-176.
  • Findley, D.F. and C.C. Hood (2000). "X-12-ARIMA and Its Application to Some Italian Indicator Series," Seasonal Adjustment Procedures-Experiences and Perspectives, Istituto Nazionale di Statistica (ISTAT): Rome, 231-251.
  • Hood, C.C. (2000). "SAS Programs to Get the Most from X-12-ARIMA's Modeling and Seasonal Adjustment Diagnostics," Proceedings of the 25th Annual Conference of the SAS Users Group International, 1388-1393.
  • Hood, C.C. and D.F. Findley (1999). "An Evaluation of TRAMO/SEATS and Comparison with X-12-ARIMA," Proceedings of the American Statistical Association, Business and Economic Statistics Section, American Statistical Association: Alexandria, VA, 150-155.
  • Hood, C.C. (1998). "X-12-Graph: Visual Diagnostics for Time Series Modeling and Seasonal Adjustment." Proceedings of the Sixth Annual Conference of the SouthEast SAS Users Group, 488-493.
  • Hood, C.C. and J.M. Bushery (1997). "Getting More Bang from the Reinterview Buck: Identifying 'At Risk' Interviewers." Proceedings of the American Statistical Association, Survey Research Methods Section, American Statistical Association: Alexandria, VA, 820-824.
  • Hood, C.C., K.M. McDonald, and D.M. Luery (1996). "Experiences in Using X-12-ARIMA for the U.S. Construction Progress Series." Proceedings of the American Statistical Association, Business and Economic Statistics Section, American Statistical Association: Alexandria, VA, 152-157.
  • Hood, C.C. and M.E. Kornbau (1996). "Changes to the Census Bureau's Construction Indexes." Proceedings of the American Statistical Association, Business and Economic Statistics Section, American Statistical Association: Alexandria, VA, 158-163.


Invited Presentations

  • "Seasonal Adjustment in the Private Sector," 1st Seasonal Adjustment Practitioners Workshop (SAPW), 4 November 2016..
  • "Introductory Overview Lecture: Methods, Diagnostics, and Practices for Seasonal Adjustment," International Conference on Establishment Surveys III, 19 June 2007..
  • "Some Properties of the Seasonal Adjustment Diagnostics in X-12-ARIMA," Statistics Canada's International Methodology Symposium, 30 October 2003.
  • "Comparing the Automatic ARIMA Model Selection Procedures of TRAMO and X-12-ARIMA 0.3 and the Seasonal Adjustments of SEATS and X-12-ARIMA" by Catherine C. Hood at the Deutsche Bundesbank (German Central Bank), 13 November 2003.
  • "Comparing Direct and Indirect Seasonal Adjustments of Aggregate Series" by Catherine C. Hood and David F. Findley at the European Central Bank Seasonal Adjustment Conference, 12 November 2002.
  • "Comparing the Automatic ARIMA Model Selection Procedures of TRAMO and X-12-ARIMA 0.3 and the Seasonal Adjustments of SEATS and X-12-ARIMA" at the Working Group on Seasonal Adjustment meeting in Luxembourg, 25 April 2002.
  • "Outlier Selection for RegARIMA Models" by Kathleen M. McDonald Johnson and Catherine C. Hood at a Washington Statistical Society Seminar, 19 December 2001.
  • "X-12-ARIMA Diagnostics and X-12-Graph," by Catherine C. Hood. International Forecasters Conference, Washington, DC. 29 June 1999.
  • "An Evaluation of TRAMO/SEATS and Comparison with X-12-ARIMA" by Catherine C. Hood and David F. Findley. Institute of Mathematical Statistics, Tokyo, Japan. 4 March 1999.



Education

Degrees Attained

  • Master of Science in Applied Statistics, May 1989, University of Iowa, Iowa City, IA. GPA: 3.33
  • Bachelor of Science in Mathematics, May 1987, Furman University, Greenville, SC. GPA: 3.43


Additional College Courses

  • Survey Sampling (Fall 1992), University of Maryland, College Park, MD.
  • Statistical Graphics and Data Exploration (Fall 1999), Scientific Visualization (Spring 2000), Numerical Methods (Fall 2000), Foundations of Computational Science (Spring 2001), Mathematical Statistics I (Fall 2001), George Mason University, Fairfax, VA.


Selected Short Courses Taken
SEATS for Seasonal Adjustment, STAMP/Ox, Latent Class Models



Additional Information

Personal Data

  • Citizenship: USA
  • Three grown children
  • Currently located in Murfreesboro, TN


Awards and Honors

  • 2002 Bronze Medal (Individual) for outstanding contributions to seasonal adjustment methodology in the areas of software development, research, and education.
  • Received seven Special Achievement Awards from 2002 to 2006.