Catherine Hood Consulting

Papers available to download.

Papers are listed by subject.

We also have a list of papers in reverse chronological order.

Papers that are part of my case studies project can be found on the page dedicated to this project.

Catherine's Papers, by Subject Matter

Note: Most papers are in Portable Document Format (PDF). To view file you will need the Adobe® Acrobat® Reader which is available for free from the Adobe web site.



ARIMA and RegARIMA Modeling

Experiences with User-Defined Regressors for Seasonal Adjustment by Catherine C. Harvill Hood and Roxanne Feldpausch (September 2011)


Comparing Automatic Modeling Procedures of TRAMO and X-12-ARIMA, an Update by Kathleen M. McDonald-Johnson , Catherine C. Harvill Hood, Brian C. Monsell, and Chak Li (International Conference on Establishment Surveys III proceedings, June 2007)


Comparing the Automatic ARIMA Model Selection Procedures of X-12-ARIMA Versions 0.2 and 0.3, by Ayonda M. Dent, Catherine C. Harvill Hood, Kathleen M. McDonald-Johnson and Roxanne M. Feldpausch (ASA proceedings, November 2005)


Model Simplification After the Automatic Modeling Procedure of X-12-ARIMA Version 0.3, by Kathleen M. McDonald-Johnson, Catherine C. H. Hood and Roxanne M. Feldpausch (ASA proceedings, November 2004)


Diagnostics for ARIMA-Model-Based Seasonal Adjustment, by David F. Findley, Kellie C. Wills, John A. D. Aston, Roxanne M. Feldpausch, and Catherine C. Harvill Hood (ASA proceedings, November 2003)


Improving the Automatic RegARIMA Model Selection Procedures of X-12-ARIMA Version 0.3, by Kathleen M. McDonald-Johnson, Thuy Trang T. Nguyen, Catherine C. Hood, and Brian C. Monsell (ASA proceedings, October 2002)


Outlier Selection for RegARIMA Models, by Kathleen M. McDonald-Johnson and Catherine C. Hood (ASA proceedings, October 2001, modified December 2001)




Benchmarking

An Empirical Comparison of Methods for Benchmarking Seasonally Adjusted Series to Annual Totals, by Catherine C. Harvill Hood (ASA proceedings, November 2005)




Companion Software for X-12-ARIMA

Experiences with User-Defined Regressors for Seasonal Adjustment by Catherine C. Harvill Hood and Roxanne Feldpausch (September 2011)


SAS® Programs to Get the Most from X-12-ARIMA's Modeling and Seasonal Adjustment Diagnostics, by Catherine C. Hood (SUGI 25 Proceedings, April 2000)




Diagnostics

Getting Started with X-12-ARIMA Diagnostics by Catherine C. Harvill Hood and Kathleen M. McDonald-Johnson (October 2009)


Assessment of Diagnostics for the Presence of Seasonality, by Catherine C. Harvill Hood (International Conference on Establishment Surveys III proceedings, June 2007)


Diagnostics for Model-Based Seasonal Adjustment, by Roxanne M. Feldpausch, Catherine C. H. Hood, and Kellie C. Wills (ASA proceedings, November 2004)


Some Properties of the Seasonal Adjustment Diagnostics in X-12-ARIMA, by Catherine C. Hood and Roxanne M. Feldpausch (in the Proceedings of Statistics Canada Symposium 2003)


Diagnostics for ARIMA-Model-Based Seasonal Adjustment, by David F. Findley, Kellie C. Wills, John A. D. Aston, Roxanne M. Feldpausch, and Catherine C. Harvill Hood (ASA proceedings, November 2003)


X-12-ARIMA and its Application to Some Italian Indicator Series, by David F. Findley and Catherine C. Hood (June 2000)


An Evaluation of TRAMO/SEATS and Comparison with X-12-ARIMA by Catherine C. Hood and David F. Findley (ASA proceedings, September 1999)




Direct/Indirect Adjustments

Experiences With Indirect Seasonal Adjustment, by Kathleen M. McDonald-Johnson, Catherine C. H. Hood and Roxanne M. Feldpausch (ASA proceedings, November 2005)


Comparing Direct and Indirect Seasonal Adjustments of Aggregate Series, by Catherine C. Hood and David F. Findley (ASA proceedings, October 2001)




"Getting Started" Papers

Getting Started with Win X-12, a Windows interface for X-12-ARIMA Version 0.3 by Catherine C. Harvill Hood (April 2010)


Getting Started with X-12-ARIMA (Version 0.3) Using the Command Prompt on Your PC by Catherine C. Harvill Hood and Brian Monsell (April 2010)


Getting Started with X-12-ARIMA Diagnostics by Catherine C. Harvill Hood and Kathleen M. McDonald-Johnson (October 2009)




Seasonal Adjustment for Short Series

Seasonal Adjustment for Short Time Series in Excel by Catherine C. Harvill Hood (April 2010)




TRAMO/SEATS

Diagnostics for ARIMA-Model-Based Seasonal Adjustment, by David F. Findley, Kellie C. Wills, John A. D. Aston, Roxanne M. Feldpausch, and Catherine C. Harvill Hood (ASA proceedings, November 2003)


Comparison of Time Series Characteristics for Seasonal Adjustments from SEATS and X-12-ARIMA, by Catherine C. Hood (ASA proceedings, October 2002)


An Empirical Evaluation of the Performance of TRAMO/SEATS on Simulated Series, by Catherine C. Hood, James D. Ashley, and David F. Findley (ASA proceedings, October 2000)


An Evaluation of TRAMO/SEATS and Comparison with X-12-ARIMA by Catherine C. Hood and David F. Findley (ASA proceedings, September 1999)




User-defined Regressors

Experiences with User-Defined Regressors for Seasonal Adjustment by Catherine C. Harvill Hood and Roxanne Feldpausch (September 2011)




X11/X-12-ARIMA/X-13

Experiences with User-Defined Regressors for Seasonal Adjustment by Catherine C. Harvill Hood and Roxanne Feldpausch (September 2011)


Assessment of Diagnostics for the Presence of Seasonality, by Catherine C. Harvill Hood (International Conference on Establishment Surveys III proceedings, June 2007)


Some Properties of the Seasonal Adjustment Diagnostics in X-12-ARIMA, by Catherine C. Hood and Roxanne M. Feldpausch (in the Proceedings of Statistics Canada Symposium 2003)


Comparing Direct and Indirect Seasonal Adjustments of Aggregate Series, by Catherine C. Hood and David F. Findley (ASA proceedings, October 2001)


X-12-ARIMA and its Application to Some Italian Indicator Series, by David F. Findley and Catherine C. Hood (June 2000)


An Evaluation of TRAMO/SEATS and Comparison with X-12-ARIMA by Catherine C. Hood and David F. Findley (ASA proceedings, September 1999)



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Last modified: 6 Jan 2021

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