Slides – Chris McKendry - The Statistical Society of Australia
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Transcript Slides – Chris McKendry - The Statistical Society of Australia
Chris McKendry
Australian Bureau of Statistics
ABS-SSAI Careers Night 12 April 2012
My Background
Bachelor of Science at UNSW
Honours in Statistics
Thesis on Time Series
ABS Cadetship
Work Experience in Time Series between semesters
Study support for Honours
Graduate Program (Jan 2011)
13 months in Time Series
Recently moved to Survey Methodology
Perks I Experienced at the ABS
Consistent extra-curricular activities
Trivia, tennis, soccer, basketball, touch footy, board
games
Access to training
SAS, Project Management, Economic Statistics,
Statistical Reporting, Time Series, Survey Methods
Networking and Travel
Interstate travel is completely normal
Represent your section / division / organisation in
various forums / events
Perks of the ABS
FLEXITIME (!!!!)
Like to start late and finish late???
Like to start early and finish early???
Wish to coordinate work hours with other studies???
Have kids to pick up from school???
Like to combine public holidays with flexi-hours???
Colleagues with similar talents and interests
Programming, Maths, Statistics, Econometrics
Graduate Year in MDMD
Rotations Scheme
Rotate at 10 months and 18 months
Develop >= 3 disciplines in the first 2.5 years
Sections of work
Data Confidentialisation, Data-Linking, Operation
Research, Sampling, CPI estimation, Time Series,
Econometrics
Corporate Responsibilities
Coordinating social activities
Participate in MDMD seminars
Projects assigned to 2011 Grads
Friend
Project
Relevance
Joseph
Data confidentialisation
Researcher access to confidentialised
unit records
Aparjit
Monthly Population Survey
National estimates of labour statistics
Daniel
Optimality of the CPI
Integrity of national statistics
Carrie
Data linking
Joint use of admin and census data
Me
Time Series Reconciliation
Detailed data for socio-economic
analysis
My Grad Project
Is a pretty good example of an output useful to the
business / policy / research community
Not meant to be Earth shattering
But demonstrates what kind of technical skills are useful
within MDMD
My Grad Project
Background in Seasonal Adjustment
Monthly Hours Worked In Australia (Original)
Original Data
• Seasonality
• Moving Public Holidays
• Moving School Holidays
My Grad Project
Background in Seasonal Adjustment
Monthly Hours Worked In Australia (Seasonally Adjusted)
Seasonally Adjusted
• Less volatile
• Comparable Months
• Complimentary to
Unemployment Rate
My Grad Project
Background to ABS Hours Worked Series
Relevance
Users
•
Key economic indicator
•
RBA
•
Effects of Policy
•
Treasury
•
Natural Disasters
•
ABS
•
Economic Trends / Shocks
•
DEEWR
Cross-Sectional Splits
Sex
State
Part/Full time
Age
My Grad Project
Reconciliation
Publish SA HW in Sex by Status splits BUT
• Seasonally adjustment not linear
• Sum of SA Components ≠
SA Adjusted Aggregate
Sex
Male
Job
Status
Female
Person
Full Time
ℎ𝑤𝑓𝑡,𝑚
ℎ𝑤𝑓𝑡,𝑓
ℎ𝑤𝑓𝑡,𝑝
Part Time
ℎ𝑤𝑝𝑡,𝑚
ℎ𝑤𝑝𝑡,𝑓
ℎ𝑤𝑝𝑡,𝑝
Working
ℎ𝑤𝑤,𝑚
ℎ𝑤𝑤,𝑓
ℎ𝑤𝑤,𝑝
My Grad Project
Reconciliation
Solution
• Time series reconciliation
• 6 constraints to meet for each time (easy and standard)
Sex
Male
Job
Status
Female
Person
Full Time
ℎ𝑤𝑓𝑡,𝑚
ℎ𝑤𝑓𝑡,𝑓
ℎ𝑤𝑓𝑡,𝑝
Part Time
ℎ𝑤𝑝𝑡,𝑚
ℎ𝑤𝑝𝑡,𝑓
ℎ𝑤𝑝𝑡,𝑝
Working
ℎ𝑤𝑤,𝑚
ℎ𝑤𝑤,𝑓
ℎ𝑤𝑤,𝑝
My Grad Project
Reconciliation: 3D Aggregation Structure
3D Aggregation Structure
• 63 constraints PER OBSERVATION
Sex
• Sex by Status by State
𝑛 = 1, … … , 𝑁
𝑠111
………
⋮
⋮
⋮
𝑠1𝑃1
⋮
⋮
⋮
𝑠1𝑁1
………
𝑠1𝑁𝑃
𝑝 = 1, … … , 𝑃
Quality Concerns
• Meet constraints
• Maintain Level
• Maintain Temporal Movements
F/P- time
𝑠11𝑄
………
⋮
⋮
⋮
𝑠1𝑁𝑄
𝑠1𝑃𝑄
⋮
⋮
⋮
………
𝑠1𝑁𝑄
My Grad Project
You wanted maths at work right?