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?