The course notes describe some of the issues that are relevant to time series analysis in the Australian Bureau of Statistics. Included is an introduction to some of the theory underlying time series analysis, a discussion of different seasonal adjustment philosophies and issues relating to seasonal adjustment. The course notes concentrate on the filter based approach to seasonal adjustment as this is the method most commonly applied in the ABS.
The course notes are intended for methodologists newly recruited to the Australian Bureau of Statistics. Exercises and solutions are included at the end of the course notes. The purpose of the course notes and exercises is to encourage understanding of time series analysis issues.