Estimating breaks in time series in the Austrian LFS

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Presentation transcript:

Estimating breaks in time series in the Austrian LFS Judith Forster Daniela Gumprecht Statistics Austria Reykjavík, Iceland 18 May 2018

Breaks in Time Series (BiTS) 1. The BiTS-project 2. The pilot survey 3. The statistical models 4. The impact factors 5. The communication strategy

1. The BiTS-project Starting point: IESS Framework regulation & 19th ICLS resolution Objective: Break free time series for 14 indicators Methods: Pilot survey Statistical models

1. The BiTS-project Starting point: IESS Framework regulation & 19th ICLS resolution Objective: Break free time series for 14 indicators Methods: Pilot survey Statistical models The break will be…

1. The BiTS-project How to deal with changes lying within the confidence intervals? Estimates and confidence intervals for the 14 indicators, for which break factors will be provided. Source: Statistics Austria, Labour Force Survey, Q2 2017, n = 8,640,465 Indicators: Employed/Unemployed by age group Women Men Estimates Confidence interval 2.5% Confidence interval 97.5% Employed 15–24 233,029 224,411 243,466 248,693 238,345 258,816 20–64 1,919,611 1,905,617 1,933,578 2,141,963 2,127,301 2,155,164 25–64 1,740,617 1,725,910 1,754,234 1,965,645 1,951,815 1,978,565 65+ 29,269 24,308 34,194 43,177 36,978 50,360 Unemployed 19,759 14,647 23,900 27,582 21,649 33,127 83,252 74,844 91,869 110,895 101,867 121,209 -

1. The BiTS-project How to deal with changes lying within the confidence intervals? Estimates and confidence intervals for the 14 indicators, for which break factors will be provided. Source: Statistics Austria, Labour Force Survey, Q2 2017, n = 8,640,465 Indicators: Employed/Unemployed by age group Women Men Estimates Confidence interval 2.5% Confidence interval 97.5% Employed 15–24 233,029 224,411 243,466 248,693 238,345 258,816 20–64 1,919,611 1,905,617 1,933,578 2,141,963 2,127,301 2,155,164 25–64 1,740,617 1,725,910 1,754,234 1,965,645 1,951,815 1,978,565 65+ 29,269 24,308 34,194 43,177 36,978 50,360 Unemployed 19,759 14,647 23,900 27,582 21,649 33,127 83,252 74,844 91,869 110,895 101,867 121,209 -

2. The pilot survey Q1–Q4 2020 n = 6,000 households Two waves: 1st wave CAPI, 2nd wave CATI 2020 Sample 1   Q1 1st wave Sample 2 Q2 2nd wave Sample 3 Q3 Q4 Four quarters overlap

2. The pilot survey Sample size Sample size of the regular LFS sample (Q1–Q4) and expected sample size for the pilot survey (Q1–Q4) by the 14 indicators, for which break factors will be provided. Source: Statistics Austria, Labour Force Survey 2017 Indicators: Employed/ Unemployed by age group Regular LFS sample (Q1–Q4) ~82,000 households; 178,997 persons Pilot survey sample (Q1­–Q4) ~6,000 households; 13,668 persons Women Men n % Employed 15–24 4,658 49 5,298 53 337 414 52 20–64 40,726 73 44,213 82 3,114 72 3,320 81 25–64 37,399 40,689 83 2,874 3,056 65+ 665 3 1,025 7 59 5 424 4 496 29 32 1,414 1,568 111 123 2 - 1

2. The pilot survey Sample size Oversampling is necessary! Sample size of the regular LFS sample (Q1–Q4) and expected sample size for the pilot survey (Q1–Q4) by the 14 indicators, for which break factors will be provided. Source: Statistics Austria, Labour Force Survey 2017 Indicators: Employed/ Unemployed by age group Regular LFS sample (Q1–Q4) ~82,000 households; 178,997 persons Pilot survey sample (Q1­–Q4) ~6,000 households; 13,668 persons Women Men n % Employed 15–24 4,658 49 5,298 53 337 414 52 20–64 40,726 73 44,213 82 3,114 72 3,320 81 25–64 37,399 40,689 83 2,874 3,056 65+ 665 3 1,025 7 59 5 424 4 496 29 32 1,414 1,568 111 123 2 - 1 Oversampling is necessary!

3. The statistical models old LFS new LFS Forecast of the old LFS Register data

4. The impact factors new LFS Pilot survey Impact of the break old LFS Forecast of the old LFS old LFS Register data Impact of the break

5. The communication strategy Time series Break New regulation Consequences Reasons Impact Factor Communicaton for BiTS …coming soon.

5. The communication strategy Good practise example: New weighting procedure 2015 Revision of microdata and back calculation until 2004 Methodological report Frequently Asked Questions (FAQs) Press conference Internal and public presentations Paper published in the Austrian Journal of Statistics

Thank you! I see a break Please address queries to: Judith Forster Daniela Gumprecht Contact information: Guglgasse 13, 1110 Vienna phone: +43 (1) 71128-7421 judith.forster@statistik.gv.at daniela.gumprecht@statistik.gv.at I see a break Thank you!