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Completion of Backcasting Effort for Classification-Impacted Subannual Time Series

The introduction of several revised classification schemes, including the ANZSIC 2006 (A06) industry classification, into ABS subannual collections this year impacted on a large number of time series. As these are measurement changes and are not related to any real world changes, classification changes to the characteristics of our time series needed to be managed so that we can continue to publish consistent time series which are comparable across time and more useful for analysis and seasonal adjustment purposes.

To achieve this, base A06 time series were created from data collected under the old ANZSIC 1993 (A93) scheme and calculated via macro concordance tables, in such a way as to be as close as possible to the new A06 classification. For many collections, parallel samples were then collected under both A93 and A06-based sample designs, and used to estimate the impact of A06 implementation. To bring the estimates from the two schemes into agreement, this impact was then smoothed out across the length of each time series via the Generalised Backcasting Facility (GBF). The GBF performs these backcasts in such a way as to minimise the revisions to seasonally adjusted movement estimates, while preserving relevant aggregative relationships between time series.

The Time Series Analysis section (TSA) was involved in the planning of A06 implementation and the creation of the GBF, and performed the backcasts for most collections. For areas which performed their own backcasts, TSA offered advice and undertook work to help assure the quality of the backcast time series. As of December 2009, these backcasts and quality assurance tasks have been completed.

From the release of September quarter data in November and December 2009, all relevant ABS subannual collections will be published solely on an A06 basis. As there is currently insufficient data to detect changes in the seasonal behaviour of time series due to A06 implementation, TSA will continue to monitor the series, particularly as it returns to its regular schedule of annual seasonal reanalysis (ASR) of collections from 2010 onwards.

For more information on the implementation of ANZSIC 2006 for subannual time series, please contact Chris Mann on (02) 6252 6758 or chris.mann@abs.gov.au.