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The Office for National Statistics (ONS) is responsible for the derivation and production of a large number of time series estimates. The office has recently developed a software system which enables time series functions to be applied consistently across a wide range of time series. The system uses the X-12-ARIMA software package to carry out seasonal adjustment and forecasting. A number of other time series functions, including interpolation, are carried out by the system using SASŸ. This paper gives an overview of the software system and highlights the benefits of an integrated approach that allows time series estimates to be derived in a consistent, timely and transparent way.We also consider future directions for the analysis of time series at the ONS.
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