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The preface to the Time Series Special Issue of the Journal of Official Statistics discusses the challenges faced by official statistics agencies in publishing and analyzing time series data in the current era. It highlights the impact of technological advancements, declining survey response rates, and the need for timely data. The preface also mentions the benefits of new technologies and methodologies in addressing these challenges, emphasizing the importance of innovation in mathematical statistics and data science. The document provides a summary of eleven research papers in the special issue, covering topics such as temporal disaggregation, crisis identification, seasonal adjustment, and nowcasting. The articles address various methodological and empirical issues related to time series analysis, offering insights into the future directions of research in this field. [Extracted from the article]

Time series are demeaned when sample autocorrelation functions are computed. By the same logic it would seem appealing to remove seasonal means from seasonal time series before computing sample autocorrelation functions. Yet, standard practice is only to remove the overall mean and ignore the possibility of seasonal mean shifts in the data. Whether or not time series are seasonally demeaned has very important consequences on the asymptotic behavior of autocorrelation functions. The effect on the asymptotic distribution of seasonal mean shifts and their removal is investigated and the practical consequences of these theoretical developments are discussed. We also examine the small sample behavior of autocorrelation function estimates through Monte Carlo simulations.

The anticoagulant drug clopidogrel may cause thrombotic thrombocytopenic purpura (TTP). TTP is a life-threatening condition characterized by abnormal blood clot formation and other abnormalities. Clopidogrel was developed partly to replace the anticoagulant drug ticlopidine, which can also cause TTP. During the development and testing of clopidogrel, no cases of TTP were observed in 20,000 patients who took the drug. But doctors now report 11 patients who developed TTP after taking the drug. Ten developed TTP within two weeks of taking the drug. One patient died from the condition despite treatment.

We demonstrate the potential for borrowing strength from estimates from the American Community Survey (ACS), the largest US household survey, to improve estimates from smaller US household surveys. We do this using simple bivariate area-level models to exploit strong relationships between population characteristics estimated by the smaller surveys and ACS estimates of the same, or closely related, quantities. We illustrate this idea with two applications. The first shows impressive variance reductions for state estimates of health insurance coverage from the National Health Interview Survey when modeling these jointly with corresponding ACS estimates. The second application shows impressive variance reductions in ACS one-year county estimates of poverty of school-aged children from modeling these jointly with previous ACS five-year county estimates of school-age poverty. Simple theoretical calculations show how the amount of variance reduction depends on characteristics of the underlying data. In our applications, we examine three alternative bivariate models, starting with a simple bivariate Gaussian model. Since our applications involve modeling proportions, we also examine a bivariate binomial logit normal model, and an unmatched model that combines the Gaussian sampling model with the bivariate logit normal model for the population proportions. Given the strong relationships between the population characteristics estimated by the smaller surveys and the corresponding ACS estimates, and the low levels of sampling error in the ACS estimates, the models achieve large variance reductions even without using regression covariates drawn from auxiliary data sources. [ABSTRACT FROM AUTHOR]

Gilbert Roberts's article on vigilance sequence, showing that the durations of inter-scan intervals (ISI) were not predictable from preceding intervals, draws unfavorable response. Use of differencing method for time series where sequences of ISI durations appear uncorrelated is inappropriate and unnecessary. Further, predictability or unpredictability is not directly dependent on autocorrelation or uncorrelation of the original time series of ISI durations. Data hardly provides evidence supporting the postulation of a behavioral mechanism that could lead to negative autocorrelation.

Much empirical economic research today involves estimation of tightly specified time series models that derive from theoretical optimization problems. Resulting conclusions about underlying theoretical parameters may be sensitive to imperfections in the data. We illustrate this fact by considering sampling error in data from the Census Bureau's Retail Trade Survey. We find that parameter estimates in seasonal time series models for retail sales are sensitive to whether a sampling error component is included in the model. We conclude that sampling error should be taken seriously in attempts to derive economic implications by modeling time series data from repeated surveys.

Thrombotic thrombocytopenic purpura is a blood disorder of unknown cause characterized by bleeding into the tissues and anemia. When it occurs in children, it is called hemolytic uremic syndrome. The two diseases are referred to as thrombotic thrombocytopenic purpura-hemolytic uremic syndrome (TTP-HUS). Mortality was once virtually universal, but in 1959 exchange transfusions were performed, and mortality declined. Because the disease progresses rapidly, and many different treatments are tried at the same time, the interpretation of effects of the various treatments is very difficult. Plasma infusion therapy was suggested in 1963. From 1979 to 1990, 108 patients were treated for TTP-HUS with prednisone (a corticosteroid), or with plasmapheresis, plasma exchange and prednisone, according to the severity of the illness. Ten patients (9 percent) died, a considerable drop in mortality from earlier years. The results of the study show that the infusion of fresh-frozen plasma alone is insufficient in most patients, but some form of plasma therapy is beneficial, although it is not known how it works. Relapse was frequent with corticosteroids, calling their effectiveness into question, but corticosteroids do seem to be effective in earlier stages of the disease. Splenectomy (removal of the spleen) was performed on six patients, all of whom had adverse reactions, including one death. Splenectomy is no longer performed by the authors to treat TTP-HUS. Antiplatelet therapy was ineffective, and is also no longer administered for this disease. The high rate of relapse raises questions of type and length of therapy. Treatment requires many professional medical personnel, an average of 215 blood donors per patient, and expensive equipment. The large number of donors carries a high risk of disease transmission. (Consumer Summary produced by Reliance Medical Information, Inc.)