TIME SERIES AND SEASONAL ADJUSTMENT RESEARCH

THIS IS AN INTENT TO SOLE SOURCE ANNOUNCEMENT PURSUANT TO FAR 6.302-1. THIS CONSTITUTES THE ONLY WRITTEN NOTICE, NO OTHER NOTICE OR SOLICITATION SHALL BE ISSUED AS A RESULT OF THIS NOTICE. The United States Census Bureau is the primary source of basic statistics about the population and economy of the nation. These statistics are collected to assist the Congress and Executive branches of the Federal Government, state and local governments, colleges and universities, and the general public in the development and evaluation of social and economic programs. Major Census Bureau programs include periodic censuses, current surveys and programs, intercensal estimates of population and housing totals, statistical analyses, and reimbursable work. As a technical resource for the U.S. Census Bureau, the mission of the Statistical Research Division, through collaboration and research, is to develop and assess statistical, computational, social, behavioral, and other quantitative and qualitative methods for use in Census Bureau programs and operations, to ensure that these methods are theoretically and operationally sound, to foster and monitor their use, to provide research information and consultative support, and to advance the Census Bureau leadership role in the statistical community. Time Series Research • Time Series: When data of some kind are collected regularly over time (monthly, quarterly, yearly), the resulting data set is a time series. Methods are developed for modeling such data in a way that encompasses seasonal, working day, and holiday effects and that identifies and accounts for untypical extreme values, which if ignored, would distort the model. These models can be used to forecast economic and demographic time series. The use of models to account for sampling error in time series that are estimates from repeated sample surveys is being researched. Methods to estimate trends or seasonal effects in time series are also being investigated, as are models to select, automatically if possible, which model from a set of competing models should be used for a given series. • Seasonal Adjustment: Many times series exhibit a similar monthly or quarterly pattern of highs and lows from one year to the next. (Department store sales increase in December and decrease in January, etc.) To analyze underlying trends or compare related time series, it is often useful to estimate and remove these "seasonal" effects, as well as effects related to working days or special holidays. In fact, many important economic indicators, including the Gross Domestic Product, require seasonally adjusted data. The Census Bureau seasonally adjusts more than a thousand monthly and quarterly time series in various divisions of the Economic Directorate (Company Statistics Division, Foreign Trade Division, Housing and Household Economic Statistics Division, Manufacturing and Construction Division, and Service Sector Statistics Division), using the X-12-ARIMA seasonal adjustment software. This software is continuously refined in response to research developments of improved methods and diagnostics and also response to requests by users for additional features. • The contractor will undertake time series and seasonal adjustment research with projects involving (1) benchmarking of Economic Program Directorate Time Series; (2) regression models for moving holiday effects for stock time series; (3) X-13-ARIMA-SEATS; (4) new and improved diagnostics for model-based seasonal adjustment decomposition components; and (5) seasonal-frequency-specific models for seasonal adjustment. This is related to Research Topic H (Research on Time Series Methods and Seasonal Adjustment) among the Census Bureau's LIST OF RESEARCH TOPICS. The period of performance shall be one year from date of award plus three (4) one-year option years. The government anticipates awarding a Fixed Unit Price Contract using Part 15 Negotiated Competitive Procurement procedures. THE GOVERNMENT KNOWS OF ONLY ONE SOURCE: Dr. David Findley, Washington, D.C. Interested parties may submit responses that demonstrate its ability to provide services in accordance with this announcement. A determination by the Government not to compete this requirement based upon responses to this notice is solely within the discretion of the Government. Information received will be considered solely for the purpose of determining whether to conduct a competitive procurement. For questions concerning this procurement, please contact Pamela Miller at [email protected]. Telephone calls will not be honored.