Another rant about Statistics Canada's Attention Deficit Disorder

I've done this before, but I've had a very bad day and I need to vent.

I've started work on a forecasting project for the Canadian data, focusing on the short- and medium-term outlook. The first task is to see what sort of data are available, and once again, the frustrating answer is 'not near enough.' Statistics Canada's habit of starting new data definitions and not revising the historical series makes it extremely difficult to get a handle on what's actually happening to the Canadian economy.

Let's start with the Survey of Employment, Payrolls and Hours (SEPH). As I noted in my previous rant, these data used to go back to 1991; the current table (281-0047) now goes back to 2001. The pre-2001 data were dumped into the pit of terminated tables. Instead of having a continuous series with a run of 24 years, they now have two incompatible series with a break in 2011. I can't think of any way to splice them, because the two series don't overlap. I've combed through my old data files, and but of course, they're not consistent with either of the series that Statistics Canada currently provides.

Then there's retail sales, which should be a good concurrent indicator. But the current series (Table 290-0024) only goes back to 2004. The terminated Table 080-0003 goes back to 1986, but it's really just a cruel joke: it contains no fewer than three separate series and no attempt to provide a concordance.

I don't know what sort of current analysis model I can put together with a data set that only spans one recession.

And by the way, it's been three years since the national accounts data were 'revised' and they still haven't pushed them back to 1961; current GDP data only go back to 1981. Nor is there any progress on this front. If you want to know what's happening with inter-government transfers since 2009, Statistics Canada has nothing for you.

It might be satisfying to blame Stephen Harper for all of this, but that would be a mistake. The retail and wholesale trade data were chopped up back in 2004, when Paul Martin was Prime Minister and Statistics Canada's budget was assured. The culture of bringing in new definitions and not revising the historical series was ingrained long ago. I've gotten to the point where I think that if StatsCan's funding were restored, they'd celebrate by redefining all their data and throwing the old numbers in the terminated tables bin. It's what they do.

 

Comments

[Livio Di Matteo]

Well Steve, on the public finances side they stopped the Financial Management System in 2009 and replaced it with the Governemt Finance Statistics but only aggregate numbers for GFS are available and back to only 1991. Separate province level numbers were not available the last time I checked which was Fall 2014. It makes for some very truncated government revenue and expenditure series.

[Stephen Gordon]

In an email two years ago, they told me that not to worry; the GFS was going to be *even better.*

[Barnaby]

'Told me same thing. 'Waited 5+ years for them to adopt the 2001 (or is it 1999? It's late...) COFOG, but was assured that road infrastructure wouldn't be rolled up into "Economic Development" or whatever top-level aggregation it falls under. Then, "surprise!" we can't release road spending, it's far too detailed... GRRRR.

[Barnaby]

A former colleague of mine mentioned that he recently asked whether an old series that ended in 1997 covered total exports or domestic exports, and was told by the survey analyst that they didn't know, since they hadn't worked there that long! (Honest! True story!).

[Barnaby]

No concordance given for new CAPEX release vs old categories, even though it appears quite straight-forward to do (take out exploration, since it goes to IP in new SNA). Back-casting exercise a joke (0$ in pipeline investments in 2006???). Time series for CAPEX machinery and equipment numbers missing 1998-2012... The CAPEX survey has been run since the 1940s... an accessible time-series would paint a rich portrait of the rise and decline of industries and assets over time. Shame.