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Survey vs Scraped Data: Comparing Time Series Properties of Web and Survey Vacancy Data

Pablo de Pedraza
Pablo de Pedraza
, 
Stefano Visintin
Stefano Visintin
, 
Kea Tijdens
Kea Tijdens
 and 
Gábor Kismihók
Gábor Kismihók
   | Sep 13, 2019
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Published Online: Sep 13, 2019
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DOI: https://doi.org/10.2478/izajole-2019-0004
Keywords
© 2019 Pablo de Pedraza, Stefano Visintin, Kea Tijdens and Gábor Kismihók, published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 Public License.

Figure 1

NSO and web-extracted data on vacancies in the Dutch economy, 2007–2014.NSO, National Statistics Office
NSO and web-extracted data on vacancies in the Dutch economy, 2007–2014.NSO, National Statistics Office

Figure 2

Web and NSO quarterly vacancies, time series decomposition: TC components.NSO, National Statistics Office; TC, trend–cycle
Web and NSO quarterly vacancies, time series decomposition: TC components.NSO, National Statistics Office; TC, trend–cycle

Figure 3

Web and NSO quarterly vacancies, time series decomposition: seasonal. NSO, National Statistics Office
Web and NSO quarterly vacancies, time series decomposition: seasonal. NSO, National Statistics Office

Figure 4

NSO and web-extracted, differentiated data on vacancies in the Dutch economy, 2007–2014. NSO, National Statistics Office
NSO and web-extracted, differentiated data on vacancies in the Dutch economy, 2007–2014. NSO, National Statistics Office

Figure 5

Autocorrelation of the original and differentiated series, top and bottom rows, respectively, lags expressed in years
Autocorrelation of the original and differentiated series, top and bottom rows, respectively, lags expressed in years

Figure 6

Cross-correlation between NSO and web-extracted data on vacancies in the Dutch economy. Raw data (top) and differentiated data (bottom). NSO, National Statistics Office
Cross-correlation between NSO and web-extracted data on vacancies in the Dutch economy. Raw data (top) and differentiated data (bottom). NSO, National Statistics Office

Figure 7

Cross-spectral density, original series (top), and differentiated series (bottom)
Cross-spectral density, original series (top), and differentiated series (bottom)

Figure 8

Squared coherency, original series (top), and differentiated series (bottom)
Squared coherency, original series (top), and differentiated series (bottom)

Unit root test statistics

Unit root test statistics
ADF testADF test (modified)PP testZA test (and critical values)
Web-4.6675*** (4)-1.0229 (3)-17.177* (2)-6.1109 ***(6)0.01= -5.34 0.05= -4.8
0.1= -4.58
NSO-2.884 (4)-1.6402 (3)-8.0429 (2)-5.2097**(8)0.01= -5.34 0.05= -4.8
0.1= -4.58

Web and NSO quarterly vacancies, time series decomposition: TC components

TimeWeb trendNSO trend% Difference (decimal form)
2006Q41993442450270.19
2007Q11937592488980.22
2007Q21919092511240.24
2007Q31914482500380.23
2007Q41947382471370.21
2008Q11893342448790.23
2008Q21668672384820.30
2008Q31374992222690.38
2008Q41260551991270.37
2009Q11269301771550.28
2009Q21254081655670.24
2009Q31171551624850.28
2009Q41081891616010.33
2010Q11038091619660.36
2010Q21052351649120.36
2010Q31091671698500.36
2010Q41156621743780.34
2011Q11250331762050.29
2011Q21330921759010.24
2011Q31331491723500.23
2011Q41247281650960.24
2012Q11165271571010.26
2012Q21146961515300.24
2012Q31136121474650.23
2012Q41110371426520.22
2013Q11113031387760.20
2013Q21142181385190.18
2013Q31170961419020.17
2013Q41196651467360.18
2014Q11285751516750.15
2014Q21382351571640.12
2014Q31495381627320.08
eISSN:
2193-8997
Language:
English
Publication timeframe:
Volume Open
Journal Subjects:
Business and Economics, Political Economics, Microeconomics, Macroecomics, Economic Policy, Mathematics and Statistics for Economists, Econometrics
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