Federal Treasurer Joe Hockey says he wants answers to the problems the Australian Bureau of Statistics (ABS) has had with unemployment figures.

Mr Hockey, who is in the US to discuss Australia's G20 agenda, said last month's unemployment figures were "extraordinary".

The rate was 6.1 per cent after jumping to a 12-year high of 6.4 per cent the previous month.

The ABS has now taken the rare step of abandoning seasonal adjustment for its latest employment data.

"I have asked the Secretary of the Treasury to look into it. I'm unhappy with the volatility of the series," Mr Hockey said.

The Treasurer said the previous government left the ABS with insufficient resources to upgrade their computers.

Mr Hockey said the bureau needs to modernise to provide better information.

"I'm not writing out a blank cheque for the Australian Bureau of Statistics - I don't write blank cheques - but we have been for some months working on a new plan for the Australian Bureau of Statistics, including better utilisation of resources and also importantly, better ways of collecting data," he said.

Asked if the market can have confidence in the bureau, he said it was still one of the best statistical agencies in the world and analysts need to look for trends.

However, the union representing the staff at the ABS said the state of the organisation was embarrassing.

The CPSU said $68 million was cut from the organisation in this year's budget under the Coalition Government.

It said that followed a $10 million reduction in the previous year's budget under the Labor government.

In that two-year period, the union said 350 roles had been cut.

CPSU deputy national president Alistair Waters said the lack of resources at the bureau was jeopardising the credibility of its data.

Figures released by the ABS today show the unemployment rate has risen from 6 to 6.1 per cent, with almost 30,000 jobs lost in September.

The figures, without seasonal adjustment, estimate that 21,600 full-time jobs were added, but that was offset by a 51,300 fall in part-time employment.

The unemployment rate matched economist expectations, but the job losses were very different from economist forecasts that centred on a gain of 16,000 jobs.