To quote from one of my early posts at ET "It's a misconception that the unemployment rate information comes from the number of applications for unemployment compensation - if so the unemployment rate in the US would be very low since people only get compensation for a short period of time depending on their prior employment & after that they would have no incentive to register with their state's Deparment of labor anymore.
Like I think most countries the US does a survey to estimate the unemployment rate of the population."