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CROS

2013 April 17-19 Introduction to Seasonal Adjustment and JDemetra+

The course is designated for staff of national statistical institutes involved in the production process who want to acquire a good understanding of seasonal adjustment (SA ) methods and practices.

Training material NOW available, final version, click here

ESTP course:

" Introduction to Seasonal adjustment and JDemetra+"

Agenda

Location

Eurostat , Luxembourg, 17 to 19 April 2012, Room A2/45

Course Leader

Dario Buono (Eurostat , Unit B1 Quality, Methodology and Research)

Lecturers

  • Dario Buono (Eurostat , Unit B1 Quality, Methodology and Research)
  • Enrico Infante (Eurostat ,Unit C1, National Accounts methodology. Sector Accounts. Financial Indicators )

Logistics

Georgios Xenellis (Eurostat , Unit A3 Learning and Development)

Required Reading

Suggested Readings

  • Any University manual of Statistics with a devoted chapter to time series analysis

17th of April 2013, Wednesday

 

 

9.30-9.45

Presentation of the course, tour de table (by Xenellis, Buono)

 

 

9.45-11.00

Brief review of Time Series analysis, Seasonality and its determinants, Decomposition models, Exploration (basic tools) (by Buono)

 

 

11.00-11.15

coffee-break

 

 

11.15-12.30

Exploration (advanced tools), Why Seasonal and Calendar Adjustment? Step by step procedures for Seasonal Adjustment (by Buono)

 

 

12.30-14.00

Lunch break

 

 

14.00-15.15

Using JDemetra+: getting familiar (by Infante)

 

 

15.15-15.30

coffee-break

 

 

15.30-16.30

Using JDemetra+: first results (by Infante)

 

 

16.30-17.00

Question time for face-to face discussion with the trainers (by Buono)

 

 

18th of April 2013, Thursday

 

 

9.30-11.00

Identification of type of outliers (additive, transitory change, level shift), Calendar Effect and its determinants, (by Buono)

 

 

11.00-11.15

coffee-break

 

 

11.15-12.30

Using JDemetra+: outliers and calendar adjustment (by Infante)

 

 

12.30-14.00

Lunch break

 

 

14.00-15.15

Moving Averages, X-13 ARIMA and TRAMO/SEATS, (by Buono)

 

 

15.15-15.30

coffee-break

 

 

15.30-16.15

How to use the ESS guidelines on Seasonal Adjustment: review (by Buono)

 

 

16.15-16.30

Question time for face-to face discussion with the trainer

 

 

19th of April 2013, Friday

 

 

9.30-11.00

Using JDemetra+: full exercise with ESTAT series (by Infante)

 

 

11.00-11.15

coffee-break

 

 

11.15-12.30

Using JDemetra+: full exercise with MS series (by Infante and Buono)

 

 

12.30-14.00

Lunch break

 

 

14.00-15.30

Using JDemetra+: show and tell exercise with MS series (by the participants!!)

 

 

15.30-15.45

coffee-break

 

 

15.45-16.30

Conclusions and evaluation of the course (Xenellis, Buono)

 

 

More information about the course can be found in the links below: