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CROS

2018 February 22-22 Introduction to Seasonal Adjustment and JDemetra+

ESTP Trainnig Course

"Introduction to Seasonal adjustment and JDemetra+"

Agenda

Location

Eurostat, Luxembourg, 20/22 February 2018, Room F1B/932

Course Leader

Dario Buono (Eurostat, Methodology)

Lecturers

Andreas Dietrich (Bundesbank)
Véronique Elter (Statec)
Enrico Infante (Eurostat, National Accounts)

Logistics

Francine KESSLER (Eurostat, Learning and Development)

Required Reading

ESS guidelines on seasonal adjustment (2015 edition)

Suggested Readings

JDemetra+ download and  documentation

20 of February 2018, Tuesday

9.30-9.45

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

9.45-11.00

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

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 Dietrich)

12.30-14.00

Lunch break

14.00-15.15

Using JDemetra+: getting familiar (by Elter and Dietrich)

15.15-15.30

coffee-break

15.30-16.30

Using JDemetra+: first results (by Elter and Dietrich)

16.30-17.00

Question time for face-to face discussion with the trainers

21 of February 2018, Wednesday

9.30-11.00

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

11.00-11.15

coffee-break

11.15-12.30

Moving Averages, X-13 ARIMA and TRAMO/SEATS, How to use the ESS guidelines on Seasonal Adjustment: review (by Dietrich and Infante)

12.30-14.00

Lunch break

14.00-15.15

Using JDemetra+: outliers (by Elter and Dietrich)

15.15-15.30

coffee-break

15.30-16.15

Using JDemetra+: calendar adjustment (by Elter and Dietrich)

16.30-17.00

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

22 of February 2018, Thursday

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 Elter and Dietrich)

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