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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