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2020 January 28-30 Introduction to Seasonal Adjustment and JDemetra+

ESTP course:

"Introduction to Seasonal Adjustment and JDemetra+"

Agenda

Location

Eurostat, Luxembourg, 28 - 30 January 2020, Room A2/45

Course Leader

Dario Buono (Eurostat, Methodology)

Lecturers

Andreas Dietrich (Bundesbank)

Véronique Elter (Statec)

Logistics

Francine KESSLER (Eurostat, Methodology)

Required Reading

ESS guidelines on seasonal adjustment (2015 edition)

Suggested Readings

JDemetra+ download and  documentation

28 of January 2020, Tuesday

9.30-9.45

Presentation of the course, tour de table (by Maria Serfioti, Eurostat)

9.45-11.00

Introduction, the unobserved component model and basic concept of seasonal adjustment

11.00-11.15

coffee-break

11.15-12.30

History and step-by-step procedure

12.30-14.00

Lunch break

14.00-15.15

Using JDemetra+: getting familiar

15.15-15.30

coffee-break

15.30-16.30

Using JDemetra+: first results

16.30-17.00

Question time for face-to face discussion with the trainers

29 of January 2020, Wednesday

9.30-11.00

Pre-treatment: Outliers (additive, transitory change, level shift) and calendar effects

11.00-11.15

coffee-break

11.15-12.30

Seasonal adjustment kernel: X-11 and SEATS

12.30-14.00

Lunch break

14.00-15.00

Using JDemetra+: outliers

15.00-15.15

coffee-break

15.15-16.30

Using JDemetra+: calendar adjustment

16.30-17.00

Question time for face-to face discussion with the trainers

30 of January 2020, Thursday

9.30-11.00

Quality assessment, miscellaneous issues

11.00-11.15

coffee-break

11.15-12.30

Using JDemetra+: full exercise with MS series

12.30-14.00

Lunch break

14.00-15.30

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

15.30-16.00

Conclusions and on-line evaluation of the course