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CROS

Advanced Seasonal adjustment and JDemetra+ with R

 

Advanced Seasonal adjustment and JDemetra+ with R

Course Leader

Jean PALATE

 

Target Group

Advanced users of seasonal adjustment methods involved in regular/massive data production and/or developers involved in the integration of SA methods in their IT environment wishing to enhance their knowledge of the JDEMETRA+ tool and/or using or potentially developing relative plug-ins. Ideal participants are either young statisticians with some interest in IT or young IT specialist with some interest in statistics. People currently using TRAMO/SEATS and/or X12 family product and/or old version of DEMETRA/JDEMETRA+ family products aiming at implementing the latest JDEMETRA+ version.

 

Entry Qualifications

Solid command of English. Participants should be able to make short interventions and to actively participate in discussions.

Practical experience in using recent version of JDEMETRA+ for the general purpose of time-series analysis and application of  seasonal adjustment methods

Some knowledge on R programming or a minimum the knowledge in any programing language.

 

Objective(s)

To provide participants with a specific knowledge of the features recently included within JDEMETRA+ and run the tool within the R environment

To train the participants to use JDEMETRA+ for purposes different from seasonal adjustment, such as estimation of missing values temporal disaggregation, benchmarking, forecasting and analysis of revisions;

To prepare and to motivate the participants to become integral part of the extended network in charge of testing (software releases), maintaining (fixing bugs) and extending (new plug-ins) the tool.

 

Contents

Handling of the main concepts of JDEMETRA+ (with focus on time series)

Use of the R library JDLIGHT

Overview of the implementation of the main SA methods.

Extensible features of JDEMETRA+: accessing new source of time series, adding diagnostics, generating new outputs. Explanations and examples.

The finalised content of the course will be adapted ad-hoc to the actual audience of registered and accepted participants

 

Expected outcome

Participants will have a good overview of existing routines available in the latest version of JDEMETRA+ and will be able to run the realted routine in R.

Participants will be able to use the SA methods implemented in JDEMETRA+ for the purposes of mass production. More specifically, they will be able to call directly the methods and to retrieve the main results using also workspaces and XML files.

Participants will develop an interest in writing small extension modules that can be plugged in the main graphical interface of JDEMETRA+.

 

Training Methods

Presentations and lectures

Case studies on real data sets (also provided by the participants)

“Show and tell” by the participants

 

 

Required Reading

Participants should be familiar with the content of the website https://ec.europa.eu/eurostat/cros/content/seasonal-adjustment_en

 

Suggested Reading

Revised ESS guidelines on seasonal adjustment

https://ec.europa.eu/eurostat/cros/content/methodological-notes_en

 

Required Preparation

Participants are requested to write a short summary of their activities in their organisation. They are requested to express the reasons and motivation for applying to this training activity and to describe the practices, problems and experiences they face in the field of the course. Participants are strongly invited to practice with recent version of JD+.

 

Trainer(s)/
Lecturer(s)

Jean PALATE (independent expert)

 

Practical Information

When

Duration

Where

Organiser

Application  via National Contact Point

12– 14.10.2021

3 days

Cologne, Germany

ICON-INSTITUT Public Sector GmbH

Deadline: 17.08.2021