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CROS

Introduction to Seasonal Adjustment and DEMETRA+

 

Introduction to Seasonal Adjustment and JDEMETRA+

Course Leader

Dario BUONO

Target Group

Staff of national statistical institutes (including newcomers) involved in the production process who want to acquire a good understanding of Seasonal Adjustment (SA) methods and practices

Entry Qualifications

  • Sound command of English. Participants should be able to make short interventions and to actively participate in discussions
  • Sound knowledge of Time series analysis would be an advantage
  • Familiarity with the seasonal adjustment methods and software is not required

Objective(s)

  • To provide the participants with a basic understanding of the main concepts of seasonal and calendar adjustment, trend cycle, irregular components and related time-series issues
  • To introduce the participants to the use of software JDEMETRA+

Contents

  • Brief review of time series analysis, and ARIMA modelling
  • Seasonality and its determinants
  • Calendar effect and its components
  • Why seasonal and calendar adjustment?
  • Identification of type of outliers
  • Use of additive and multiplicative decomposition
  • Interactive introductory sessions with JDEMETRA+
  • ESS guidelines on seasonal adjustment

Expected Outcome

Trained people will be able to identify outliers, decompose time series, adjust series for the seasonal and calendar effects. They will be able to recognise series which need calendar and/or seasonal adjustment and carry out the related procedures by using the latest version of JDEMETRA+ tool.

Training Methods

  • Presentations and lectures
  • Case studies on real data sets (also provided 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 can also bring a set of time-series related to their interest, should they wish to do so.

Trainer(s)/
Lecturer(s)

Andreas DIETRICH (Bundesbank)

Veronique ELTER (STATEC)

Practical Information

When

Duration

Where

Organiser

Application  via National Contact Point

19-21.01.2021

3 days

ONLINE

EUROSTAT

Deadline: 10.12.2020