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Time Series Analysis User Group (TSAUG)

Background

The Time Series Analysis User Group (TSAUG) will collaborate with the Time Series Analysis Center of Excellence (TSACE) to assure the quality and the promotion of JDemetra+ (the European Time Series Software for Official Statistics developed by the National Bank of Belgium and the National Bank of Germany) and the associated plug-ins.

The Seasonal Adjustment Expert Group (SAEG) agreed that the results of the Center of excellence should be reviewed by other experienced users than the TSACE itself. The SAEG also recognized the importance of associating more users and institutes to the works of the TSACE in particular to facilitate the adhesion to the software JDemetra+ through the European Statistical System.

Mandate

The TSAUG will review and comment the activities of the TSACE, especially in the following fields: testing of JDemetra+, testing of new plug-ins (benchmarking, quality reporting, high-frequency data, revision analysis, link to R, etc.), testing of the JDemetra+ web service, user-defined regressors for calendar adjustment, course material, documentation and knowledge sharing. The group will provide feedback to the TSACE on any development made around JDemetra+ (plug-ins, tests) it is aware of.

Furthermore, the TSAUG comments on the (revised) recommendations developed by the TSACE (guidelines of the ESS on seasonal adjustment, temporal disaggregation and 5 benchmarking as well as time series and econometrics) from a users’ perspective and shares the knowledge among its institutes.

Communication of information to the TSAUG

While the TSAUG will be composed of skilled colleagues, who are encouraged to test JDemetra+ and the associated plug-ins themselves, the principal basis for the opinions issued of the TSAUG is the outcome of the tests conducted by the TSACE according to terms of the agreement signed with Eurostat on August 1, 2020.

The TSACE is responsible for communicating all test outcomes to the TSAUG in a timely manner, well in advance of the time at which the opinion is sought.

Communication of the opinions of the TSAUG

The TSAUG will report to the SAEG.

The opinions of the TSAUG (and any other outcomes of the TSAUG deliberations) will be communicated to the SAEG after validation by the user group members.

The TSAUG secretariat is responsible for communicating the opinions of the TSAUG to the SAEG.

Members of the TSAUG

The Group will consist of representatives of NSIs, NCBs, Eurostat, the ECB and any other relevant international organizations that can demonstrate a large experience in time series analysis, e.g. seasonal adjustment, temporal disaggregation, etc. (methodology and software).

The number of participants to a meeting should be limited to 20 people, including representatives of Eurostat and of the TSACE. Representativeness of the different EU member states should be ensured in the TSAUG.

TSACE members can participate as experts but whenever a formal opinion is to be issued by the TSAUG, only the members of the user group would participate in the decision.