Seasonal adjustment - Research and methodology

Seasonal adjustment

Seasonal adjustment (SA) aims to estimate and remove seasonal effects from time series so that the seasonal fluctuations disappear.

It is necessary to improve comparability over time (to compare for example the first quarter to the fourth quarter) and over space of time series (to compare for example European and national economies).

High quality SA data plays a crucial role in short term analysis, forecasting and policy and decision-making.

Eurostat and ESS have several activities working toward greater alignment of practices in SA.

Guidance on seasonal adjustment treatment of COVID-19 crisis effect on data

In this note you can find some guidance for the seasonal/ calendar adjustment approach to be taken in order to deal with data affected by the Covid-19 crisis. It focuses also on the possible outlier modelling strategy to be adopted.

Release of JDemetra+ version 2.2 as software officially recommended for the seasonal and calendar adjustment of official statistics in the EU

The Seasonal Adjustment Expert Group decided that JDemetra+ version 2.2 will be recommended, as of July 2017, as software for conducting seasonal adjustment of official statistics. To install, download the latest version, unzip it somewhere and launch the executable in /bin.

For more info on user support, developements and trainings see this EMOS webinar slides or this presentation.

ESS Guidelines on Seasonal Adjustment (2015 edition)

These guidelines (developed by Eurostat, the European Central Bank and national statistical authorities) cover all the key steps in the seasonal and calendar adjustment process.

They represent an important step towards the alignment of seasonal and calendar adjustment practices within the ESS and in Eurostat.

the revised verison is now available at:

JDemetra+ tool for implementing ESS guidelines

JDemetra+ is an open, free and flexible IT tool for seasonal and calendar adjustment developed by Eurostat.

In line with ESS guideline recommendations in this area, it offers user-friendly tools for checking the quality of seasonal adjustment results.

For more info see: CROS portal - seasonal adjustment.