ESTP course:

" JDEMETRA+ FOR ADVANCED USERS"

Agenda

Location

Eurostat, Luxembourg, 15 to 17 October 2013, Room A2/45

Course Leader

Dario Buono (Eurostat, Macroeconomic Imbalances Procedure)

Lecturers

• Dario Buono (Eurostat, Macroeconomic Imbalances Procedure)
• Enrico Infante (Eurostat, National Accounts methodology)
• Luis Biedma (Eurostat, Excessive deficit procedure)

Logistics

Georgios Xenellis (Eurostat, Unit A3 Learning and Development)

Required Reading

• Participants should be familiar with the content of the website http://ec.europa.eu/eurostat/cros/content/seasonal-adjustment

Suggested Readings

• ESS guidelines on seasonal adjustment

15^th of October 2013, Tuesday

9.30-9.45

Presentation of the course, tour de table (by Xenellis, Buono)

9.45-11.00

Brief overview of Time Series Analysis, Seasonality and its determinants, Decomposition models, Why Seasonal Adjustment?

Step by step procedures for SA (by Buono)

11.00-11.15

coffee-break

11.15-12.30

Identification of types of outliers,Calendar Effect and its components

X-13 ARIMA vs Tramo/Seats, How to use the ESS guidelines on SA (by Buono)

12.30-14.00

Lunch break

14.00-15.15

Overview of the JDEMETRA+ (by Infante)

15.15-15.30

coffee-break

15.30-16.30

Using JDemetra+: first results (by Infante)

16.30-17.00

Question time for face-to face discussion with the trainers (by Buono)

16^th of October 2013, Wednesday

9.30-11.00

Using JDemetra+: outliers and calendar adjustment (by Buono, Infante)

11.00-11.15

coffee-break

11.15-12.30

Using JDemetra+: full exercise with ESTAT series (by Buono, Infante)

12.30-14.00

Lunch break

14.00-15.15

Using time series and SA methods for routine actions (by Buono, Infante)

15.15-15.30

coffee-break

15.30-16.15

Using JDemetra+: full exercise with MS series (by Infante and Buono)

16.15-16.30

Question time for face-to face discussion with the trainer (by Buono)

17^th of October 2013, Thursday

9.30-11.00

The Plug-in JEcotrim: temporal disaggregation and benchmarking (by Biedma)

11.00-11.15

coffee-break

11.15-12.30

The Plug-in JEcotrim: the batch mode (by Biedma)

12.30-14.00

Lunch break

14.00-15.30

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

15.30-15.45

coffee-break

15.45-16.30

Conclusions and evaluation of the course (Xenellis, Buono)