ESTP Trainnig Course

"Introduction to Seasonal adjustment and JDemetra+"

Agenda

Location

Eurostat, Luxembourg, 14/16 February 2017, Room A2/45

Course Leader

Dario Buono (Eurostat, Methodology)

Lecturers

Dario Buono (Eurostat, Methodology)

Enrico Infante (Eurostat, National Accounts)

Andreas Dietrich (Bundesbank)

Logistics

Elwira NAVARRE(Eurostat, Learning and Development)

Required Reading

ESS guidelines on seasonal adjustment (2015 edition)

Suggested Readings

Jdemetra+ download and  documentation

14 of February 2017, Tuesday

9.30-9.45

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

9.45-11.00

Brief review of Time Series analysis, Seasonality and its determinants, Decomposition models, Exploration (basic tools) (by Buono, Infante)

11.00-11.15

coffee-break

11.15-12.30

Exploration (advanced tools), Why Seasonal and Calendar Adjustment? Step by step procedures for Seasonal Adjustment (by Buono, Infante)

12.30-14.00

Lunch break

14.00-15.15

Using JDemetra+: getting familiar (by Dietrich)

15.15-15.30

coffee-break

15.30-16.30

Using JDemetra+: first results (by Dietrich)

16.30-17.00

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

15 of February 2017, Wednesday

9.30-11.00

Identification of type of outliers (additive, transitory change, level shift), Calendar Effect and its determinants, (by Buono, Infante)

11.00-11.15

coffee-break

11.15-12.30

Moving Averages, X-13 ARIMA and TRAMO/SEATS, How to use the ESS guidelines on Seasonal Adjustment: review (by Buono, Infante)

12.30-14.00

Lunch break

14.00-15.15

Using JDemetra+: outliers (by Dietrich)

15.15-15.30

coffee-break

15.30-16.15

Using JDemetra+: calendar adjustment (by Dietrich)

16.30-17.00

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

16 of February 2017, Thursday

9.30-11.00

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

11.00-11.15

coffee-break

11.15-12.30

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

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