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ESTP course: "Introduction to Seasonal Adjustment and JDemetra+" |
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Agenda |
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Location |
Eurostat, Luxembourg, 19 - 21 January 2021, online training |
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Course Leader |
Dario Buono (Eurostat, Methodology) |
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Lecturers |
Andreas Dietrich (Bundesbank) Véronique Elter (Statec) |
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Logistics |
Francine KESSLER (Eurostat, Learning and Development) |
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Required Reading |
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Suggested Readings |
JDemetra+ download and documentation |
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19 of January 2021, Tuesday |
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09.30-10.00 |
Presentation of the course, tour de table |
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10.00-12.00 |
Introduction, the unobserved component model, basic concept of seasonal adjustment and step-by-step procedure |
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12.00-14.00 |
Lunch break |
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14.00-16.00 |
Using JDemetra+: getting familiar & first results |
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16.00-16.30 |
Question time for face-to face discussion with the trainers |
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20 of January 2021, Wednesday |
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10.00-12.00 |
Pre-treatment (outliers and calendar effects) & seasonal adjustment kernel (X-11 and SEATS) |
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12.00-14.00 |
Lunch break |
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14.00-16.00 |
Using JDemetra+: outliers & calendar adjustment |
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16.00-16.30 |
Question time for face-to face discussion with the trainers |
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21 of January 2021, Thursday |
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10.00-11.00 |
Quality assessment, miscellaneous issues, questions |
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11.00-11.15 |
coffee-break |
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11.15-12.30 |
Using JDemetra+: full exercise with MS series (breakout sessions) |
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12.30-14.00 |
Lunch break |
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14.00-15.30 |
Using JDemetra+: show and tell exercise with MS series |
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15.30-16.00 |
Conclusions and evaluation of the course |