Now availible a revised version of the slides of Day One, Day Two and Day Three.
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ESTP course: "Seasonal Adjustment and Demetra+" |
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Agenda |
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Location |
Eurostat, Luxembourg, 3 to 5 May 2011, Room A2/45 |
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Course organizers |
Dario Buono (Eurostat, Unit B2 Methodology and Research) |
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Lecturers |
Dario Buono (Eurostat, Unit B2 Methodology and Research) Enrico Infante (Eurostat, Unit B2 Methodology and Research) |
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Logistics |
Crista Filip (Eurostat, Unit A3 Training) Enrico Infante (Eurostat, Unit B2 Methodology and Research) |
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Required Reading |
Any university text book of Statistics with a chapter on Time Series |
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Suggested Readings |
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3 of May, Tuesday |
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9.30-9.45 |
Presentation of the course, tour de table (by Museux, Filip, Buono) |
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9.45-11.00 |
Brief review of Time Series analysis, Seasonality and its determinants, Decomposition models, Exploration (basic tools) |
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11.00-11.15 |
coffee-break |
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11.15-12.30 |
Exploration (advanced tools), Why Seasonal and Calendar Adjustment? Step by step procedures for Seasonal Adjustment |
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12.30-14.00 |
Lunch break |
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14.00-15.15 |
Using Demetra+: getting familiar |
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15.15-15.30 |
coffee-break |
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15.30-16.15 |
Using Demetra+: first results |
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16.15-16.30 |
Question time for face-to face discussion with the trainer |
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4 of May, Wednesday |
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9.30-11.00 |
Identification of type of outliers (additive, transitory change, level shift), Calendar Effect and its determinants (trading days) |
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11.00-11.15 |
coffee-break |
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11.15-12.30 |
Calendar effect and its components (moving holidays), Moving Averages, X-12 ARIMA and TRAMO/SEATS |
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12.30-14.00 |
Lunch break |
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14.00-15.15 |
Using Demetra+: outliers and calendar adjustment |
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15.15-15.30 |
coffee-break |
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15.30-16.15 |
Using Demetra+: full exercise |
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16.15-16.30 |
Question time for face-to face discussion with the trainer |
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Evening |
Social event: optional course dinner |
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5 of May, Thursday |
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9.30-11.00 |
ESS guidelines on Seasonal Adjustment: review |
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11.00-11.15 |
coffee-break |
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11.15-12.30 |
ESS guidelines on Seasonal Adjustment: practical implementation |
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12.30-14.00 |
Lunch break |
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14.00-15.30 |
Using Demetra+: show and tell exercise by the participants |
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15.30-15.45 |
coffee-break |
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15.45-16.30 |
Conclusions and evaluation of the course (Filip, Buono) |