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Collaboration in Research and Methodology for Official Statistics
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Time Series Workshop (Paris 26-27 September 2019)
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S03P3 - Adjusting weakly seasonal time series. How worth is it?
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S03P3 - Adjusting weakly seasonal time series. How worth is it?
Document date:
Monday, 23 September, 2019
Language:
English
s03p3_-_adjusting_weakly_seasonal_time_series._how_worth_is_it.pdf
Slides
‹ Slides
up
Slides ›
Seasonal Adjustment
Flash News
Treatment of COVID19 in seasonal adjustment_methodological note
Time Series Workshop (Paris 26-27 September 2019)
Agenda
Final Agenda
Papers
Keynote1 - GDP nowcasting by means of quantile regression models
Slides
Keynote2 - Measuring Incertainties
Keynote3 - On Borrowing Information Over Time in Small Area Estimation
Poster01 - Can inflation expectations in business or consumer surveys improve inflation forecasts
Poster04 - Relative and trend revision methods for benchmarking time series used at the U.S. Census Bureau for periodic economic programs
Poster05 - Les effets du Magal de Touba sur les indices ICA et IPC
Poster06 - Evolving with JDemetra+
Poster07 - Forecasting Cattle Slaughtering and Exports at Statistics Denmark
Poster08 - Understanding the Relationship Between the Seasonal Regression Model-based F Test and a Diagnosis of Residual Seasonality
Poster09 - Tool for synthesis of seasonal adjustment quality
Poster10 - The Application of Demetra and RJDemetra in Development of Composite Indicators for Economic Activity
Paper
Poster11 - The Impact of Regional Holidays on Early Job-Seeker Registrations – A RegARIMA Analysis
S00P1 - The Seasonal Adjustment Center of Excellence
S01P1 - Regression Performance of Temporally Disaggregate Variables
S01P2 - Adding seasonality to BFL method
Slides
S02P1 - Estimation of the cycle in economic time series
S02P2 - Cycle Extraction: Should the Hamilton Regression Filter be Preferred to the Hodrick-Prescott Filter
S03P1 - Alternative moving average filters for trend-cycle estimation and seasonal adjustment
S03P2 - Analysis of the use of Classical Regression and RegARIMA-based models in short-term forecasting of Irish macroeconomic series in OS
Slides
S03P3 - Adjusting weakly seasonal time series. How worth is it?
Slides
S04P1 - The Effects of Ramadan on Prices, a Comparison Between 3 Countries
Slides
S04P2 - Persephone, seasonal adjustment with an object-oriented wrapper for RJDemetra
Slides
S04P3 - Direct and Indirect Seasonal Adjustment Conciliation
S05P1 - Reporting on the quality of seasonal adjustment - A dedicated plugin for JDemetra +
Appendix
Slides
S05P2 - Fixing the model for the seasonal component, a new revision policy
Slides
S05P3 - Plutus – A tool to handle metadata of seasonal adjustment
S06P1 - A High frequency data analysis strategy for official statistics
S06P2 - Analizing Traffic Flows in Madrid city
Slides
S06P3 - Dealing with high frequency time series
Slides
S07P1 - When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage
Slides
S07P2 - Nowcasting: Practical Results with Theoretical Flaws
S07P3 - A New Dynamic Factor Model for Nowcasting Belgian GDP growth
S07P4 - Nowcasting GDP from VAT returns in the UK
S08P1 - Integrating Seasonal Adjustment into a modular system of IT-tools for time series analysis - Slides
S08P2 - Lessons from Implementing a QNA Framework at Statistics Austria
Slides
S09P1 - Estimation of time-varying state correlation in state space models
S09P2 - New IPC for Turkey, State Space Modelling Approach
Slides
Seasonal adjustment community
Helpdesk via SA Centre of Excellence
SA Expert Group (SAEG)
Mandate
Meetings
2019 03 11 Brussels
Minutes
agenda_saeg_sace_11_of_march_2019_brux
all_docs_in_one_file_saeg_meeting_brussels_11_march_2019
item_1_sace_status_report
item_2_rjdemetra_a_r_interface_to_jd_seasonal_adjustment_software
item_3a_use_of_jdemetra_at_eurostat_v2
item_3b_use_of_jdemetra_national_bank_of_spain
item_3c_jd2.2.2_nbb_contribution
item_3d_use_of_jdemetra_deutsche_bundesbank
item_4_tempdisaggguide
item_5a_towards_jd_3.0_-_a_new_architecture
item_5b_future_of_jdemetra
item_5c_jdemetra_3.0_overview
2018 03 15 Frankfurt
Minutes
item_1_agenda
item_2.1_adoption_of_jdemetra_at_eurostat
item_2.2_bbk
item_2.2_nbb
item_2.3_sace_saug_
item_2.4_report_on_jdemetra_documentation
item_2.6_experience_with_jd_at_destatis
item_3.1_handbook_on_seasonal_adjustment-saeg
item_3.1_sa-for_saeg_consultation
item_3.2_ess_guidelines_on_temporal_disaggregation_09mar2018_notrackedchanges
item_3.2_tempdisaggguide
2017 03 13 Brussels
Item 1 Agenda
Item 2.1 Latest features by NBB
Item 2.2 Latest features by the Deutsche Bundesbank
Item 2.3 Evaulaiton report
Item 2.3 Implementation of JDemetra+ at the ECB
Item 3.1 OFFICIAL RELEASE OF JDEMETRA+ 2.2
Item 4.1 SACE report
Item 4.2 Composition and MAndate of SAUG
Item 5.1 Testing of the Revision
Item 5.2 Demo of the interfaces Fame
Item 6.1 Evolution of JD+ 3.0
Item 6.2 ESS Guidelines on Temporal Disaggregation
Item 6.2 Slides on ESS Guidelines on Temporal Disaggregation
Minutes and Opinions
2016 06 07 Frankfurt
Minutes SAEG June 2016
Item 1 Agenda
Item 2.1 Latest by NBB
Item 2.2 Latest_features_by_bbk
Item 3. 1 Clarifications to the release procedure for JDemetra+
Item 3.2 Quality_reporting_with_jd_insee
Item 4.1 Eurostat work programme 2016 to 2018_priority areas and future Centre of Excellence
Item 5.1 Integration of the new features into Jdemetra+
Item 5.1 Migration of NSIs and NCBs and usefulness of the roadmap for migration
Item 5.1_project_interface_fame_demetra_bde
Item 5.2 Eurostat_migration_to_jd_state_of_the_art.pptx
Item 5.3 The ECB report on migration to JD+
Item 6 more_integration_tsplus_in_jdplus_acb.pptx
Item 6.1 JD+ Evolution
Item 6.2 Consistent coding
item 6.3 trend_cycle.pptx
2015 12 07 Luxembourg
Minutes_SAEG 7 December 2015
Item 1 Agenda
Item 2.1 NBB Report.pptx
Item 2.2 BBk Report JD+.pptx
Item 2.3 Report from the SAUG and SACE.pptx
Item 2.4 Report on JD+ by the ECB
Item 2.5 JD+_Migration ESTAT
Item 3.1 Migrating to JDemetra_v2 Roadmap
Item 3.1 migration roadmap.pptx
Item 3.2 - Quality Report and ESMS metadata JD+ plug-in .pptx
Item 4.1 IMF QNA Manual - chapter7.pdf
Item 4.1 IMF seasonal adjustment_Marini.pptx
Item 4.2 benchmarking endorsement.pptx
Item 4.2 benchmarking.pdf
Item 4.4 Research topics.pptx
Item 5.2 JD+_Hackathon.pptx
2015 07 07 Frankfurt
Minutes
agenda
item 2.1
item 2.2
item 2.3
Item 2.4
item 3.2
item 3.2 slides
item 5.3
2014 12 04 Luxembourg
June 16th 2014
November 13th 2013
June 20th 2013
November 16th 2012
April 25th 2012
November 21st 2011
June 24th 2011
Archive
Time Series Analysis Center of Excellence (TSACE)
Coordination Meetings
2020-10-15 Kick-Off meeting
point_1_-_agenda
point_2_-_schedule_pf_the_project
point_2_-_deliverablesmilestones_13.10.2020
point_3_-_wp2_-_sdc
2020-11-17 TSACE Meeting 1
Minutes
Point 0 - Agenda
Point 1 - TSACE Status Report
Point 2a - JD+ 2.2.3 and JD+ 3.0
Point 2b - Status report BBk
Point 3 - JD+ documentation
Point 4a - Persephone
Point 4b - JD+ 3.0 and R
Point 5 - Guidelines
Time Series Analysis User Group (TSAUG)
Members & Mandate
Members & Mandate
Coordination meetings
2021-02-11 Kick-off
01 - TSAUG composition and mandate
03a - JD+ 3.0 Overview
03b - BBk developers
04 - Task force R packages
05 - STACE guidelines
06 - JD+ use cases
07 - Follow-up Covid-19 crisis
08 - Minutes
Seasonal Adjustment Centre of Excellence (SACE)
Methodological notes
ESS Guidelines on SA (2015 edition)
Release of JDemetra+ version 2.2 letters
Guidance on migrating to JDEMETRA+
Presentation of seasonally adjusted indices
Official Release of JDEMETRA+ as software to be used for seasonal adjustment
Coordination meetings
2016-10 SACE Kick-Off Meeting
Agenda, Minutes and Documents
2017-03-17 SACE Coordination Meeting #2
Agenda, Minutes and Documents
2017-09-29 SACE Coordination Meeting #3
0 - Agenda
1 - Minutes
2 - Status Report
3.1 - Next Release of JD+
3.2 - JD+ 3.0, Statistical Modules
4 - A New Way of Documentation
5 - SA Training Using R Shiny
7 - The Revisions Plug-In
8 - High Frequency Data Plug-In
9 - JD+ and R
2018-03-29 SACE Coordination Meeting #4
2 - INSEE - SACE status report
3.1 - ONS - Benchmarking and Revisions Plug-Ins
3.2 - ONS - Review of revisions analysis plugin
2018-10-04 SACE Coordination Meeting #5
2 - INSEE - SACE status report
4 - NBP - JD+ Wiki
5.1 - BBk - JD+ Status Report
5.2 - NBB - JD+ underlying changes
5.3 - NBB - JD+ Next
6.1 - INSEE - A PlugIn For Eurostat Job Vacancy Survey
6.2 - INSEE - RJDemetra
6.3 - INSEE - Using Frankenstein's Series to Benchmark SA Methods
7.1 - INSEE - (In)Stability of Reg-Arima Estimations
7.2 - NBB - Moving trading days
2019-03-11 SACE Coordination Meeting #6
Point 1 - Joint SAEG-SACE meeting - Agenda
Point 3 - RJDemetra
Point 5a - Future of JDemetra
Point 5b - Towards JD+ 3.0 - A New Architecture
Point 6 - Plug-In Status
Point 7a - JD+ 2.2.2
Point 7b - JD+ 3.0
Point 8 - RJDSSF
Point 9 - Report on JDemetra+ documentation
Reports
Training for Users
FAQ on SACE
Seasonal Adjustment User Group (SAUG)
Mandate
Meetings
2019-03-15 Brussels
Minutes
Adoption agenda and minutes meeting 4
Follow up SACE
Developments NBB
Developments BBk
RJDemetra for JD+ 2.2
RJDSSF for JD+ 3.0
Follow up Documentation
Guidelines on temporal disaggregation
SAUG achievements
2018-10-05 Riga
Minutes
BBk status report
Java changes
Enlarging X-11 for half-yearly data
Working with the web service
INE changeover to JD+
R package
Survey on JD+
AOB and to-do
2018-03-28 London
Minutes
Releases of JD+ (BBk)
ExcelAdapter
Wiki documentation
Web presence
2017-09-28 Rome
Minutes
SACE report
Wiki documentation
Testing JD+
Releases of JD+
TransReg
ConCur
User requirements
Web presentation
2017-03-17 Brussels
Minutes
Archive
Coordination meetings SAUG
Mandate of the SAUG
SAUG Coordination meeting # 2
Agenda, Minutes and Documents
SAUG Coordination meeting # 3
SAUG Coordination meeting #1
Meetings 2014 - 2016
2nd meeting 2013 October 18, Luxembourg
1st meeting 2013 April 16, Luxembourg
2nd meeting 2012 October 16, Luxembourg
1st meeting 2012 February 8, Vilnius
3rd Meeting 2011 October 20, Lisbon
2nd meeting 2011 June 22, Paris
1st meeting 2011 March 2, Luxembourg
Time Series Meetings
1st meeting Agenda, 18 Nov 2015, London
Software JDemetra+
Download
Euro area and EU working days to build Calendar Adjustment Regressor
revtool
Documentation
JDemetra+ User Guide version 2.0
JDemetra+ Quick Start
JDemetra+ Quick Start
JDEMETRA+ Cruncher for mass production
JDemetra+ Reference Manual - doc version
JDemetra+ Reference Manual version 2.1
JDemetra+ User Guide version 2.2
Calendar regressors in JD+
Logo JD+
Training Courses and Workshops
2021 January 19-21 Introduction to Seasonal Adjustment and JDemetra+
Data
Slides
2020 January 28-30 Introduction to Seasonal Adjustment and JDemetra+
Slides Intro to Seasonal Adjustment and JDemetra+
2019 December 3-5 From Annual to Quarterly to Monthly data
2019_dec_3-5_agenda_annual_to_quarterly_to_monthly_draft
2019_dec_3-5_slides_annual_to_quarterly_to_monthly_draft
Additional training material on seasonal adjustment
Old trainings
2019 September 10-12 Advanced JDemetra+ with R
agenda_final
estp-slides
2019 January 29-31 Introduction to Seasonal Adjustment and JDemetra+
2018 February 22-22 Introduction to Seasonal Adjustment and JDemetra+
2017 Courses descriptions, agendas and training materials
2017 September 19-21 JDEMETRA+ FOR ADVANCED USERS AND HOBBY DEVELOPERS
Agenda
Quick Start Guide for developers
Training Material JDEMETRA+ advanced
2017 February 14-16 Introduction to Seasonal Adjustment and JDemetra+
Slides Intro to Seasonal Adjustment and JDemetra+ (Feb 2017)
2016 Courses descriptions, agendas and training materials
2016 November 15 17 Annual to Quarterly to Monthly Data
Agenda
Training material Annual to Quarterly to Monthly data
2016 January 26-28 Introduction to Seasonal Adjustment and JDemetra+
Agenda
slides_mornings
2016 September 13-15 Jdemetra+ for advanced users and hobby developers
2016_training_material_for_estp_jdemetra_advanced_and_hobby.zip
Agenda
Course description
2015 Courses descriptions
2015 February 24-26 Introduction to Seasonal Adjustment and JDemetra+
Training material
2015 September 15-17 Jdemetra+ for advanced users and/or hobby developers
Agenda (final)
Course description
Set of examples
Some homework before coming to Luxembourg
training material
2014 Courses descriptions, agendas and training materials
2014 October 28-30 JDemetra+ for advanced users
Training material JD for advanced users
2014 February 4-6 Introduction to Seasonal Adjustment and JDemetra+
2013 Courses descriptions, agendas and training materials
2013 April 17-19 Introduction to Seasonal Adjustment and JDemetra+
Agenda final
Course description
Training material final!!!
2013 October 15-17 JDemetra+ for advanced users
Training Material ESTP 2013 October advanced users
2012 Courses descriptions, agendas and training material
2012 Jan 24-26 Introduction to Seasonal Adjustment and Demetra+
2012 June 26-28 Advanced Seasonal Adjustment
2012 Nov 13-15 JDemetra+ (JAVA version) for developers and advanced users
2012 Workshop on methodological issues in Seasonal Adjustment
2011 Courses descriptions, agendas and training materials
3-5 May 2011 Introduction to Seasonal Adjustment and DEMETRA+
15-17 November 2011 Demetra+ for Advanced users
