
Seasonal adjustment is an important step of the official statistics business architecture and harmonisation of practices has proved to be key element of quality of the output. In this spirit, since the 90s, Eurostat has been playing a role in the promotion, development and maintenance of a software solution (Demetra family) freely available for seasonal adjustment in line with established best practices.
In 2008, ESS (European Statistical System) guidelines on SA have been endorsed by the CMFB and the SPC as a framework for seasonal adjustment. ESS guidelines cover all the key steps of the seasonal and calendar adjustment process and represent an important step towards the harmonisation of seasonal and calendar adjustment practices within the ESS and in Eurostat.
JDEMETRA+
by Eurostat and National Bank of Belgium
In case of any problems or questions, please contact the ESS Seasonal Adjustment helpdesk at thesace2016@gmail.com or via
http://ec.europa.eu/eurostat/cros/content/ess-seasonal-adjustment-helpdesk
For info about the next ESTP course on DEMETRA+ and JDEMETRA+ for beginners and advanced users that will be held at Eurostat please consult here
Since the 2 of February 2015, users interested in performing seasonal adjustement according to the ESS guidelines are encouraged to use JDEMETRA+.
- Flash News
- Time Series Workshop (Paris 26-27 September 2019)
- Agenda
- Papers
- Keynote1 - GDP nowcasting by means of quantile regression models
- 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
- 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
- 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
- S03P3 - Adjusting weakly seasonal time series. How worth is it?
- S04P1 - The Effects of Ramadan on Prices, a Comparison Between 3 Countries
- S04P2 - Persephone, seasonal adjustment with an object-oriented wrapper for RJDemetra
- S04P3 - Direct and Indirect Seasonal Adjustment Conciliation
- S05P1 - Reporting on the quality of seasonal adjustment - A dedicated plugin for JDemetra +
- S05P2 - Fixing the model for the seasonal component, a new revision policy
- 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
- S06P3 - Dealing with high frequency time series
- S07P1 - When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage
- 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
- S09P1 - Estimation of time-varying state correlation in state space models
- S09P2 - New IPC for Turkey, State Space Modelling Approach
- 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
- 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
- 2019 03 11 Brussels
- Archive
- Time Series Analysis Center of Excellence (TSACE)
- Time Series Analysis User Group (TSAUG)
- Seasonal Adjustment Centre of Excellence (SACE)
- Methodological notes
- Coordination meetings
- 2016-10 SACE Kick-Off Meeting
- 2017-03-17 SACE Coordination Meeting #2
- 2017-09-29 SACE Coordination Meeting #3
- 2018-03-29 SACE Coordination Meeting #4
- 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
- Reports
- Training for Users
- FAQ on SACE
- Seasonal Adjustment User Group (SAUG)
- Mandate
- Meetings
- Archive
- Coordination meetings SAUG
- 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
- Software JDemetra+
- Training Courses and Workshops
- 2021 January 19-21 Introduction to Seasonal Adjustment and JDemetra+
- 2020 January 28-30 Introduction to Seasonal Adjustment and JDemetra+
- 2019 December 3-5 From Annual to Quarterly to Monthly data
- Additional training material on seasonal adjustment
- Old trainings
- 2019 September 10-12 Advanced JDemetra+ with R
- 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
- 2016 Courses descriptions, agendas and training materials
- 2015 Courses descriptions
- 2014 Courses descriptions, agendas and training materials
- 2013 Courses descriptions, agendas and training materials
- 2012 Courses descriptions, agendas and training material
- 2011 Courses descriptions, agendas and training materials