ESTP course:
"Introduction to Seasonal adjustment and JDemetra+"
Agenda
Location / Eurostat, Luxembourg, 26/28 January 2016, Room A2/45
Course Leader / Dario Buono (Eurostat, Unit B1 Methodology and Corporate Architecture)
Lecturers / Dario Buono (Eurostat, Unit B1 Methodology and corporate architecture)
Enrico Infante (Eurostat, Unit C1 National Accounts)
Veronique Elter (Statec, Quarterly National Accounts)
Logistics / Elwira NAVARRE(Eurostat, Unit A2 Learning and Development)
Required Reading / ESS guidelines on seasonal adjustment (2015 edition)
Suggested Readings / Jdemetra+ documentation on the CROS portal
26 of January 2016, Tuesday
9.30-9.45 / Presentation of the course, tour de table (by Xenellis, Buono)
9.45-11.00 / Brief review of Time Series analysis, Seasonality and its determinants, Decomposition models, Exploration (basic tools) (by Buono)
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)
12.30-14.00 / Lunch break
14.00-15.15 / Using JDemetra+: getting familiar (by Elter)
15.15-15.30 / coffee-break
15.30-16.30 / Using JDemetra+: first results (by Elter)
16.30-17.00 / Question time for face-to face discussion with the trainers (by Buono and Elter)
27 of January 2016, Wednesday
9.30-11.00 / Identification of type of outliers (additive, transitory change, level shift), Calendar Effect and its determinants, (by Buono)
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)
12.30-14.00 / Lunch break
14.00-15.15 / Using JDemetra+: outliers (by Elter)
15.15-15.30 / coffee-break
15.30-16.15 / Using JDemetra+: calendar adjustment (by Elter)
16.15-16.30 / Question time for face-to face discussion with the trainers (by Buono and Elter)
28 of January 2016, Thursday
9.30-11.00 / Using JDemetra+: full exercise with ESTAT series (by Buono)
11.00-11.15 / coffee-break
11.15-12.30 / Using JDemetra+: full exercise with MS series (by Elter 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