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DTSTAMP:20260506T064651Z
DTSTART;VALUE=DATE:20260913
DTEND;VALUE=DATE:20260918
SUMMARY:Elementary seasonal adjustment of economic data with JDemetra+
TRANSP:TRANSPARENT
UID:2026_09_14_seasonal_adjustment_967736
DESCRIPTION:Objective\n\nThe course is designed to enable all participant
 s to understand the basic principles of the X-11 filter-based and ARIMA 
 model-based approaches to seasonal adjustment\, to work with the JDemetr
 a+ seasonal adjustment software package\, which includes both approaches
 \, and to interpret the results in economic terms.\n\nContent\n\nFocusin
 g on the X-11 seasonal adjustment approach\, the course primarily covers
  the following topics:\nSeasonality: definition\, aim of seasonal adjust
 ment\nJDemetra+: time series software for official statistics\, capabili
 ties\nData pre-treatment: modelling of outliers and calendar effects\, r
 egARIMA models\nX-11 approach: basic principles\, automatic routines\, u
 ser customisation\nQuality control: graphical tools\, seasonality tests\
 nARIMA model-based approach: basic principles\n\nTarget group\n\nThe cou
 rse is aimed at economists and statisticians from central banks who are 
 interested in seasonal adjustment and in the application of JDemetra+\, 
 particularly. Prior knowledge and/or experience of time series analysis 
 in general and seasonal adjustment in particular are welcome but are not
  a prerequisite for participation. For more advanced users\, we offer th
 e course “advanced topics in seasonal adjustment” every second year (nex
 t session in 2027).\n\nPlease note:\n\nA nominating person is mandatory 
 for participation in our in-person courses.
LOCATION:Frankfurt am Main
CONTACT:Deutsche Bundesbank – CIC\, tzk@bundesbank.de\, +49 69 9566-36605
 
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