Elementary seasonal adjustment of economic data with JDemetra+

Deadline for application

16 August 2024


The course is designed to enable all participants to understand the basic principles of the X-11 filter-based and ARIMA model-based approaches to seasonal adjustment, to work with the JDemetra+ seasonal adjustment software package, which includes both approaches, and to interpret the results in economic terms.


Focusing on the X-11 seasonal adjustment approach, the course primarily covers the following topics.

  • Seasonality: definition, aim of seasonal adjustment
  • JDemetra+: time series software for official statistics, capabilities
  • Data pre-treatment: modelling of outliers and calendar effects, regARIMA models
  • X-11 approach: basic principles, automatic routines, user customisation
  • Quality control: graphical tools, seasonality tests
  • ARIMA model-based approach: basic principles

Target group

The course is aimed at economists and statisticians from central banks who are interested in seasonal adjustment and, in particular, in the application of JDemetra+. 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.

Registration deadline: 16. August 2024, 23:59 p.m.