Advanced topics in seasonal adjustment VER20210040
26 November 2021
The course is designed to enable all participants to tackle advanced topics that are beyond the scope of the companion level I course “Elementary seasonal adjustment of economic data with JDemetra+”. Working almost exclusively with the seasonal adjustment software package JDemetra+, the course seeks to encourage discussions and an exchange of experiences between the participants.
- JDemetra+: overview of key capabilities, additional tools, access via R
- Calendar variation: creation and customisation of user-defined regression variables
- Outliers: anomaly detection, seasonal breaks, modelling in times of strong economic changes
- Revision policies: overview of strategies, controlled current adjustment
- Daily data: potential issues, overview of modelling approaches, STL-based seasonal adjustment
The course is aimed at economists and statisticians who are interested in studying advanced topics in seasonal adjustment and in the efficient application of JDemetra+. Prior knowledge and/or experience of time series analysis in general and seasonal adjustment in particular are highly recommended.
Please apply online by clicking on the registration button within the application period.