Advanced topics in seasonal adjustment VER20210040

Application deadline

26 November 2021

Objective

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.

Contents

  • 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

Target group

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.

Online application

Please apply online by clicking on the registration button within the application period. 

Registration
Registration deadline: 26. November 2021, 23:59 p.m.