Elementary seasonal adjustment of economic data with JDemetra+ Online course
- Module I: Monday, 19 October 2020, 13:30 Berlin time
- Module II: Tuesday, 20 October 2020, 13:30 Berlin time
- Module III: Wednesday, 21 October 2020, 13:30 Berlin time
- Module IV: Thursday, 22 October 2020, 13:30 Berlin time
- Module V: Friday, 23 October 2020, 13:30 Berlin time
The course is designed to enable all participants to understand the basic principles of the X-11 filter-based approach to the seasonal adjustment of monthly and quarterly time series, to work with the JDemetra+ seasonal adjustment software package, and to interpret the results in economic terms.
- Seasonality: definition, aim of seasonal adjustment
- JDemetra+: time series software for official statistics, capabilities
- Data pretreatment: modelling of outliers and calendar effects, regARIMA models
- X-11 seasonal adjustment: basic principles, automatic routines, user customisation
- Quality control: graphical tools, seasonality tests
The course is aimed at economists and statisticians 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.
Computer with microphone and JDemetra+ installed (https://github.com/jdemetra/jdemetra-app/wiki/Quick-install-guide), camera, speakers or headphones, up-to-date internet browser.
Deadline for application
14 October 2020