Elementary seasonal adjustment of economic data with JDemetra+ VER20210033
8 October 2021
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.
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.
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.
Please apply online by clicking on the registration button within the application period.