Elementary seasonal adjustment of economic data with JDemetra+ VER20210033

Application deadline

8 October 2021

Objective

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.

Contents

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.

Target group

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.

Online application

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

Registration
Registration deadline: 08. October 2021, 23:59 p.m.